Estimating failure probabilities

DOI10.1007/978-3-030-30726-4_16MaRDI QIDQ5115085zbMATH OpenOpenAlexFDO

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

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)

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

Cites work

• scientific article; zbMATH DE number 1215244 (Why is no real title available?)
• A First Course in Statistical Programming with R
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Adjoint Sensitivity Analysis for Differential-Algebraic Equations: The Adjoint DAE System and Its Numerical Solution
• Introduction to rare event simulation.

Cited in

(9)

• scientific article; zbMATH DE number 4048811 (Why is no real title available?)
• General Probability of System Failure
• Error analysis for probabilities of rare events with approximate models
• Failure Probability Estimation of Long Pipeline
• Computation of failure probability subject to epistemic uncertainty
• A multilevel Monte Carlo method for computing failure probabilities
• scientific article; zbMATH DE number 5187530 (Why is no real title available?)
• scientific article; zbMATH DE number 176429 (Why is no real title available?)
• scientific article; zbMATH DE number 934547 (Why is no real title available?)

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)