Assessing DYLAM methodology in the frame of Monte Carlo simulation
This paper examines the DYLAM approach in the framework of Monte Carlo (MC) simulation. It shows that the DYLAM way of handling stochastic transitions is a biased Monte Carlo in which proper Dirac delta functions are used instead of the true failure probability density functions. The cumulative distributions turn out to be step functions. In this way, the forced collision variance reduction technique is applied. The stochastic feature of Monte Carlo simulations is practically lost at this point; this has the advantage of reducing the number of histories.
Bibliographic Reference: Paper presented: PSAM-II, San Diego (US), March 20-24, 1994
Availability: Available from (1) as Paper EN 38056 ORA
Record Number: 199410087 / Last updated on: 1994-11-28
Original language: en
Available languages: en