System reliability with correlated components: Accuracy of the Equivalent Planes method

摘要: Computing system reliability when components are correlated presents a challenge because it usually requires solving multi-fold integrals numerically, which is generally infeasible due to the computational cost. In Dutch flood defense modeling, an efficient method for computing failure probability of – referred here as Equivalent Planes was developed and has been applied in national risk analysis. The accuracy never thoroughly tested, absent literature; this paper addresses both these shortcomings. described detail, including in-depth discussion about source error. A suite configurations were defined test error method, with focus on extreme cases capture upper bound ‘exact’ computed analytically special case equi-correlated components, otherwise using Monte-Carlo directional sampling. We found that errors estimates low wide range configurations, became more substantial large systems highly-correlated components. most we remained within three times true probability. provided example how one can determine if such tolerable their particular application. also show advantage method; small probabilities take over 17 h Monte Carlo sampling less than second.