Probabilistic simulation for the certification of railway vehicles

The present dynamic certification process that is based on experiments has been essentially built on the basis of experience. The introduction of simulation techniques into this process would be of great interest. However, an accurate simulation of complex, nonlinear systems is a difficult task, in particular when rare events (for example, unstable behaviour) are considered. After analysing the system and the currently utilized procedure, this paper proposes a method to achieve, in some particular cases, a simulation-based certification. It focuses on the need for precise and representative excitations (running conditions) and on their variable nature. A probabilistic approach is therefore proposed and illustrated using an example. First, this paper presents a short description of the vehicle / track system and of the experimental procedure. The proposed simulation process is then described. The requirement to analyse a set of running conditions that is at least as large as the one tested experimentally is explained. In the third section, a sensitivity analysis to determine the most influential parameters of the system is reported. Finally, the proposed method is summarized and an application is presented

Practical approach to dependence modelling using copulas

Modelling the stochastic dependence between random inputs of a system is of uttermost importance for a sensible evaluation of its reliability. Most of the time, this modelling is made using some linear correlation coefficients. The current paper underlines the potential pitfalls of such an approach and gives a short introduction to the concept of copula, which appears to be the exact concept of stochastic dependence from a theoretical point of view. From a practical point of view, the identification of the copula of a multi-dimensional random vector can be challenging. After a short presentation of the concept of measure of association, the current paper introduces the new concept of dependence information as a multi-scalar synthesis of the copula. Thanks to several numerical simulations, it proposes first practical rules to select a copula for the dependence modelling, based on specific dependence information and the expected reliability level of the system under study. </jats:p

On the optimal importance process for piecewise deterministic Markov process

In order to assess the reliability of a complex industrial system by simulation, and in reasonable time, variance reduction methods such as importance sampling can be used. We propose an adaptation of this method for a class of multi-component dynamical systems which are modeled by piecewise deterministic Markovian processes (PDMP). We show how to adapt the importance sampling method to PDMP, by introducing a reference measure on the trajectory space. This reference measure makes it possible to identify the admissible importance processes. Then we derive the characteristics of an optimal importance process, and present a convenient and explicit way to build an importance process based on theses characteristics. A simulation study compares our importance sampling method to the crude Monte-Carlo method on a three-component systems. The variance reduction obtained in the simulation study is quite spectacular

OPTIMAL INPUT POTENTIAL FUNCTIONS IN THE INTERACTING PARTICLE SYSTEM METHOD

The assessment of the probability of a rare event with a naive Monte-Carlo method is computationally intensive, so faster estimation methods, such as variance reduction methods, are needed. We focus on one of these methods which is the interacting particle (IPS) system method. The method requires to specify a set of potential functions. The choice of these functions is crucial, because it determines the magnitude of the variance reduction. So far, little information was available on how to choose the potential functions. To remedy this, we provide the expression of the optimal potential functions minimizing the asymptotic variance of the estimator of the IPS method

OPTIMAL INPUT POTENTIAL FUNCTIONS IN THE INTERACTING PARTICLE SYSTEM METHOD

The assessment of the probability of a rare event with a naive Monte-Carlo method is computationally intensive, so faster estimation methods, such as variance reduction methods, are needed. We focus on one of these methods which is the interacting particle (IPS) system method. The method requires to specify a set of potential functions. The choice of these functions is crucial, because it determines the magnitude of the variance reduction. So far, little information was available on how to choose the potential functions. To remedy this, we provide the expression of the optimal potential functions minimizing the asymptotic variance of the estimator of the IPS method