Parts renewal in continuous-time Monte Carlo reliability simulation

The simulation of complex multicomponent systems by Markov Monte Carlo methods has, to date, been limited to systems where system performance can be modeled by a time-inhomogeneous Markov process. This model is capable of including component dependencies as well as wear phenomenon represented by time-dependent failure rates. A discussion is presented of the formulation and implementation of a generalization of continuous-time Markov Monte Carlo simulation to include the renewal of system components. To demonstrate the use of this generalized Monte Carlo method, it is applied to a variety of problems which include the combined effects of wear and component dependency. Particular emphasis is given to the triple modular redundant system with reconfiguration of spares that is widely used in avionic electronics.<
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