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Efficient Monte Carlo simulation of stochastic hybrid systems

Bouissou, Marc and Elmqvist, Hilding and Otter, Martin and Benveniste, Albert (2014) Efficient Monte Carlo simulation of stochastic hybrid systems. In: Proceedings of the 10th International Modelica Conference - Lund, Sweden - Mar 10-12, 2014, pp. 715-725. LiU Electronic Press. 10th International Modelica Conference, 10-12. Mrz 2014, Lund, Schweden. DOI: 10.3384/ecp14096715 ISBN 715-725978-91-7519-380-9 ISSN 1650-3740

Full text not available from this repository.

Official URL: http://www.ep.liu.se/ecp/096/075/ecp14096075.pdf

Abstract

This paper proposes an efficient approach to model stochastic hybrid systems and to implement Monte Carlo simulation for such models, thus allowing the calculation of various probabilistic indicators: reliability, availability, average production, life cyle cost etc. Stochastic hybrid systems can be considered, most of the time, as Piecewise Deterministic Markov Processes (PDMP). Although PDMP has been long ago formalized and studied from a theoretical point of view by Davis (Davis 1993), they are still difficult to use in real applications. The solution proposed here relies on a novel method to handle the case when the hazard rate ofa transition depends on continous variables of the system model, the use of an extension of Modelica 3.3 and on Monte Carlo simulation. We illustrate the approach with a simple example: a heating system subject to failures, for which we give the details of the modeling and some calculation results. We compare our ideas to other approaches reported in the literature. [...]

Item URL in elib:https://elib.dlr.de/93670/
Document Type:Conference or Workshop Item (Speech)
Title:Efficient Monte Carlo simulation of stochastic hybrid systems
Authors:
AuthorsInstitution or Email of AuthorsAuthors ORCID iD
Bouissou, MarcUNSPECIFIEDUNSPECIFIED
Elmqvist, HildingUNSPECIFIEDUNSPECIFIED
Otter, MartinUNSPECIFIEDUNSPECIFIED
Benveniste, AlbertUNSPECIFIEDUNSPECIFIED
Date:2014
Journal or Publication Title:Proceedings of the 10th International Modelica Conference - Lund, Sweden - Mar 10-12, 2014
Refereed publication:Yes
Open Access:No
Gold Open Access:No
In SCOPUS:No
In ISI Web of Science:No
DOI :10.3384/ecp14096715
Page Range:pp. 715-725
Editors:
EditorsEmail
Tummescheit, HubertusUNSPECIFIED
Arzen, Karl-ErikUNSPECIFIED
Publisher:LiU Electronic Press
Series Name:Linköping Electronic Conference Proceedings
ISSN:1650-3740
ISBN:715-725978-91-7519-380-9
Status:Published
Keywords:Monte Carlo Simulation
Event Title:10th International Modelica Conference
Event Location:Lund, Schweden
Event Type:international Conference
Event Dates:10-12. Mrz 2014
Organizer:Linköping University
HGF - Research field:Aeronautics, Space and Transport
HGF - Program:Space
HGF - Program Themes:Space Technology
DLR - Research area:Raumfahrt
DLR - Program:R SY - Technik für Raumfahrtsysteme
DLR - Research theme (Project):R - Vorhaben Intelligente Mobilität
Location: Oberpfaffenhofen
Institutes and Institutions:Institute of System Dynamics and Control > Vehicle System Dynamics
Deposited By: Klauer, Monika
Deposited On:15 Dec 2014 15:41
Last Modified:15 Dec 2014 15:41

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