Rare event simulation for electronic circuit design

Xavier Jonsson; Jérôme Lelong

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arXiv · 2109.08393

Rare event simulation for electronic circuit design

Xavier Jonsson·Jérôme Lelong

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Abstract

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 method on real circuits.

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Xavier Jonsson, Jérôme Lelong. 2021-09-17. Rare event simulation for electronic circuit design. https://arxiv.org/abs/2109.08393

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