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...
| Egile Nagusiak: | , , |
|---|---|
| Formatua: | Journal article |
| Argitaratua: |
Elsevier
2017
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