Efficient reliability estimate of passive thermal hydraulic safety system with automatic differentiation

Abstract An approach for efficient estimation of passive safety system functional reliability has been developed and applied to a simplified model of the passive residual heat transport system typical of sodium cooled fast reactors to demonstrate the reduction in computational time. The method is based on generating linear approximations to the best estimate computer code, using the technique of automatic reverse differentiation. This technique enables determination of linear approximation to the code in a few runs independent of the number of input variables for each response variable. The likely error due to linear approximation is reduced by augmented sampling through best estimate code in the neighborhood of the linear failure surface but in a sub domain where linear approximation error is relatively more. The efficiency of this new approach is compared with importance sampling MCS which uses the linear approximation near the failure region and with Direct Monte-Carlo Simulation. In the importance sampling MCS, variants employing random sampling with Box–Muller algorithm and Markov Chain algorithm are inter-compared. The significance of the results with respect to system reliability is also discussed.