Patent Document ID: 20090177451
Application ID: 12346036
Patent Flag: 0

Claim One:
1. A method of accelerating a Monte Carlo (MC) simulation of a system comprising at least first component having at least a first input parameter and at least a second component having at least a second input parameter, said first input parameter varying according to a first distribution characterized by at least a first standard deviation, and said second input parameter varying according to a second distribution characterized by at least a second standard deviation, the method comprising: providing a simulation model for said system, said simulation model comprising a first component model for said first component and a second component model for said second component, said first component model having a first model parameter corresponding to said first input parameter, and a second component model having a second model parameter corresponding to said second input parameter; obtaining a first acceleration factor based at least on a first number of instances of said first component in said system and obtaining a second acceleration factor based at least on a second number of instances of said second component in said system; computing a first scaled distribution from said first distribution based on at least said first acceleration factor and computing a second scaled distribution from said second distribution based on at least said second acceleration factor, and running said MC simulation for said system, wherein values for said first model parameter are generated based on said first scaled distribution and said values for said second model parameter value are obtained based on said second scaled distribution.