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analysis
MATSUOKA Takeshi1, 2
1. College of Nuclear Science and Technology, Harbin Engineering University No.145-1, Nantong Street, Nangang District, Harbin,
Heilongjiang Province, 150001 China
2. Center for Fundamental Education, Utsunomiya University, 350 Mine-machi, Utsunomiya City, 321-8505 Japan
(mats@cc.utsunomiya-u.ac.jp)
Abstract: Bases of Monte Carlo simulation are briefly described. Details of the application of Excel software
to Monte Carlo simulation are shown with an analysis example. Three-component system is taken up and
analysis is performed with the consideration of repair actions. Finally, it is shown that loop structure can be
solved by Monte Carlo simulation method, which is realized by Excel software. The simulation results are
compared with the analytical calculation results and good agreement is confirmed.
Keyword: Monte Carlo simulation; reliability analysis; repair of component; loop structure
1 Introduction1
In this lecture note, explanations are given for a
Monte Carlo simulation method for system reliability
analysis.
Many system reliability analysis methods are
proposed and used for probabilistic safety
assessments (PSAs), mainly to assess the safety of
nuclear power plants [1]. Although event tree and
fault tree analyses are widely used in nuclear field,
the system structures of nuclear plants are mostly
very complex. System operational modes such as
"phased mission" are sometimes complicated, and
there are various dependencies between operation of
subsystems or component failures. Components have
many kinds of failure modes and failure distributions,
and failed components are repaired and maintained in
the actual operational conditions.
Taking into account these conditions, system
reliability analysis through analytical models will
become very difficult and restrictive. Simulation
methods can straightforwardly treat these many
complicated conditions in one analysis framework.
We first explain the bases of Monte Carlo simulation.
Detailed explanations are given for the application of
Excel software to Monte Carlo simulation. Three
Received date: March 7, 2013
44
dR(t )
S R (t ).
dt
(1)
R (t ) exp{S t}.
(2)
(3)
(5)
1.0
operating
Failure occurs
Keep sound state
t
t1
Fig. 1
t2
time
45
MATSUOKA Takeshi
t2 t
t2
t dt}.
(6)
t2 t
t2
t dt (t2 ) t
(7)
Fig.2
46
Fig.3
Three-component
repair action
system
with
dPO (t )
PO (t ) 1 PO (t )
dt
(12)
PO (t )
( ) P(0)
exp(( )t ). (13)
Fig.4
47
MATSUOKA Takeshi
QDA
QDB
QDC
C
Fig.6
OR/AND
SYSTEM
OPERATION
Three-component system.
Fig.5
(14)
(O ) PO (10)
exp{( O ) 10}
O
O
0.5
PO (30) 0.598.
PO (40) 0.554.
(16)
(17)
Fig.7
48
Time
0
2
4
4
6
8
10
12
14
16
18
20
22
24
24
26
28
30
32
34
36
38
40
S(0)
S(0-2)
S(2-4)
Qd-S1
O(4-6)
O(6-8)
O(8-10)
O(10-12)
O(12-14)
O(14-16)
O(16-18)
O(18-20)
O(20-22)
O(22-24)
Qd-S1X
-
Fig.9
Time
Fig.8
(18)
(19)
0
2
4
6
8
10
12
14
16
16
18
20
22
24
26
28
30
32
34
36
38
40
0.000603
0.650115
0.479275
0.516484
0.18981
0.771356
0.301401
0.845381
0.658205
0.392672
0.770618
0.703634
0.166524
0.71371
-
1
1
1
1
1
1
1
1
1
1
1
1
1
1
-
0
0
0
1
1
1
1
1
1
1
1
1
1
1
0
0
0
0
0
0
0
0
0
Operation Random
mode
number
S(0)
S(0-2)
S(2-4)
S(4-6)
S(6-8)
S(8-10)
S(10-12)
S(12-14)
S(14-16)
Qd-A
O(16-18)
O(18-20)
O(20-22)
O(22-24)
O(24-26)
O(26-28)
O(28-30)
O(30-32)
O(32-34)
O(34-36)
O(36-38)
O(38-40)
Fig.10
1
1
1
1
1
1
1
1
1
1
1
1
1
1
-
Operating
state
0.203622
0.038305
0.553231
0.892056
0.641034
0.751363
0.378489
0.401957
0.96376
0.826852
0.35546
0.428757
0.202294
0.543767
0.740703
0.503788
0.690876
0.988171
0.209107
0.579538
0.007939
0.979722
Success
State of
or Failure Component
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
0
1
1
1
1
Operable
state
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1
1
1
1
1
1
1
1
0
0
0
0
0
49
MATSUOKA Takeshi
T=12(B starts)
1
S1
C
T=12-16
S1
1
C
C
T=16-18
S1
C
T=18-20
S1
(20)
50
(21)
1
0
T=20(C starts)
1
S1
C
T=20-22
S1
T=22-24
S1
1
1
1
C
T=24(S1 stops)
0
S1
C
IF(N80*(G124+I125)>=1,1,0)
T=16(A starts)
1
S1
T=24-26
S1
0
C
Fig.11
S2
S2
S2
S2
S2
S2
S2
S2
S2
S2
(22)
(23)
(24)
(25)
(26)
(27)
6 Conclusion
In this lecture note, explanations have been given for
a Monte Carlo simulation method for system
reliability analysis. Monte Carlo method can
straightforwardly treat any kind of system structure
and operating conditions. We therefore can avoid the
restrictive modeling assumptions that had to be
introduced in analytical methods.
The basic idea of Monte Carlo simulation has been
described. Detailed explanations have been given for
the application of Excel software to Monte Carlo
simulation. Modeling method to treat repair actions
has been explained in detail and three-component
system has been analyzed. Finally, it has been shown
that loop structure can be solved by this simulation
method. The simulation results have been compared
with the analytical calculation results and good
agreement has been confirmed in all cases.
51
MATSUOKA Takeshi
[5]
[6]
References
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52
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