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Availability estimation by simulations for systems including logistics

Ajit Rai 1, 2
1 DIONYSOS - Dependability Interoperability and perfOrmance aNalYsiS Of networkS
Abstract : RAM analysis forms an integral part in estimation of Life Cycle Costs (LCC) of passenger rail systems. These systems are highly reliable and include complex logistics. Standard Monte-Carlo simulations are rendered useless in efficient estimation of RAM metrics due to the issue of rare events. Systems failures of these complex passenger rail systems can include rare events and thus need efficient simulation techniques. Importance Sampling (IS) are an advanced class of variance reduction techniques that can overcome the limitations of standard simulations. IS techniques can provide acceleration of simulations, meaning, less variance in estimation of RAM metrics in same computational budget as a standard simulation. However, IS includes changing the probability laws (change of measure) that drive the mathematical models of the systems during simulations and the optimal IS change of measure is usually unknown, even though theoretically there exist a perfect one (zero-variance IS change of measure). In this thesis, we focus on the use of IS techniques and its application to estimate two RAM metrics : reliability (for static networks) and steady state availability (for dynamic systems). The thesis focuses on finding and/or approximating the optimal IS change of measure to efficiently estimate RAM metrics in rare events context. The contribution of the thesis is broadly divided into two main axis : first, we propose an adaptation of the approximate zerovariance IS method to estimate reliability of static networks and show the application on real passenger rail systems ; second, we propose a multi-level Cross-Entropy optimization scheme that can be used during pre-simulation to obtain CE optimized IS rates of Markovian Stochastic Petri Nets (SPNs) transitions and use them in main simulations to estimate steady state unavailability of highly reliable Markovian systems with complex logistics involved. Results from the methods show huge variance reduction and gain compared to MC simulations.
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Contributor : Bruno Tuffin <>
Submitted on : Friday, October 19, 2018 - 6:31:22 AM
Last modification on : Monday, October 19, 2020 - 10:55:20 AM


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  • HAL Id : tel-01898874, version 1


Ajit Rai. Availability estimation by simulations for systems including logistics. Operations Research [cs.RO]. Université de Rennes 1, 2018. English. ⟨tel-01898874⟩



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