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A New Monte Carlo Method Based on State Analysis
引用本文:Ran Li Ren Zhen Huang Wenying. A New Monte Carlo Method Based on State Analysis[J]. 保鲜与加工, 1993, 0(6): 21-26
作者姓名:Ran Li Ren Zhen Huang Wenying
作者单位:Ran Li Ren Zhen Huang Wenying
摘    要:A new Monte Carlo Method for system reliability evaluation is proposed in this paper. The repeated sampling of system states with relatively great probabilities is avoided in the simulation,thus the sampling efficiency is significantly improved. Besides,the negative correlations used in different trials can further reduce the estimated varinaces. The sparse matrix technique is employed to reduce the memory requirement and to save the computer time. Comparative studies show that the method proposed is of great value and the application to the IEEE reliability test system (power system) is successful.

关 键 词:reliability evaluation/ Monte Carlo Method  variance reduction  

A New Monte Carlo Method Based on State Analysis
Ran Li Ren Zhen Huang Wenying. A New Monte Carlo Method Based on State Analysis[J]. Storage & Process, 1993, 0(6): 21-26
Authors:Ran Li Ren Zhen Huang Wenying
Affiliation:Ran Li Ren Zhen Huang Wenying
Abstract:A new Monte Carlo Method for system reliability evaluation is proposed in this paper. The repeated sampling of system states with relatively great probabilities is avoided in the simulation,thus the sampling efficiency is significantly improved. Besides,the negative correlations used in different trials can further reduce the estimated varinaces. The sparse matrix technique is employed to reduce the memory requirement and to save the computer time. Comparative studies show that the method proposed is of great value and the application to the IEEE reliability test system (power system) is successful.
Keywords:reliability evaluation/ Monte Carlo Method  variance reduction  
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