A new simulation method based on the RVR principle for the rare event network reliability problem

In this paper we consider the evaluation of the well known -network unreliability parameter by means of a new RVR Monte-Carlo method. This method is based on series-parallel reductions and a partitioning procedure using pathsets and cutsets for recursively changing the original problem into similar ones on smaller networks. By means of several experimental results, we show that the proposed method has good performances in rare event cases and offers significant gains over other state-of-the-art variance reduction techniques.

[1]  Miro Kraetzl,et al.  THE TREE CUT AND MERGE ALGORITHM FOR ESTIMATION OF NETWORK RELIABILITY , 2003 .

[2]  R. Kevin Wood.  Factoring Algorithms for Computing K-Terminal Network Reliability , 1986, IEEE Transactions on Reliability.

[3]  Charles J. Colbourn,et al.  The Combinatorics of Network Reliability , 1987 .

[4]  Miro Kraetzl,et al.  The Cross-Entropy Method for Network Reliability Estimation , 2005, Ann. Oper. Res..

[5]  M. Lomonosov.  On Monte Carlo Estimates in Network Reliability , 1994, Probability in the Engineering and Informational Sciences.

[6]  Héctor Cancela,et al.  The recursive variance-reduction simulation algorithm for network reliability evaluation , 2003, IEEE Trans. Reliab..

[7]  Mark K. Chang,et al.  Network reliability and the factoring theorem , 1983, Networks.

[8]  Michael O. Ball,et al.  Computational Complexity of Network Reliability Analysis: An Overview , 1986, IEEE Transactions on Reliability.

[9]  Héctor Cancela,et al.  Series-parallel reductions in Monte Carlo network-reliability evaluation , 1998 .

[10]  S. Ross,et al.  System Reliability by Simulation: Random Hazards Versus Importance Sampling , 1992 .

[11]  Tov Elperin,et al.  Estimation of network reliability using graph evolution models , 1991 .

[12]  R. Kevin Wood.  A factoring algorithm using polygon-to-chain reductions for computing K-terminal network reliability , 1985, Networks.

[13]  George S. Fishman,et al.  A Monte Carlo Sampling Plan for Estimating Network Reliability , 1984, Oper. Res..

[14]  Richard M. Karp,et al.  A new Monte-Carlo Method for Estimating the Failure Probability of an N-Component System , 1983 .

[15]  George S. Fishman.  A Comparison of Four Monte Carlo Methods for Estimating the Probability of s-t Connectedness , 1986, IEEE Transactions on Reliability.

[16]  R. K. Wood,et al.  Note on "A Linear-Time Algorithm for Computing K-Terminal Reliability in a Series-Parallel Network" , 1996, SIAM J. Comput..

[17]  Malcolm C. Easton,et al.  Sequential Destruction Method for Monte Carlo Evaluation of System Reliability , 1980, IEEE Transactions on Reliability.

[18]  Héctor Cancela,et al.  An Improvement to the Total Hazard Method for System Reliability Simulation , 1996, Probability in the Engineering and Informational Sciences.

[19]  Sheldon M. Ross,et al.  A NEW SIMULATION ESTIMATOR OF SYSTEM RELIABILITY , 1994 .

[20]  E. Henley,et al.  Dagger-Sampling Monte Carlo For System Unavailability Evaluation , 1980, IEEE Transactions on Reliability.

[21]  S. Ross.  Variance Reduction in Simulation via Random Hazards , 1990, Probability in the Engineering and Informational Sciences.

[22]  Xin-She Yang,et al.  Introduction to Algorithms , 2021, Nature-Inspired Optimization Algorithms.

[23]  Gerardo Rubino,et al.  Rare Event Analysis by Monte Carlo Techniques in Static Models , 2009, Rare Event Simulation using Monte Carlo Methods.