The Monte Carlo Simulation Method for System Reliability and Risk Analysis
Monte Carlo simulation is one of the best tools for performing realistic analysis of complex systems as it allows most of the limiting assumptions on system behavior to be relaxed. The Monte Carlo Simulation Method for System Reliability and Risk Analysis
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Series Editor Hoang Pham
For further volumes: http://www.springer.com/series/6917
Enrico Zio
The Monte Carlo Simulation Method for System Reliability and Risk Analysis
123
Enrico Zio Chair on Systems Science and the Energetic Challenge European Foundation for New Energy-Electricité de France Ecole Centrale Paris and Supelec France and Energy Department Politecnico di Milano Italy
ISSN 1614-7839 ISBN 978-1-4471-4587-5 DOI 10.1007/978-1-4471-4588-2
ISBN 978-1-4471-4588-2
(eBook)
Springer London Heidelberg New York Dordrecht Library of Congress Control Number: 201290369 Ó Springer-Verlag London 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer. Permissions for use may be obtained through RightsLink at the Copyright Clearance Center. Violations are liable to prosecution under the respective Copyright Law. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant protective laws and regulations and therefore free for general use. While the advice and information in this book are believed to be true and accurate at the date of publication, neither the authors nor the editors nor the publisher can accept any legal responsibility for any errors or omissions that may be made. The publisher makes no warranty, express or implied, with respect to the material contained herein. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
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Preface
This book introduces the Monte Carlo simulation method for application to system reliability and risk analysis. Monte Carlo simulation is a modeling tool widely used in several scientific domains. The continuous improvements in computational power and software solutions allow its application to complex systems and problems. The purpose of the book is to present basic and advanced techniques of Monte Carlo sampling and simulation for realistic system reliability and
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