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Estimation of rare event probabilities in complex aerospace and other systems : a practical approach /

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Bibliographic Details
Main Authors: Morio, Jérôme (Author), Balesdent, Mathieu (Author)
Format: Book
Language:English
Published: Amsterdam ; Boston : Elsevier/Woodhead Publishing, [2016]
Series:Woodhead Publishing in mechanical engineering ; number 720.
Subjects:
Aircraft accidents > Risk assessment > Statistical methods.
Astronautics > Accidents > Risk assessment > Statistical methods.
System safety > Statistical methods.
Limit theorems (Probability theory)
Table of Contents:
  • 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.