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Old 06-01-2010, 01:08 PM   #1
Alexvader
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Packages for Stochastic Modelling


Hi ppl

First a brief description :

There are some events, random in nature, which cooperate, sequentially or concurrently for other dependent events equally random in their nature.

Take the example of a critical failure in a complex system like an airplane , or a car.

This will hapen as soon as one critical subsystem of the main system fails, with a given probability; and this later failure within the critical subsystem will occur as soon as one critical component within it ceases to operate normally.

There are statistical distributions for probabilities of failure associated with each elementary component.

One can predict which is the probability distribution of failure of the top system using a techique called Stochastic Modelling.

Does anyone here in this forum knows of any OSS package that performs this kind of analysis...?

This is used in Acessing most probable failure modes in systems in Engineering, most likely transaction plans to yeld high profits in Stock Eschange portfolio transactions... lots of exaples out there...

Any hints...?

BRGDS

Alex
 
Old 06-02-2010, 07:13 AM   #2
knudfl
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May be ...... http://www.google.com/linux , 1,990 hits :
http://www.google.com/linux?hl=en&q=...ng&btnG=Search

..... A few examples
http://sourceforge.net/projects/mesord/files/
http://www.softscout.com/Linux-Oil-and-Gas-Software
http://tcllib.sourceforge.net/doc/montecarlo.html
http://sourceforge.net/projects/reed-frostepi/
.... The most are for bio /// chemistry, I think.
....
 
Old 06-02-2010, 09:02 AM   #3
Alexvader
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Hi Knudfl

Thks

I will check on this, but I guess that I most likely will have to code the app myself...

C++....

BRGDS

Alex
 
Old 06-04-2010, 09:53 AM   #4
schneidz
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matlab, systemview, labview, ... come to mind.
 
Old 06-04-2010, 03:27 PM   #5
Alexvader
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Hi schneidz

Those packages allow ( ...have toolboxes readily available for ) montecarlo simulation of modes of failure in complex systems reliability assessements...?

I know what the code must perform... I only don't know wether this has already been implemented in some specific compiled app ( faster execution, I am talking heavy number crunching here ... ) or in some scripting app ( I use Scilab, Octave and Python, but this is not likely to yeld acceptable results for big systems in acceptable run times... let's not compare python code with a c/c++ application compiled with icc for instance )...

I was just avoiding to reinvent a wheel...

BRGDS

Alex
 
Old 06-05-2010, 12:41 PM   #6
Alexvader
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Hi...

Found one such apps...

OpenTurns :

http://trac.openturns.org/, this calls for R package as a compulsory dependence... this is a CLI app that also has a Tcl/Tk wrapper to ceate job queues...

I think I'll try this...

BRGDS

Alex
 
Old 06-07-2010, 09:36 AM   #7
Alexvader
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Hi again...

Another one is OpenFTA for failure tree analysis...

http://www.openfta.com/
 
  


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