Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems

Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem. Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases. Provides a broad overview of the practical approach of rare event methods. Includes algorithms that are applied to aerospace benchmark test cases Offers insight into practical tuning issues

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  • Author : Jerome Morio
  • Publisher : Woodhead Publishing
  • Pages : 216 pages
  • ISBN : 0081001118
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKEstimation of Rare Event Probabilities in Complex Aerospace and Other Systems

Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems

Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems
  • Author : Jerome Morio,Mathieu Balesdent
  • Publisher : Woodhead Publishing
  • Release : 16 November 2015
GET THIS BOOKEstimation of Rare Event Probabilities in Complex Aerospace and Other Systems

Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem. Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A

Aerospace System Analysis and Optimization in Uncertainty

Aerospace System Analysis and Optimization in Uncertainty
  • Author : Loïc Brevault,Mathieu Balesdent,Jérôme Morio
  • Publisher : Springer Nature
  • Release : 26 August 2020
GET THIS BOOKAerospace System Analysis and Optimization in Uncertainty

Spotlighting the field of Multidisciplinary Design Optimization (MDO), this book illustrates and implements state-of-the-art methodologies within the complex process of aerospace system design under uncertainties. The book provides approaches to integrating a multitude of components and constraints with the ultimate goal of reducing design cycles. Insights on a vast assortment of problems are provided, including discipline modeling, sensitivity analysis, uncertainty propagation, reliability analysis, and global multidisciplinary optimization. The extensive range of topics covered include areas of current open research. This

Introduction to Rare Event Simulation

Introduction to Rare Event Simulation
  • Author : James Bucklew
  • Publisher : Springer Science & Business Media
  • Release : 09 March 2013
GET THIS BOOKIntroduction to Rare Event Simulation

This book presents a unified theory of rare event simulation and the variance reduction technique known as importance sampling from the point of view of the probabilistic theory of large deviations. It allows us to view a vast assortment of simulation problems from a unified single perspective.

Rare Event Simulation using Monte Carlo Methods

Rare Event Simulation using Monte Carlo Methods
  • Author : Gerardo Rubino,Bruno Tuffin
  • Publisher : John Wiley & Sons
  • Release : 18 March 2009
GET THIS BOOKRare Event Simulation using Monte Carlo Methods

In a probabilistic model, a rare event is an event with a very small probability of occurrence. The forecasting of rare events is a formidable task but is important in many areas. For instance a catastrophic failure in a transport system or in a nuclear power plant, the failure of an information processing system in a bank, or in the communication network of a group of banks, leading to financial losses. Being able to evaluate the probability of rare events

Encyclopedia of Earthquake Engineering

Encyclopedia of Earthquake Engineering
  • Author : Michael Beer,Ioannis A. Kougioumtzoglou,Edoardo Patelli,Ivan Siu-Kui Au
  • Publisher : Springer
  • Release : 14 January 2021
GET THIS BOOKEncyclopedia of Earthquake Engineering

The Encyclopedia of Earthquake Engineering is designed to be the authoritative and comprehensive reference covering all major aspects of the science of earthquake engineering, specifically focusing on the interaction between earthquakes and infrastructure. The encyclopedia comprises approximately 300 contributions. Since earthquake engineering deals with the interaction between earthquake disturbances and the built infrastructure, the emphasis is on basic design processes important to both non-specialists and engineers so that readers become suitably well informed without needing to deal with the details of

Reproducibility and Replicability in Science

Reproducibility and Replicability in Science
  • Author : National Academies of Sciences, Engineering, and Medicine,Policy and Global Affairs,Committee on Science, Engineering, Medicine, and Public Policy,Board on Research Data and Information,Division on Engineering and Physical Sciences,Committee on Applied and Theoretical Statistics,Board on Mathematical Sciences and Analytics,Division on Earth and Life Studies,Nuclear and Radiation Studies Board,Division of Behavioral and Social Sciences and Education,Committee on National Statistics,Board on Behavioral, Cognitive, and Sensory Sciences,Committee on Reproducibility and Replicability in Science
  • Publisher : National Academies Press
  • Release : 20 October 2019
GET THIS BOOKReproducibility and Replicability in Science

One of the pathways by which the scientific community confirms the validity of a new scientific discovery is by repeating the research that produced it. When a scientific effort fails to independently confirm the computations or results of a previous study, some fear that it may be a symptom of a lack of rigor in science, while others argue that such an observed inconsistency can be an important precursor to new discovery. Concerns about reproducibility and replicability have been expressed

Feynman-Kac Formulae

Feynman-Kac Formulae
  • Author : Pierre Del Moral
  • Publisher : Springer Science & Business Media
  • Release : 30 March 2004
GET THIS BOOKFeynman-Kac Formulae

This text takes readers in a clear and progressive format from simple to recent and advanced topics in pure and applied probability such as contraction and annealed properties of non-linear semi-groups, functional entropy inequalities, empirical process convergence, increasing propagations of chaos, central limit, and Berry Esseen type theorems as well as large deviation principles for strong topologies on path-distribution spaces. Topics also include a body of powerful branching and interacting particle methods.

Attribution of Extreme Weather Events in the Context of Climate Change

Attribution of Extreme Weather Events in the Context of Climate Change
  • Author : National Academies of Sciences, Engineering, and Medicine,Division on Earth and Life Studies,Board on Atmospheric Sciences and Climate,Committee on Extreme Weather Events and Climate Change Attribution
  • Publisher : National Academies Press
  • Release : 28 July 2016
GET THIS BOOKAttribution of Extreme Weather Events in the Context of Climate Change

As climate has warmed over recent years, a new pattern of more frequent and more intense weather events has unfolded across the globe. Climate models simulate such changes in extreme events, and some of the reasons for the changes are well understood. Warming increases the likelihood of extremely hot days and nights, favors increased atmospheric moisture that may result in more frequent heavy rainfall and snowfall, and leads to evaporation that can exacerbate droughts. Even with evidence of these broad