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,......

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Hauptverfasser: HE PING, XU YUNCHENG, JIN CHU, LUO WENBO, GONG CHENG, TAN TAOLIANG, FENG KAIDA, XIE TAO, LIU SHANGJIA, WU GANG, LIU JUNLEI
Format: Patent
Sprache:chi ; eng
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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。