Importance and sensitivity analysis in dynamic reliability (Q631475): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 09:19, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Importance and sensitivity analysis in dynamic reliability |
scientific article |
Statements
Importance and sensitivity analysis in dynamic reliability (English)
0 references
14 March 2011
0 references
Consider a piecewise deterministic Markov process, characterized by different input data depending on some parameter \(p \in P\). The problem is to compute the first-order derivative with respect to the parameter \(p\) of some functional of the process, cumulated on a finite time interval \([0,t]\) and its asymptotic value per unit time. Examples are cumulated (production) availability, or the mean number of failures on some finite time interval. The computation of the first-order derivative of the functional with respect to \(p\) is obtained through a probabilistic counterpart of the adjoint state method from the numerical analysis field. Some examples are given.
0 references
dynamic reliability
0 references
sensitivity analysis
0 references
importance factor
0 references
piecewise deterministic Markov process
0 references
Chapman-Kolmogorov equation
0 references