Estimating failure probabilities

DOI10.1007/978-3-030-30726-4_16zbMATH Open1453.65375OpenAlexW2986778125MaRDI QIDQ5115085FDOQ5115085

Authors: Th. Beelen, Roland Pulch, Ulrich Römer, Herbert De Gersem, Rick Janssen, Jos J. Dohmen, Bratislav Tasić, Renaud Gillon, Aarnout Wieers, Frederik Deleu, Jan ter Maten, A. Di Bucchianico 

Publication date: 29 June 2020

Published in: Mathematics in Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-30726-4_16

Recommendations

• A multilevel Monte Carlo method for computing failure probabilities
• Evaluation of failure probability via surrogate models
• A New Monte Carlo Method for Evaluating System-Failure Probability
• Estimation of failure probabilities of linear dynamic systems by importance sampling
• scientific article; zbMATH DE number 4048807

zbMATH Keywords

samplingMonte Carlointegrated circuitsfailure probabilitieselectro-thermal problem

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Bayesian problems; characterization of Bayes procedures (62C10) Stochastic approximation (62L20) PDEs in connection with optics and electromagnetic theory (35Q60) PDEs in connection with statistical mechanics (35Q82) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Statistical mechanics of semiconductors (82D37)

Cites Work

• Title not available (Why is that?)
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Introduction to rare event simulation.
• Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
• A First Course in Statistical Programming with R

Cited In (9)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Computation of failure probability subject to epistemic uncertainty
• Title not available (Why is that?)
• Error analysis for probabilities of rare events with approximate models
• Title not available (Why is that?)
• A multilevel Monte Carlo method for computing failure probabilities
• General Probability of System Failure
• Failure Probability Estimation of Long Pipeline

This page was built for publication: Estimating failure probabilities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5115085)