Risk assessment method and reliability test system based on improved Monte Carlo
The invention provides a risk assessment method based on improved Monte Carlo, which improves Monte Carlo, applies the improved Monte Carlo to risk assessment, decomposes q into r0 and iteratively refined r1,... and rL by using a trivial inequality, and independently calculates the r0 and the r1,......
Gespeichert in:
Hauptverfasser: | , , , , , , , , , , |
---|---|
Format: | Patent |
Sprache: | chi ; eng |
Schlagworte: | |
Online-Zugang: | Volltext bestellen |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | The invention provides a risk assessment method based on improved Monte Carlo, which improves Monte Carlo, applies the improved Monte Carlo to risk assessment, decomposes q into r0 and iteratively refined r1,... and rL by using a trivial inequality, and independently calculates the r0 and the r1,... and the rL, so that the calculation speed is improved, the precision of the calculated q is kept, and the risk assessment accuracy is improved. Therefore, the time and precision required by risk assessment are improved.
本发明提供一种基于改进蒙特卡洛的风险评估方法,通过对蒙特卡罗进行改进,并应用到风险评估中,以及将平凡恒不等式将q分解为r0加上迭代细化r1,...,rL,并且分别对其进行独立计算,提高了计算速度的同时保持了计算得到的q的精度,从而提高了风险评估所需的时间以及精度。 |
---|