相关论文: Rare Event Simulation for non-Markovian repairable…

Deep reinforcement learning (RL) has achieved remarkable success in solving complex tasks through its integration with deep neural networks (DNNs) as function approximators. However, the reliance on DNNs has introduced a new challenge…

In this paper, we study the problems in the discrete Fourier transform (DFT) test included in NIST SP 800-22 released by the National Institute of Standards and Technology (NIST), which is a collection of tests for evaluating both physical…

Fault Tree (FT) is a standard failure modeling technique that has been extensively used to predict reliability, availability and safety of many complex engineering systems. In order to facilitate the formal analysis of FT based analyses, a…

Systems engineering approaches use high-level models to capture the architecture and behavior of the system. However, when safety engineers conduct safety and reliability analysis, they have to create formal models, such as fault-trees,…

Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and rare occurrence of such events, however, impose severe…

This paper provides a detailed introductory description of Subset Simulation, an advanced stochastic simulation method for estimation of small probabilities of rare failure events. A simple and intuitive derivation of the method is given…

Ray effect usually appears in the radiative transfer when using discrete ordinates method (DOM) in the simulations. The cause and remedy for the ray effect have been intensively investigated in the radiation community. For rarefied gas…

The Adaptive Multilevel Splitting (AMS) algorithm is a powerful and versatile method for the simulation of rare events. It is based on an interacting (via a mutation-selection procedure) system of replicas, and depends on two integer…

We analyse the efficiency of several simulation methods which we have recently proposed for calculating rate constants for rare events in stochastic dynamical systems, in or out of equilibrium. We derive analytical expressions for the…

Fault tree analysis is a well-known technique in reliability engineering and risk assessment, which supports decision-making processes and the management of complex systems. Traditionally, fault tree (FT) models are built manually together…

We use importance sampling in a redefined way to highlight and investigate rare events in the form of trajectories trapped inside a target coherent set. We take a transfer operator approach to finding these sets on a reconstructed…

This investigation introduces a novel deep reinforcement learning-based suite to control floating platforms in both simulated and real-world environments. Floating platforms serve as versatile test-beds to emulate micro-gravity environments…

This paper considers the problem of measuring the credit risk in portfolios of loans, bonds, and other instruments subject to possible default under multi-factor models. Due to the amount of the portfolio, the heterogeneous effect of…

We consider importance sampling for estimating the probability that a light-tailed $d$-dimensional random walk exits through one of many disjoint rare-event regions before reaching an anticipated target. This problem arises in sequential…

Resilience has emerged as a crucial concept for evaluating structural performance under disasters because of its ability to extend beyond traditional risk assessments, accounting for a system's ability to minimize disruptions and maintain…

Safety evaluation of self-driving technologies has been extensively studied. One recent approach uses Monte Carlo based evaluation to estimate the occurrence probabilities of safety-critical events as safety measures. These Monte Carlo…

For rare events described in terms of Markov processes, truly unbiased estimation of the rare event probability generally requires the avoidance of numerical approximations of the Markov process. Recent work in the exact and…

The increasing frequency of extreme weather events poses significant risks to power distribution systems, leading to widespread outages and severe economic and social consequences. This paper presents a novel simulation framework for…

To ensure that real-world infrastructure is safe and durable, systems are designed to not fail for any but the most rarely occurring parameter values. By only happening deep in the tails of the parameter distribution, failure probabilities…

We describe a new algorithm for simulating complex Markoff-processes. We have used a reaction-cell method in order to simulate arbitrary reactions. It can be used for any kind of RDS on arbitrary topologies, including fractal dimensions or…