Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach

Rare event probability (10-4 and less) estimation has become a large area of research in the reliability engineering and system safety domains. A significant number of methods have been proposed to reduce the computation burden for the estimation of rare events from advanced sampling approaches to extreme value theory. However, it is often difficult in practice to determine which algorithm is the most adapted to a given problem.Estimation of Rare Event Probabilities in Complex Aerospace and Other Systems: A Practical Approach provides a broad up-to-date view of the current available techniques to estimate rare event probabilities described with a unified notation, a mathematical pseudocode to ease their potential implementation and finally a large spectrum of simulation results on academic and realistic use cases.

• Provides a broad overview of the practical approach of rare event methods.
• Includes algorithms that are applied to aerospace benchmark test cases
• Offers insight into practical tuning issues

Dr. Jerome Morio is a research engineer at Onera, the French Aerospace Lab, based in the System Design and Performance Evaluation department. He obtained a Ph.D. degree in physics from the University Aix-Marseille Paul Cézanne (France) in 2007 and defended his habilitation to supervise research in 2013. He is also a lecturer at ISAE and ENAC in probability and statistics. His main research interests include rare event probability estimation, sensitivity analysis, and uncertainty management.

Dr. Mathieu Balesdent is a Research Engineer at Onera the French Aerospace Lab, since 2011 in the System Design and Performance Evaluation department. He obtained a Ph.D. degree in Mechanical Engineering from the "Ecole Centrale de Nantes" (France) in 2011. His main research interests include rare event probability estimation, reliability based and multidisciplinary optimisation, and aerospace vehicle design. He is also a regular referee for several international conferences and journals such as the American Institute of Aeronautics and Astronautics.