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Monte carlo methods in reliability engineering
Author(s) -
Goldfeld A.,
Dubi A.
Publication year - 1987
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.4680030205
Subject(s) - monte carlo method , reliability (semiconductor) , computer science , range (aeronautics) , reliability engineering , simplicity , quasi monte carlo method , hybrid monte carlo , markov chain monte carlo , mathematics , engineering , statistics , power (physics) , physics , philosophy , epistemology , quantum mechanics , aerospace engineering
The potential of the Monte Carlo method as a common place tool for a broad range of reliability and logistic problems is discussed. The mathematical features of the method are illustrated and biasing methods aimed at reducing the cost of the calculation are described. These methods combine efficiency with simplicity of implementation in multipurpose computer codes. A multipurpose computer code package developed on the basis of the Monte Carlo method is described.