PATH SUMMARIZING METHOD BY MONTE CARLO SIMULATION

摘要

PROBLEM TO BE SOLVED: To execute simulation on the same condition in a short time and also to accomplish an equivalent result by integrating similar probabilistic scenarios among plural probabilistic scenario groups that are generated by random numbers by using a correlation coefficient and narrowing them. SOLUTION: A numbering device 12 numbers a scenario number to a probabilistic scenario that is generated by using random number stored in a scenario file 11, and the numbered probabilistic scenario is stored in a numbering file 13. A summarization condition setting device 14 designates a correlation coefficient as a condition to summarize the probabilistic scenario and sets a condition that a scenario belongs to the same group when a correlation coefficient is a designated condition or more. Next, the device 14 compares whether a correlation coefficient that is calculated by a summarizing device 15 exists within the range of a correlation coefficient that is optionally set by a user and stores it in a summarization file 16.