A comparison between Monte Carlo simulation and finite-volume scheme for reliability assessment of multi-state physics systems

Yan-Hui Lin (1) , Yan-Fu Li (2, 3) , Enrico Zio (2, 4)

1 BUAA - Beihang University
2 SSEC - Chaire Sciences des Systèmes et Défis Energétiques EDF/ECP/Supélec
3 THU - Tsinghua University [Beijing]
4 LGI - Laboratoire Génie Industriel - EA 2606

Multi-state physics systems (MSPS) modeling framework incorporates multi-state models that describes the systems degradation/maintenance process through transitions among discrete states, and physics-based models that describe the degradation process within the states by using physics knowledge and equations. In previous works, piecewise-deterministic Markov process (PDMP) has been adopted to treat the system dynamics and the degradation dependence in MSPS. For reliability assessment, Monte Carlo simulation and finite-volume method are two widely used numerical approaches to solve PDMP. In the present work, a comparative study considering different evaluation criteria of the two approaches is conducted on two representative case studies. We provide clear guidelines for the selection of the two approaches.

Keywords: Multi-state model; Physics-based model; Dependent degradation processes; Piecewise-deterministic Markov process Monte; Carlo simulation method; Finite-volume scheme

Domains: Engineering Sciences [physics]

Yan-Hui Lin, Yan-Fu Li, Enrico Zio. A comparison between Monte Carlo simulation and finite-volume scheme for reliability assessment of multi-state physics systems. Reliability Engineering and System Safety, 2018, 174, pp.1 - 11. ⟨10.1016/j.ress.2018.01.008⟩. ⟨hal-01786573⟩