Studies on variance reduction technique of Monte Carlo simulation in composite system reliability evaluation

摘要: Abstract A new variance reduction technique of Monte Carlo simulation—fission and roulette method is presented in the paper. The proposed approach reduces simulation speeds up computation dramatically. Comparing with other techniques, this can adjust sampling scheme according to concrete conditions given systems. For states that may have load curtailment, we increase number for no decrease number. Thus, grasps key points improves convergency performance. Furthermore, includes judgment system characteristic, so it possesses a good adaptability different calculation results IEEE-RTS show our computational effort evidently.