Bayesian subset simulation

We consider the problem of estimating a probability of failure $\alpha$, defined as the volume of the excursion set of a function $f:\mathbb{X} \subseteq \mathbb{R}^{d} \to \mathbb{R}$ above a given threshold, under a given probability measure on $\mathbb{X}$. In this article, we combine the popular subset simulation algorithm (Au and Beck, Probab. Eng. Mech. 2001) and our sequential Bayesian approach for the estimation of a probability of failure (Bect, Ginsbourger, Li, Picheny and Vazquez, Stat. Comput. 2012). This makes it possible to estimate $\alpha$ when the number of evaluations of $f$ is very limited and $\alpha$ is very small. The resulting algorithm is called Bayesian subset simulation (BSS). A key idea, as in the subset simulation algorithm, is to estimate the probabilities of a sequence of excursion sets of $f$ above intermediate thresholds, using a sequential Monte Carlo (SMC) approach. A Gaussian process prior on $f$ is used to define the sequence of densities targeted by the SMC algorithm, and drive the selection of evaluation points of $f$ to estimate the intermediate probabilities. Adaptive procedures are proposed to determine the intermediate thresholds and the number of evaluations to be carried out at each stage of the algorithm. Numerical experiments illustrate that BSS achieves significant savings in the number of function evaluations with respect to other Monte Carlo approaches

The cleanroom case study in the Software Engineering Laboratory: Project description and early analysis

This case study analyzes the application of the cleanroom software development methodology to the development of production software at the NASA/Goddard Space Flight Center. The cleanroom methodology emphasizes human discipline in program verification to produce reliable software products that are right the first time. Preliminary analysis of the cleanroom case study shows that the method can be applied successfully in the FDD environment and may increase staff productivity and product quality. Compared to typical Software Engineering Laboratory (SEL) activities, there is evidence of lower failure rates, a more complete and consistent set of inline code documentation, a different distribution of phase effort activity, and a different growth profile in terms of lines of code developed. The major goals of the study were to: (1) assess the process used in the SEL cleanroom model with respect to team structure, team activities, and effort distribution; (2) analyze the products of the SEL cleanroom model and determine the impact on measures of interest, including reliability, productivity, overall life-cycle cost, and software quality; and (3) analyze the residual products in the application of the SEL cleanroom model, such as fault distribution, error characteristics, system growth, and computer usage

An experimental evaluation of software redundancy as a strategy for improving reliability

The strategy of using multiple versions of independently developed software as a means to tolerate residual software design faults is suggested by the success of hardware redundancy for tolerating hardware failures. Although, as generally accepted, the independence of hardware failures resulting from physical wearout can lead to substantial increases in reliability for redundant hardware structures, a similar conclusion is not immediate for software. The degree to which design faults are manifested as independent failures determines the effectiveness of redundancy as a method for improving software reliability. Interest in multi-version software centers on whether it provides an adequate measure of increased reliability to warrant its use in critical applications. The effectiveness of multi-version software is studied by comparing estimates of the failure probabilities of these systems with the failure probabilities of single versions. The estimates are obtained under a model of dependent failures and compared with estimates obtained when failures are assumed to be independent. The experimental results are based on twenty versions of an aerospace application developed and certified by sixty programmers from four universities. Descriptions of the application, development and certification processes, and operational evaluation are given together with an analysis of the twenty versions

Feasibility study of an Integrated Program for Aerospace vehicle Design (IPAD). Volume 1B: Concise review

Reports on the design process, support of the design process, IPAD System design catalog of IPAD technical program elements, IPAD System development and operation, and IPAD benefits and impact are concisely reviewed. The approach used to define the design is described. Major activities performed during the product development cycle are identified. The computer system requirements necessary to support the design process are given as computational requirements of the host system, technical program elements and system features. The IPAD computer system design is presented as concepts, a functional description and an organizational diagram of its major components. The cost and schedules and a three phase plan for IPAD implementation are presented. The benefits and impact of IPAD technology are discussed

Design of Experiments: An Overview

Design Of Experiments (DOE) is needed for experiments with real-life systems, and with either deterministic or random simulation models. This contribution discusses the different types of DOE for these three domains, but focusses on random simulation. DOE may have two goals: sensitivity analysis including factor screening and optimization. This contribution starts with classic DOE including 2k-p and Central Composite designs. Next, it discusses factor screening through Sequential Bifurcation. Then it discusses Kriging including Latin Hyper cube Sampling and sequential designs. It ends with optimization through Generalized Response Surface Methodology and Kriging combined with Mathematical Programming, including Taguchian robust optimization.simulation;sensitivity analysis;optimization;factor screening;Kriging;RSM;Taguchi

Integration of tools for the Design and Assessment of High-Performance, Highly Reliable Computing Systems (DAHPHRS), phase 1

Systems for Space Defense Initiative (SDI) space applications typically require both high performance and very high reliability. These requirements present the systems engineer evaluating such systems with the extremely difficult problem of conducting performance and reliability trade-offs over large design spaces. A controlled development process supported by appropriate automated tools must be used to assure that the system will meet design objectives. This report describes an investigation of methods, tools, and techniques necessary to support performance and reliability modeling for SDI systems development. Models of the JPL Hypercubes, the Encore Multimax, and the C.S. Draper Lab Fault-Tolerant Parallel Processor (FTPP) parallel-computing architectures using candidate SDI weapons-to-target assignment algorithms as workloads were built and analyzed as a means of identifying the necessary system models, how the models interact, and what experiments and analyses should be performed. As a result of this effort, weaknesses in the existing methods and tools were revealed and capabilities that will be required for both individual tools and an integrated toolset were identified

Advanced flight control system study

A fly by wire flight control system architecture designed for high reliability includes spare sensor and computer elements to permit safe dispatch with failed elements, thereby reducing unscheduled maintenance. A methodology capable of demonstrating that the architecture does achieve the predicted performance characteristics consists of a hierarchy of activities ranging from analytical calculations of system reliability and formal methods of software verification to iron bird testing followed by flight evaluation. Interfacing this architecture to the Lockheed S-3A aircraft for flight test is discussed. This testbed vehicle can be expanded to support flight experiments in advanced aerodynamics, electromechanical actuators, secondary power systems, flight management, new displays, and air traffic control concepts