Invention Grant
US08694290B2 Monte Carlo analysis execution controlling method and Monte Carlo analysis execution controlling apparatus 有权
蒙特卡洛分析执行控制方法和蒙特卡洛分析执行控制装置

Monte Carlo analysis execution controlling method and Monte Carlo analysis execution controlling apparatus
Abstract:
In an embodiment, a confidence interval of a yield is calculated with a set specification of an evaluation item and confidence level and values of the evaluation item obtained in Monte Carlo simulations to determine whether or not a target yield is within the confidence interval of the yield. In a case where the target yield is within the confidence interval of the yield, a Monte Carlo simulation executing unit is instructed to execute a subsequent Monte Carlo simulation. In a case where the target yield is not within the confidence interval of the yield, it is determined that the target yield will be achieved when a minimum value of the confidence interval of the yield is the target yield or larger while it is determined that the target yield will not be achieved when a maximum value of the confidence interval of the yield is below the target yield.
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