par Labeau, Pierre-Etienne
Référence Reliability engineering & systems safety, 52, 1, page (65-75)
Publication Publié, 1996
Article révisé par les pairs
Résumé : Modelling the effect of the dynamic behaviour of a system on its PSA study leads, in a Markovian framework, to a development at first order of the Chapman-Kolmogorov equation, whose solutions are the probability densities of the problem. Because of its size, there is no hope of solving directly these equations in realistic circumstances. We present in this paper a biased simulation giving the marginals and compare different ways of speeding up the integration of the equations of the dynamics.