CHINESE JOURNAL OF COMPUTATIONAL PHYSICS ›› 2001, Vol. 18 ›› Issue (2): 173-176.

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FIVE MONTE CARLO METHODS FOR SIMULATION OF DYNAMIC RELIABILITY SYSTEM

Xiao Gang1, LI Tian-duo2, YU Mei2   

  1. 1. Xi'an Jiaotong University, Xi'an 710049, P R China;
    2. The Second Artillery Engineering College, Xi'an 710025, P R China
  • Received:1999-08-23 Revised:1999-10-18 Online:2001-03-25 Published:2001-03-25

Abstract: Based on integrated description of simulation of dynamic reliability system, algorithms of direct simulation, analog simulation, forced transmit, direct statistical extimation, weighted statistical estimation are given.Reliability of a non markov Con/k/n:F system is calculated by these five Monte Carlo methods.Results show that weighted statistical estimation method has highest efficiency.

Key words: efficient, Monte Carlo method, reliability simulation, dynamic system

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