Monte Carlo estimation of the differential importance measure: application to the protection system of a nuclear reactor

In this paper, we perform a reliability/availability analysis by means of the Monte Carlo simulation method and illustrate a perturbation method, inherited from the particle transport field, which allows to compute first-order, differential sensitivity indexes with little additional computational effort. The proposed method is illustrated first on a simple case study and, successively, on a nuclear safety system, the reactor protection system. In these applications, the sensitivity indexes are used to compute the differential importance measure, recently introduced to respond to the need of the analyst/decision maker to get information about the importance of changes in the stochastic properties of system components. (C) 2004 Elsevier Ltd. All rights reserved.