Efficient Simulation Procedures in Network Reliability

DANIEL J. EPSTEIN DEPARTMENT OF INDUSTRIAL & SYSTEMS ENGINEERING SEMINAR"Efficient Simulation Procedures in Network Reliability"Samim Ghamami, Ph.D. CandidateAdvisor: Professor Sheldon RossWhen making a mathematical model for a system of many components, analytically computing the probability that the system will function, network reliability, is often impractical unless one is willing to make certain simplifying assumptions.By developing efficient simulation procedures for estimating the network reliability, our study addresses various situations where analytical computation of the network reliability loses its practicality and tractability.While the majority of network reliability models assume independent components, we have considered a certain type of dependency among system components. Also by considering multi-state, rather than binary components, we have expanded the potential application of network reliability models.To obtain statistical efficiency, new variance reduction techniques such as Innovative Stratified Sampling have been developed, and Markov Chain Monte Carlo method has been used when direct Monte Carlo simulation can not be employed.WEDNESDAY, OCTOBER 31, 2007, 3:30 PM, KAPRIELIAN HALL (KAP) 158

Location: Kaprielian Hall (KAP) - 158

Audiences: Everyone Is Invited

Contact: Georgia Lum