General network reliability problem and its efficient solution by Subset Simulation |
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Affiliation: | 1. Department of Civil and Environmental Engineering, Rice University, Houston, USA;2. Computer Science Department, National University of Singapore, Singapore;3. Department of Computer Science, Rice University, Houston, USA |
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Abstract: | Complex technological networks designed for distribution of some resource or commodity are a pervasive feature of modern society. Moreover, the dependence of our society on modern technological networks constantly grows. As a result, there is an increasing demand for these networks to be highly reliable in delivering their service. As a consequence, there is a pressing need for efficient computational methods that can quantitatively assess the reliability of technological networks to enhance their design and operation in the presence of uncertainty in their future demand, supply and capacity. In this paper, we propose a stochastic framework for quantitative assessment of the reliability of network service, formulate a general network reliability problem within this framework, and then show how to calculate the service reliability using Subset Simulation, an efficient Markov chain Monte Carlo method that was originally developed for estimating small failure probabilities of complex dynamic systems. The efficiency of the method is demonstrated with an illustrative example where two small-world network generation models are compared in terms of the maximum-flow reliability of the networks that they produce. |
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Keywords: | Network reliability Technological networks Markov chain Monte Carlo Subset Simulation Small-world network models |
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