Efficient Estimation of Stochastic Flow Network Reliability

The Creation Process is an algorithm that transforms a static network model into a dynamic one. It is the basis of different variance reduction methods designed to make efficient reliability estimations on highly reliable networks in which links can only assume two possible values, operational or fa...

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Bibliographic Details
Published in:IEEE transactions on reliability 2019-09, Vol.68 (3), p.954-970
Main Authors: Cancela, Hector, Murray, Leslie, Rubino, Gerardo
Format: Article
Language:English
Subjects:
Algorithms
Capacity
Computer Science
Estimation
Modeling and Simulation
Monte Carlo methods
Network reliability
Networking and Internet Architecture
Probability distribution
Random variables
Reliability
stochastic flow network
Stochastic processes
Trajectory
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Summary:The Creation Process is an algorithm that transforms a static network model into a dynamic one. It is the basis of different variance reduction methods designed to make efficient reliability estimations on highly reliable networks in which links can only assume two possible values, operational or failed. In this paper, the Creation Process is extended to let it operate on network models in which links can assume more than two values. The proposed algorithm, called here as the Multilevel Creation Process, is the basis of a method, also introduced here, to make efficient reliability estimations of highly reliable stochastic flow networks. The method proposed, which consists in an application of Splitting over the Multilevel Creation Process, is empirically shown to be accurate, efficient, and robust.
ISSN:0018-9529
1558-1721
DOI:10.1109/TR.2019.2897322