no. 1
Rare event simulation for electronic circuit design
Xavier Jonsson1 ; Jérôme Lelong2
1 Siemens Electronic Design Automation, 110 Rue Blaise Pascal, 38330 Montbonnot France
2 Univ. Grenoble Alpes, CNRS, Grenoble INP, LJK, 38000 Grenoble, France
MathematicS In Action, Tome 11 (2022) no. 1, pp. 91-108.

In this work, we propose an algorithm to simulate rare events for electronic circuit design. Our approach heavily relies on a smart use of importance sampling, which enables us to tackle probabilities of the magnitude 10 -10 . Not only can we compute very rare default probability, but we can also compute the quantile associated to a given default probability and its expected shortfall. We show the impressive efficiency of the method on real circuits.

Publié le :
DOI : 10.5802/msia.19
Xavier Jonsson 1 ; Jérôme Lelong 2

1 Siemens Electronic Design Automation, 110 Rue Blaise Pascal, 38330 Montbonnot France
2 Univ. Grenoble Alpes, CNRS, Grenoble INP, LJK, 38000 Grenoble, France
Licence : CC-BY 4.0
Droits d'auteur : Les auteurs conservent leurs droits 
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Xavier Jonsson; Jérôme Lelong. Rare event simulation for electronic circuit design. MathematicS In Action, Tome 11 (2022) no. 1, pp. 91-108. doi : 10.5802/msia.19. https://msia.centre-mersenne.org/articles/10.5802/msia.19/

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