Group colloquium: Time for RES

When: Feb. 28, 2019, 15:45-16:10

Where: Ravelijn 2503

Who: Carlos Budde

Much of my research revolts around the development of techniques to automatically derive Rare Event Simulation algorithms [0] on (discrete state space) systems that operate on possibly continuous time. The general goal is exploiting the structure of the state space to define functions and operators, which RES exploits to speed up simulation analyses for the estimation of property values. During recent application studies to Dynamic Fault Trees [1,2], it was demonstrated that disregarding the continuous time-evolution hinders the RES approach to study properties like (time-bounded) reliability. On this talk I'll give a gentle introduction to the problem, and present two potential solutions that are currently under investigation.

[0] Rubino, G., and Tuffin, B. (eds.), "Rare event simulation using Monte Carlo methods," John Wiley & Sons, 2009.

[1]  J. B. Dugan, S. J. Bavuso, and M. A. Boyd, "Fault trees and sequence dependencies," Annual Proceedings on Reliability and Maintainability Symposium, Los Angeles, CA, USA, 1990.

[2] R. E. Monti, "Stochastic automata for fault tolerant concurrent systems," Ph.D. thesis. Universidad Nacional de Córdoba, Argentina, 2018.