Accident Risk Assessment and Monte Carlo Simulation Methods

Pascal Lezaud (1) , Jaroslav Krystul (2) , Henk Blom (3)

1 DGAC - Direction Générale de l'Aviation Civile
2 Department of Applied Mathematics [Twente]
3 NLR - National Aerospace Laboratory [Amsterdam]

Within the HYBRIDGE project the objective of WP8 is to develop novel methods for the decomposition of risk such that extreme low risk values can be assessed through a hierarchy of conditional Monte Carlo simulations which are scalable relative to the increasing complexity of the application considered. The current report addresses the results obtained during the performance of Task 8.2, whose one of the objectives is to study effective Monte Carlo simulation speed-up techniques which are complementary to speed-up by parallel or distributed Monte Carlo simulation architectures.

Domaines: Mathématiques [math]; Probabilités [math.PR]

Pascal Lezaud, Jaroslav Krystul, Henk Blom. Accident Risk Assessment and Monte Carlo Simulation Methods. 2003. ⟨hal-00968778⟩