Study And Application On Monte Carlo Method In Probabilistic Risk Analysis

After entering the WTO, the step of China's economic development accelerates greatly, at the same time, the introduction of advanced technology from foreign countries speeds up quickly. Nowadays, the safety and reliability of the project has received more and more attention, and the need of risk analysis increases gradually. As a new cross-subject of applied mathematics, the research on both basic theories and practical by using of probabilistic risk analysis which consists of judgment theory, uncertainty analysis theory and statistical probability is still a weak point in China, lacking of experts who are proficient in risk analysis and academic repertory. Up to now, the ability to predict and control risk remains on the level of listing some risk parameters in China. We still don't have a specific knowledge about the quantitative measure and estimate of risk. After a general study on the advanced risk analysis theories, in this thesis, my work is focusing on the Monte Carlo method in probabilistic risk analysis and giving an software application based on the J2EE platform.Main research content includes:1,the flow of probabilistic risk analysisThis thesis analyzes the general international flow of probabilistic risk analysis thoroughly and introduces in detail the three modules in probabilistic risk analysis respectively. Moreover, it introduces the latest probabilistic inversion algorithm---PARFUM algorithm;2,introduction of the Monte Carlo methodThis thesis systematically studies the development background and history of Monte Carlo method as well as its importance in probabilistic risk analysis.3,realization of the expert judgment analysis systemBased on J2EE (Java 2nd Enterprise Edition) platform, this thesis realizes the Monte Carlo method system through software.