Importance and sensitivity analysis in dynamic reliability
type: Item
instance of: scholarly article
title: Importance and sensitivity analysis in dynamic reliability
zbMATH Open document ID: 1217.90082
author: Robert Eymard
author: M. Roussignol
author: Sophie Mercier
published in: Methodology and Computing in Applied Probability
publication date: 2011-03-14T00:00:00Z
full work available at URL: EMR.pdf
review text: Consider a piecewise deterministic Markov process, characterized by different input data depending on some parameter \(p \in P\). The problem is to compute the first-order derivative with respect to the parameter \(p\) of some functional of the process, cumulated on a finite time interval \([0,t]\) and its asymptotic value per unit time. Examples are cumulated (production) availability, or the mean number of failures on some finite time interval. The computation of the first-order derivative of the functional with respect to \(p\) is obtained through a probabilistic counterpart of the adjoint state method from the numerical analysis field. Some examples are given.
reviewed by: Kurt Marti
Mathematics Subject Classification ID: 90B25
Mathematics Subject Classification ID: 60K20
zbMATH DE Number: 5865367
zbMATH Keywords: dynamic reliability
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: importance factor
zbMATH Keywords: piecewise deterministic Markov process
zbMATH Keywords: Chapman-Kolmogorov equation
MaRDI profile type: Publication
OpenAlex ID: W2037422849
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DOI: 10.1007/S11009-009-9122-X
description: scientific article; zbMATH DE number 5865367