Multilevel Monte Carlo for reliability theory

As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the number of cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) — a simulation approach which is typically used for stochast...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Aslett, L, Nagapetyan, T, Vollmer, S
التنسيق: Journal article
منشور في: Elsevier 2017

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