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A broad up-to-date view of techniques to estimate rare event probabilities, described with a unified notation to ease implementation plus a spectrum of simulation results on academic and realistic use cases

Table of Contents

1 Introduction to rare event probability estimation - Jerome Morio and Mathieu Balesdent
2 Basics of probability and statistics - Jerome Morio and Mathieu Balesdent
3 The formalism of rare event probability estimation in complex systems - Jerome Morio and Mathieu Balesdent
4 Introduction - Mathieu Balesdent and Jerome Morio
5 Simulation techniques - Mathieu Balesdent, Jerome Morio, Christelle Verge and Rudy Pastel
6 Statistical techniques - Jerome Morio, Damien Jacquemart and Mathieu Balesdent
7 Reliability based approaches - Jerome Morio and Mathieu Balesdent
8 Methods for high dimensional and computationally intensive models - Mathieu Balesdent, Loic Brevault, Sylvain Lacaze, Samy Missoum and Jerome Morio
9 Special developments for time-variant systems - Damien Jacquemart, Jerome Morio, Francois Le Gland and Mathieu Balesdent
10 Estimation of launch vehicle stage fallout zone - Loic Brevault, Mathieu Balesdent and Jerome Morio
11 Estimation of collision probability between space debris and satellite - Jerome Morio, Juan Carlos Dolado Perez, Christelle Verge, Rudy Pastel and Mathieu Balesdent
12 Analysis of extreme aircraft wake vortex circulations - Jerome Morio, Ivan De Visscher, Matthieu Duponcheel, Gregoire Winckelmans, Damien Jacquemart and Mathieu Balesdent
13 Estimation of conflict probability between aircraft - Jerome Morio and Damien Jacquemart
14 Synthesis of rare event probability estimation methods for input-output systems - Jerome Morio and Mathieu Balesdent
15 Synthesis for time-variant systems - Damien Jacquemart, Jerome Morio, Mathieu Balesdent and Francois Le Gland

About the Author

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.