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TEXT exercises on Monte Carlo Method AY 2023 2024

Topic-based study materials for RELIABILITY, SAFETY AND RISK ANALYSIS C in the Energy Engineering degree programme at Politecnico di Milano. The document covers: EXERCISE 2 Consider a continuously monitored component with constant failure (πœ†) and repair (πœ‡) rates in the table. Assuming a mission time 𝑇 = 1000 β„Žπ‘œπ‘’π‘Ÿπ‘ , write the MC code for the estimation of: 1. The instantaneous availability 2. The time dependent reliability

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Topic-based study materials for RELIABILITY, SAFETY AND RISK ANALYSIS C in the Energy Engineering degree programme at Politecnico di Milano. The document covers: EXERCISE 2 Consider a continuously monitored component with constant failure (πœ†) and repair (πœ‡) rates in the table. Assuming a mission time 𝑇 = 1000 β„Žπ‘œπ‘’π‘Ÿπ‘ , write the MC code for the estimation of: 1. The instantaneous availability 2. The time dependent reliability

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EXERCISE 2 Consider a continuously monitored component with constant failure (πœ†) and repair (πœ‡) rates in the table. Assuming a mission time 𝑇 = 1000 β„Žπ‘œπ‘’π‘Ÿπ‘ , write the MC code for the estimation of: 1. The instantaneous availability 2. The time dependent reliability πœ†=3*10^(-3) h-1 πœ‡ =25*10^(-3) h-1 EXERCISE 4 Consider the system in figure composed of three components(A, B, C). Each component can be in two different health states (1-nominal, 2-failed) with exponentially distributed transition times (table) between them. Assuming a mission time 𝑇 = 500 β„Žπ‘œπ‘’π‘Ÿπ‘ , write the MC code for the estimation of: β–ͺ The time dependent reliability β–ͺ The instantaneous availability. β–ͺ The estimators uncertainty 1 2 3 Ξ» 1*10^-3 2*10^-2 5*10^-2 m 3*10^-2 5*10^-2 5*10^-3 EXERCISE 1 Consider the Weibull distribution with 𝛽 = 1,5 and 𝜏 = 1,0 1. Sample N=400 values from 𝑓𝑇 𝑑 2. Verify whether the obtained distribution provides a good approximation of the Weibull distribution. To this aim, you are required to: A. find the empirical probability density function (pdf) of the sampled values in 1 B. compare the empirical pdf found in 2A. with the analytical Weibull distribution 3. Provide an estimate 𝐺𝑁 of 4. Estimate the variance of 𝐺𝑁

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