Monte Carlo evaluation of a dynamic reliability problem with an application to a case of partial cuts

Abstract

A Monte Carlo method is presented for evaluating a dynamic reliability problem where system components are operating in time. Three major developments are discussed. First, a general framework is developed for analyzing the relationship between a priori information and estimator variance. Second, the general framework is applied to a two-terminal reliability problem and a fault-tree analysis. Last, the Monte Carlo method developed is applied to a case in which only a subset of cuts is known.