IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v154y2016icp117-126.html
   My bibliography  Save this article

Advanced RESTART method for the estimation of the probability of failure of highly reliable hybrid dynamic systems

Author

Listed:
  • Turati, Pietro
  • Pedroni, Nicola
  • Zio, Enrico

Abstract

The efficient estimation of system reliability characteristics is of paramount importance for many engineering applications. Real world system reliability modeling calls for the capability of treating systems that are: i) dynamic, ii) complex, iii) hybrid and iv) highly reliable. Advanced Monte Carlo (MC) methods offer a way to solve these types of problems, which are feasible according to the potentially high computational costs. In this paper, the REpetitive Simulation Trials After Reaching Thresholds (RESTART) method is employed, extending it to hybrid systems for the first time (to the authors’ knowledge). The estimation accuracy and precision of RESTART highly depend on the choice of the Importance Function (IF) indicating how close the system is to failure: in this respect, proper IFs are here originally proposed to improve the performance of RESTART for the analysis of hybrid systems. The resulting overall simulation approach is applied to estimate the probability of failure of the control system of a liquid hold-up tank and of a pump-valve subsystem subject to degradation induced by fatigue. The results are compared to those obtained by standard MC simulation and by RESTART with classical IFs available in the literature. The comparison shows the improvement in the performance obtained by our approach.

Suggested Citation

  • Turati, Pietro & Pedroni, Nicola & Zio, Enrico, 2016. "Advanced RESTART method for the estimation of the probability of failure of highly reliable hybrid dynamic systems," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 117-126.
    • Handle: RePEc:eee:reensy:v:154:y:2016:i:c:p:117-126
    DOI: 10.1016/j.ress.2016.04.020
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832016300989
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2016.04.020?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Munoz Zuniga, M. & Garnier, J. & Remy, E. & de Rocquigny, E., 2011. "Adaptive directional stratification for controlled estimation of the probability of a rare event," Reliability Engineering and System Safety, Elsevier, vol. 96(12), pages 1691-1712.
    2. Zdravko I. Botev & Pierre L'Ecuyer & Gerardo Rubino & Richard Simard & Bruno Tuffin, 2013. "Static Network Reliability Estimation via Generalized Splitting," INFORMS Journal on Computing, INFORMS, vol. 25(1), pages 56-71, February.
    3. Cadini, F. & Avram, D. & Pedroni, N. & Zio, E., 2012. "Subset Simulation of a reliability model for radioactive waste repository performance assessment," Reliability Engineering and System Safety, Elsevier, vol. 100(C), pages 75-83.
    4. Enrico Zio, 2013. "The Monte Carlo Simulation Method for System Reliability and Risk Analysis," Springer Series in Reliability Engineering, Springer, edition 127, number 978-1-4471-4588-2, January.
    5. Villén-Altamirano, J., 2014. "Asymptotic optimality of RESTART estimators in highly dependable systems," Reliability Engineering and System Safety, Elsevier, vol. 130(C), pages 115-124.
    6. Enrico Zio, 2013. "System Reliability and Risk Analysis by Monte Carlo Simulation," Springer Series in Reliability Engineering, in: The Monte Carlo Simulation Method for System Reliability and Risk Analysis, edition 127, chapter 0, pages 59-81, Springer.
    7. Leslie Murray & Héctor Cancela & Gerardo Rubino, 2013. "A splitting algorithm for network reliability estimation," IISE Transactions, Taylor & Francis Journals, vol. 45(2), pages 177-189.
    8. Durga Rao, K. & Gopika, V. & Sanyasi Rao, V.V.S. & Kushwaha, H.S. & Verma, A.K. & Srividya, A., 2009. "Dynamic fault tree analysis using Monte Carlo simulation in probabilistic safety assessment," Reliability Engineering and System Safety, Elsevier, vol. 94(4), pages 872-883.
    9. Zhu, Dongfeng & Mosleh, Ali & Smidts, Carol, 2007. "A framework to integrate software behavior into dynamic probabilistic risk assessment," Reliability Engineering and System Safety, Elsevier, vol. 92(12), pages 1733-1755.
    10. Catalyurek, Umit & Rutt, Benjamin & Metzroth, Kyle & Hakobyan, Aram & Aldemir, Tunc & Denning, Richard & Dunagan, Sean & Kunsman, David, 2010. "Development of a code-agnostic computational infrastructure for the dynamic generation of accident progression event trees," Reliability Engineering and System Safety, Elsevier, vol. 95(3), pages 278-294.
    11. Villén-Altamirano, José, 2010. "RESTART simulation of non-Markov consecutive-k-out-of-n: F repairable systems," Reliability Engineering and System Safety, Elsevier, vol. 95(3), pages 247-254.
    12. Enrico Zio, 2013. "Monte Carlo Simulation: The Method," Springer Series in Reliability Engineering, in: The Monte Carlo Simulation Method for System Reliability and Risk Analysis, edition 127, chapter 0, pages 19-58, Springer.
    13. Søren Asmussen & José Blanchet & Sandeep Juneja & Leonardo Rojas-Nandayapa, 2011. "Efficient simulation of tail probabilities of sums of correlated lognormals," Annals of Operations Research, Springer, vol. 189(1), pages 5-23, September.
    14. Zio, E. & Pedroni, N., 2010. "An optimized Line Sampling method for the estimation of the failure probability of nuclear passive systems," Reliability Engineering and System Safety, Elsevier, vol. 95(12), pages 1300-1313.
    15. Pieter-Tjerk de Boer & Dirk Kroese & Shie Mannor & Reuven Rubinstein, 2005. "A Tutorial on the Cross-Entropy Method," Annals of Operations Research, Springer, vol. 134(1), pages 19-67, February.
    16. M. Garvels, 2011. "A combined splitting—cross entropy method for rare-event probability estimation of queueing networks," Annals of Operations Research, Springer, vol. 189(1), pages 167-185, September.
    17. Enrico Zio, 2013. "System Reliability and Risk Analysis," Springer Series in Reliability Engineering, in: The Monte Carlo Simulation Method for System Reliability and Risk Analysis, edition 127, chapter 0, pages 7-17, Springer.
    18. Li, Jinghui & Mosleh, Ali & Kang, Rui, 2011. "Likelihood ratio gradient estimation for dynamic reliability applications," Reliability Engineering and System Safety, Elsevier, vol. 96(12), pages 1667-1679.
    19. Zdravko I. Botev & Dirk P. Kroese, 2008. "An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting," Methodology and Computing in Applied Probability, Springer, vol. 10(4), pages 471-505, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Zhao, Zhiyao & Quan, Quan & Cai, Kai-Yuan, 2017. "A health performance prediction method of large-scale stochastic linear hybrid systems with small failure probability," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 74-88.
    2. Zio, E., 2018. "The future of risk assessment," Reliability Engineering and System Safety, Elsevier, vol. 177(C), pages 176-190.
    3. Maidana, Renan G. & Parhizkar, Tarannom & Gomola, Alojz & Utne, Ingrid B. & Mosleh, Ali, 2023. "Supervised dynamic probabilistic risk assessment: Review and comparison of methods," Reliability Engineering and System Safety, Elsevier, vol. 230(C).
    4. Chen, Weidong & Xu, Chunlong & Shi, Yaqin & Ma, Jingxin & Lu, Shengzhuo, 2019. "A hybrid Kriging-based reliability method for small failure probabilities," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 31-41.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Gascard, Eric & Simeu-Abazi, Zineb, 2018. "Quantitative Analysis of Dynamic Fault Trees by means of Monte Carlo Simulations: Event-Driven Simulation Approach," Reliability Engineering and System Safety, Elsevier, vol. 180(C), pages 487-504.
    2. Kong Fah Tee & Andrew Utomi Ebenuwa, 2019. "Combination of line sampling and important sampling for reliability assessment of buried pipelines," Journal of Risk and Reliability, , vol. 233(2), pages 139-150, April.
    3. Cadini, F. & Santos, F. & Zio, E., 2014. "An improved adaptive kriging-based importance technique for sampling multiple failure regions of low probability," Reliability Engineering and System Safety, Elsevier, vol. 131(C), pages 109-117.
    4. Zheng, Xiaoyu & Tamaki, Hitoshi & Sugiyama, Tomoyuki & Maruyama, Yu, 2022. "Dynamic probabilistic risk assessment of nuclear power plants using multi-fidelity simulations," Reliability Engineering and System Safety, Elsevier, vol. 223(C).
    5. Edoardo Tosoni & Ahti Salo & Enrico Zio, 2018. "Scenario Analysis for the Safety Assessment of Nuclear Waste Repositories: A Critical Review," Risk Analysis, John Wiley & Sons, vol. 38(4), pages 755-776, April.
    6. Guowang Meng & Hongle Li & Bo Wu & Guangyang Liu & Huazheng Ye & Yiming Zuo, 2023. "Prediction of the Tunnel Collapse Probability Using SVR-Based Monte Carlo Simulation: A Case Study," Sustainability, MDPI, vol. 15(9), pages 1-21, April.
    7. Michael Saidani & Alissa Kendall & Bernard Yannou & Yann Leroy & François Cluzel, 2019. "Closing the loop on platinum from catalytic converters: Contributions from material flow analysis and circularity indicators," Post-Print hal-02094798, HAL.
    8. Michele Compare & Francesco Di Maio & Enrico Zio & Fausto Carlevaro & Sara Mattafirri, 2016. "Improving scheduled maintenance by missing data reconstruction: A double-loop Monte Carlo approach," Journal of Risk and Reliability, , vol. 230(5), pages 502-511, October.
    9. Chiacchio, Ferdinando & D’Urso, Diego & Famoso, Fabio & Brusca, Sebastian & Aizpurua, Jose Ignacio & Catterson, Victoria M., 2018. "On the use of dynamic reliability for an accurate modelling of renewable power plants," Energy, Elsevier, vol. 151(C), pages 605-621.
    10. Salomon, Julian & Winnewisser, Niklas & Wei, Pengfei & Broggi, Matteo & Beer, Michael, 2021. "Efficient reliability analysis of complex systems in consideration of imprecision," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    11. Di Maio, Francesco & Pettorossi, Chiara & Zio, Enrico, 2023. "Entropy-driven Monte Carlo simulation method for approximating the survival signature of complex infrastructures," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    12. Wang, Fan & Li, Heng, 2018. "System reliability under prescribed marginals and correlations: Are we correct about the effect of correlations?," Reliability Engineering and System Safety, Elsevier, vol. 173(C), pages 94-104.
    13. Tito G. Amaral & Vitor Fernão Pires & Armando Cordeiro & Daniel Foito & João F. Martins & Julia Yamnenko & Tetyana Tereschenko & Liudmyla Laikova & Ihor Fedin, 2023. "Incipient Fault Diagnosis of a Grid-Connected T-Type Multilevel Inverter Using Multilayer Perceptron and Walsh Transform," Energies, MDPI, vol. 16(6), pages 1-18, March.
    14. Zhang, Hanxiao & Sun, Muxia & Li, Yan-Fu, 2022. "Reliability–redundancy allocation problem in multi-state flow network: Minimal cut-based approximation scheme," Reliability Engineering and System Safety, Elsevier, vol. 225(C).
    15. Tosoni, E. & Salo, A. & Govaerts, J. & Zio, E., 2019. "Comprehensiveness of scenarios in the safety assessment of nuclear waste repositories," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 561-573.
    16. Penttinen, Jussi-Pekka & Niemi, Arto & Gutleber, Johannes & Koskinen, Kari T. & Coatanéa, Eric & Laitinen, Jouko, 2019. "An open modelling approach for availability and reliability of systems," Reliability Engineering and System Safety, Elsevier, vol. 183(C), pages 387-399.
    17. Rocco, Claudio M. & Moronta, José & Ramirez-Marquez, José E. & Barker, Kash, 2017. "Effects of multi-state links in network community detection," Reliability Engineering and System Safety, Elsevier, vol. 163(C), pages 46-56.
    18. Compare, Michele & Bellani, Luca & Zio, Enrico, 2019. "Optimal allocation of prognostics and health management capabilities to improve the reliability of a power transmission network," Reliability Engineering and System Safety, Elsevier, vol. 184(C), pages 164-180.
    19. Babykina, Génia & Brînzei, Nicolae & Aubry, Jean-François & Deleuze, Gilles, 2016. "Modeling and simulation of a controlled steam generator in the context of dynamic reliability using a Stochastic Hybrid Automaton," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 115-136.
    20. Compare, Michele & Bellani, Luca & Zio, Enrico, 2017. "Reliability model of a component equipped with PHM capabilities," Reliability Engineering and System Safety, Elsevier, vol. 168(C), pages 4-11.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:154:y:2016:i:c:p:117-126. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.