STRESS TESTING BY AVOIDING SIMULATIONS
First Claim
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1. A stress testing system comprising:
- one or more processors; and
a non-transitory computer readable storage medium including instructions that, when executed by the one or more processors, cause the one or more processors to perform operations including;
receiving a structure definition for a structure, wherein the structure includes a plurality of components, wherein the structure definition identifies characteristics of components in the structure, and wherein characteristics include a component state and a component transition history;
determining a stress scenario specification, wherein the stress scenario specification relates to time period dependent stress conditions that affect changes to characteristics;
iteratively determining transition matrices for each of a plurality of time periods and component transition histories using the stress scenario specification, wherein a transition matrix includes transition intensities, wherein a transition intensity corresponds to a likelihood that a component of the structure will change from an initial component state to a future component state within one time period, and wherein determining an individual transition matrix for a particular time period includes;
identifying allowable transitions between each component state; and
identifying transition intensities for each allowable transition using the stress scenario specification for the particular time period and the component transition histories;
determining an initial distribution of component states at an initial time, wherein determining includes using the structure definition; and
generating an output flow using the transition matrices and the initial distribution of component states, wherein the output flow provides a distribution of predicted future component states for each of the plurality of time periods.
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Abstract
Systems, methods, and computer program products are provided that perform modeling and stress testing algorithms without the need for running simulations and that provide exact or approximate solutions for predicting outcomes of states and distributions of states for components of a structure. The disclosed systems, methods, and products may employ a Markov iteration approach, such as an exact Markov iteration approach or a reduced or simplified Markov iteration approach for predicting states and distributions of states for components of a structure using an algorithm that reduces solution complexity as compared to approaches that employ simulations.
15 Citations
30 Claims
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1. A stress testing system comprising:
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one or more processors; and a non-transitory computer readable storage medium including instructions that, when executed by the one or more processors, cause the one or more processors to perform operations including; receiving a structure definition for a structure, wherein the structure includes a plurality of components, wherein the structure definition identifies characteristics of components in the structure, and wherein characteristics include a component state and a component transition history; determining a stress scenario specification, wherein the stress scenario specification relates to time period dependent stress conditions that affect changes to characteristics; iteratively determining transition matrices for each of a plurality of time periods and component transition histories using the stress scenario specification, wherein a transition matrix includes transition intensities, wherein a transition intensity corresponds to a likelihood that a component of the structure will change from an initial component state to a future component state within one time period, and wherein determining an individual transition matrix for a particular time period includes; identifying allowable transitions between each component state; and identifying transition intensities for each allowable transition using the stress scenario specification for the particular time period and the component transition histories; determining an initial distribution of component states at an initial time, wherein determining includes using the structure definition; and generating an output flow using the transition matrices and the initial distribution of component states, wherein the output flow provides a distribution of predicted future component states for each of the plurality of time periods. - View Dependent Claims (2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23)
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24. A computer-program product tangibly embodied in a non-transitory machine-readable storage medium, including instructions configured to cause a computing device to perform operations including:
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receiving, at the computing device, a structure definition for a structure, wherein the structure includes a plurality of components, wherein the structure definition identifies characteristics of components in the structure, and wherein characteristics include a component state and a component transition history; determining a stress scenario specification, wherein the stress scenario specification relates to time period dependent stress conditions that affect changes to characteristics; iteratively determining transition matrices for each of a plurality of time periods using the stress scenario specification and component transition histories, wherein a transition matrix includes transition intensities, wherein a transition intensity corresponds to a likelihood that a component of the structure will change from an initial component state to a future component state within one time period, and wherein determining an individual transition matrix for a particular time period includes; identifying allowable transitions between each component state; and identifying transition intensities for each allowable transition using the stress scenario specification for the particular time period and the component transition histories; determining an initial distribution of component states at an initial time, wherein determining includes using the structure definition; and generating an output flow using the transition matrices and the initial distribution of component states, wherein the output flow provides a distribution of predicted future component states for each of the plurality of time periods. - View Dependent Claims (25, 26, 27, 28, 29)
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30. A computer implemented stress testing method, comprising:
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receiving, at a computing device, a structure definition for a structure, wherein the structure includes a plurality of components, wherein the structure definition identifies characteristics of components in the structure, and wherein characteristics include a component state and a component transition history; determining a stress scenario specification, wherein the stress scenario specification relates to time period dependent stress conditions that affect changes to characteristics; iteratively determining transition matrices for each of a plurality of time periods using the stress scenario specification and component transition histories, wherein a transition matrix includes transition intensities, wherein a transition intensity corresponds to a likelihood that a component of the structure will change from an initial component state to a future component state within one time period, and wherein determining an individual transition matrix for a particular time period includes; identifying allowable transitions between each component state; and identifying transition intensities for each allowable transition using the stress scenario specification for the particular time period and the component transition histories; determining an initial distribution of component states at an initial time, wherein determining includes using the structure definition; and generating an output flow using the transition matrices and the initial distribution of component states, wherein the output flow provides a distribution of predicted future component states for each of the plurality of time periods.
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Specification