Techniques for the Fast Simulation of Models of Highly dependable Systems

With the ever-increasing complexity and requirements of highly dependable systems, their evaluation during design and operation is becoming more crucial. Realistic models of such systems are often not amenable to analysis using conventional analytic or numerical methods. Therefore, analysts and designers turn to simulation to evaluate these models. However, accurate estimation of dependability measures of these models requires that the simulation frequently observes system failures, which are rare events in highly dependable systems. This renders ordinary Simulation impractical for evaluating such systems. To overcome this problem, simulation techniques based on importance sampling have been developed, and are very effective in certain settings. When importance sampling works well, simulation run lengths can be reduced by several orders of magnitude when estimating transient as well as steady-state dependability measures. This paper reviews some of the importance-sampling techniques that have been developed in recent years to estimate dependability measures efficiently in Markov and nonMarkov models of highly dependable system

Guidelines for the scoping and environmental assessment of water resources projects. The environment and water resources projects - Volume 2

In its role as protector of the water environment, the Environment Agency requires significant water resources abstraction applications and schemes such as drought orders, drought permits, time limited licences, and river transfers to be environmentally assessed leading to the production of an environmental report or statement. This may not take the form of a formal Environmental Assessment, but is required to provide environmental information to support applications. (See Volume 1 - Guidance for Scoping and Environmental Assessment for Water Resources Projects in North East Region). This second volume concentrates on the environmental monitoring component of environmental assessments

Efficient simulation of large deviation events for sums of random vectors using saddle-point representations

We consider the problem of efficient simulation estimation of the density function at the tails, and the probability of large deviations for a sum of independent, identically distributed (i.i.d.), light-tailed and nonlattice random vectors. The latter problem besides being of independent interest, also forms a building block for more complex rare event problems that arise, for instance, in queuing and financial credit risk modeling. It has been extensively studied in the literature where state-independent, exponential-twisting-based importance sampling has been shown to be asymptotically efficient and a more nuanced state-dependent exponential twisting has been shown to have a stronger bounded relative error property. We exploit the saddle-point-based representations that exist for these rare quantities, which rely on inverting the characteristic functions of the underlying random vectors. These representations reduce the rare event estimation problem to evaluating certain integrals, which may via importance sampling be represented as expectations. Furthermore, it is easy to identify and approximate the zero-variance importance sampling distribution to estimate these integrals. We identify such importance sampling measures and show that they possess the asymptotically vanishing relative error property that is stronger than the bounded relative error property. To illustrate the broader applicability of the proposed methodology, we extend it to develop an asymptotically vanishing relative error estimator for the practically important expected overshoot of sums of i.i.d. random variables

Small-body deflection techniques using spacecraft: techniques in simulating the fate of ejecta

We define a set of procedures to numerically study the fate of ejecta produced by the impact of an artificial projectile with the aim of deflecting an asteroid. Here we develop a simplified, idealized model of impact conditions that can be adapted to fit the details of specific deflection-test scenarios, such as what is being proposed for the AIDA project. Ongoing studies based upon the methodology described here can be used to inform observational strategies and safety conditions for an observing spacecraft. To account for ejecta evolution, the numerical strategies we are employing are varied and include a large N-Body component, a smoothed-particle hydrodynamics (SPH) component, and an application of impactor scaling laws. Simulations that use SPH-derived initial conditions show high-speed ejecta escaping at low angles of inclination, and very slowly moving ejecta lofting off the surface at higher inclination angles, some of which re-impacts the small-body surface. We are currently investigating the realism of this and other models' behaviors. Next steps will include the addition of solar perturbations to the model and applying the protocol developed here directly to specific potential mission concepts such as the proposed AIDA scenario.Comment: 19 pages, 11 figures, accepted for publication in Advances in Space Research, Special Issue: Asteroids & Space Debri

A comparative assessment of methodologies used to evaluate competition policy

Research by academics and competition agencies on evaluating competition policy has grown rapidly during the last two decades. This paper surveys the literature in order to (i) assess the fitness for purpose of the main quantitative methodologies employed, and (ii) identify the main undeveloped areas and unanswered questions for future research. It suggests that policy evaluation is necessarily an imprecise science and that all existing methodologies have strengths and limitations. The areas where the need is most pressing for further work include: understanding why Article 102 cases are only infrequently evaluated; the need to bring conscious discussion of the counterfactual firmly into the foreground; a wider definition of policy to include success in deterrence and detection. At the heart of the discussion is the impact of selection bias on most aspects of evaluation. These topics are the focus of ongoing work in the CCP