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A Hybrid Quasi Monte Carlo Method for Estimating the Reliability of Multistate-node Acyclic Networks
Conference paper

A Hybrid Quasi Monte Carlo Method for Estimating the Reliability of Multistate-node Acyclic Networks

Wei-Chang Yeh
Proceedings of the 12th Biennial Computational Techniques and Applications Conference (CTAC 2004) Proceedings of the 12th Biennial Computational Techniques and Applications Conference (CTAC 2004)
2004

Abstract

A system where components and system itself are allowed to have a number of performance levels is named Multi-state System (MSS). A multistate-node acyclic network (MNAN) is a generalization of the tree-structured MSS without satisfying the flow conservation law. Evaluating the MNAN reliability arises at the design and exploitation stage of many types of technical systems. Up to now, the known existing methods are still impossible to evaluate the MNAN reliability in a reasonable time even for a smaller sized problem. Hence, the main purpose of this article is to present a simple Hybrid Quasi Monte Carlo method for estimating the reliability of a MNAN to improve calculation efficiency. One example is illustrated to show how to evaluate MNAN reliabilities by the proposed Hybrid Quasi Monte Carlo simulation algorithm.

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