Application of Splitting to Failure Estimation in Controllable Degradation System

Consider a system with gradual and instantaneous failures. The problem is to offer an efficient simulation method of the failure probability and other characteristics of a degradation process composed by a sum of successive phases. Since the probability of failure is considered to be small, it is natural to use the splitting technique. The experiments also have shown the applicability of the splitting method in the case when the failure is not rare. The proposed method provides a good approximation of the analytical results, where they are available.