Fast Simulation of Dependability Models with General Failure, Repair and Maintenance Processes

Abstract

The problem of computing dependability measures of repairable systems with general failure, repair and maintenance processes is a hard problem to solve in general either by analytical or by numerical methods. Monte Carlo simulation could be used to solve this problem, however, standard simulation takes a very long time to estimate system reliability and availability with reasonable accuracy because typically the system failure is a rare event. When the failure and repair time distributions are exponential, importance sampling has been used successfully in the past to reduce simulation run lengths. In this paper, we extend the applicability of importance sampling to non-Markovian models with general failure and repair time distributions. We show that by carefully selecting a heuristic for importance sampling, orders of magnitude reduction in simulation run-lengths can be obtained. We illustrate the effectiveness of the technique by modeling a large repairable computing system. Also, we study the effect of periodic maintenance on systems with components having increasing and decreasing failure rate.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1990
Accession Number
ADA228970

Entities

People

  • Ambuj Goyal
  • Marvin K. Nakayama
  • Philip Heidelberger
  • Victor F. Nicola

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • C Programming Language
  • Clocks
  • Computer Programming
  • Estimators
  • Markov Chains
  • Markov Processes
  • Military Research
  • New York
  • Operations Research
  • Probability
  • Probability Density Functions
  • Probability Distributions
  • Programming Languages
  • Sampling
  • Simulations
  • Steady State
  • Time Intervals

Fields of Study

  • Engineering

Readers

  • Computational Modeling and Simulation
  • Mathematical Modeling and Probability Theory.
  • Operations Research