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...

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Bibliografiske detaljer
Main Authors:	Aslett, L, Nagapetyan, T, Vollmer, S
Format:	Journal article
Udgivet:	Elsevier 2017

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