http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Estimation of rare event probabilities in complex aerospace and other systems
xviii, 196 pages : illustrations ; 24 cm.
1.Introduction to rare event probability estimation / M. Balesdent -- 1.1.The book purposes -- 1.2.What are the events of interest considered in this book? -- 1.3.The book organization -- Reference -- pt. One Essential background in mathematics and system analysis -- 2.Basics of probability and statistics / M. Balesdent -- 2.1.Probability theory operators -- 2.2.Modeling and sample generation of random variable pdfs -- 2.3.Convergence theorems and general statistical methods -- References -- 3.The formalism of rare event probability estimation in complex systems / M. Balesdent -- 3.1.Input -- output system -- 3.2.Time-variant system -- 3.3.Characterization of a probability estimation -- References -- pt. Two Practical overview of the main rare event estimation techniques -- 4.Introduction / J. Morio -- 4.1.Categories of estimation methods -- 4.2.General notations -- 4.3.Description of the toy cases -- References -- 5.Simulation techniques / R. Pastel -- 5.1.Crude Monte Carlo -- 5.2.Simple variance reduction techniques -- 5.3.Importance sampling -- 5.4.Adaptive splitting technique -- References -- 6.Statistical techniques / M. Balesdent -- 6.1.Extreme value theory -- 6.2.Large deviation theory -- References -- 7.Reliability based approaches / M. Balesdent -- 7.1.First-order and second-order reliability methods -- 7.2.Line sampling -- 7.3.Directional sampling -- 7.4.Stratified sampling -- 7.5.Geometrical methods -- References -- 8.Methods for high-dimensional and computationally intensive models / J. Morio -- 8.1.Sensitivity analysis -- 8.2.Surrogate models for rare event estimation -- References -- 9.Special developments for time-variant systems / M. Balesdent -- 9.1.General notations -- 9.2.Toy case -- 9.3.Crude Monte Carlo -- 9.4.Importance sampling -- 9.5.Importance splitting -- 9.6.Weighted importance resampling -- 9.7.Extreme value theory -- References -- pt. Three Benchmark of the methods to aerospace problems -- 10.Estimation of launch vehicle stage fallout zone / J. Morio -- 10.1.Principle -- 10.2.Simulation description -- 10.3.Analysis of the input space -- 10.4.Estimation results -- 10.5.Conclusion -- 11.Estimation of collision probability between space debris and satellites / M. Balesdent -- 11.1.Principle -- 11.2.Simulation description -- 11.3.Analysis of the input space -- 11.4.Estimation results -- 11.5.Conclusion -- References -- 12.Analysis of extreme aircraft wake vortex circulations / M. Balesdent -- 12.1.Principle -- 12.2.Simulation description -- 12.3.Estimation results -- 12.4.Conclusion -- References -- 13.Estimation of conflict probability between aircraft / M. Balesdent -- 13.1.Principle -- 13.2.Simulation description -- 13.3.Estimation results -- 13.4.Conclusion -- References -- pt. Four Practical guidelines of rare event probability estimation -- 14.Synthesis of rare event probability estimation methods for input -- output systems / M. Balesdent -- 14.1.Synthesis -- 14.2.Some remarks for a successful practical rare event probability estimation -- 15.Synthesis for time-variant systems / F. Le Gland -- 15.1.Synthesis -- 15.2.Some remarks for a successful practical rare event probability estimation.
Includes bibliographical references and index.
Woodhead Publishing in mechanical engineering ; number 720