Multilevel Monte Carlo for reliability theory

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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron:	Aslett, L, Nagapetyan, T, Vollmer, S
Fformat:	Journal article
Cyhoeddwyd:	Elsevier 2017

Eitemau Tebyg

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