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27862 Rare event simulation for dynamic fault trees
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Ruijters, E.J.J. and Reijsbergen, D.P. and de Boer, P.T. and Stoelinga, M.I.A. (2017) Rare event simulation for dynamic fault trees. Technical Report TR-CTIT-17-02, Centre for Telematics and Information Technology, University of Twente, Enschede. ISSN 1381-3625

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Abstract

Fault trees (FT) are a popular industrial method for reliability engineering, for which Monte Carlo simulation is an important technique to estimate common dependability metrics, such as the system reliability and availability. A severe drawback of Monte Carlo simulation is that the number of simulations required to obtain accurate estimations grows extremely large in the presence of rare events, i.e., events whose probability of occurrence is very low, which typically holds for failures in highly reliable systems.

This paper presents a novel method for rare event simulation of dynamic fault trees with complex repairs that requires only a modest number of simulations, while retaining statistically justified confidence intervals. Our method exploits the importance sampling technique for rare event simulation, together with a compositional state space generation method for dynamic fault trees.

We demonstrate our approach using two parameterized sets of case studies, showing that our method can handle fault trees that could not be evaluated with either existing analytical techniques, nor with standard simulation techniques.

Item Type:Internal Report (Technical Report)
Research Group:EWI-DACS: Design and Analysis of Communication Systems, EWI-FMT: Formal Methods and Tools
Research Program:CTIT-General
Research Project:ArRangeer: smARt Railroad maintenance eNGinEERing with stochastic model checking, SEQUOIA: Smart maintenance optimization, BEAT: Better Testing With Game Theory, Samsam: An Integral Safety / Security Analysis Framework, SUCCESS: SecUre aCCESSibility for the internet of things
Uncontrolled Keywords:Rare event simulation, Monte Carlo simulation, Importance sampling, Fault tree analysis, Dynamic fault trees
ID Code:27862
Deposited On:30 March 2017
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