A Weighted Monte Carlo method for Evaluating Damage Probability

Because simulation efficiency is not high by using the classical Monte Carlo method, based on the principle of the probability theory and the statistic theory, a weighted Monte Carlo method can be deduced. The method not only reduces sample variance, but also enhances the probability of object event appearing. It is equal to improve sampling efficiency and simulation efficiency. In this paper, at the same time, using simulation of classical Monte Carlo method and weighted Monte Carlo method , according to the results of simulation and calculation of the typical object, it can be proved that the simulation efficiency of the weighted Monte Carlo method is higher than that of the classical Monte Carlo method obviously, and the simulation work can be reduced by order of magnitude.