Plain Monte Carlo

This node performs a plain Monte Carlo simulation to compute the probability of failure.

The method creates a set of N pseudo-random parameter vectors according to the respective joint probability density function. For each design, the limit state function(s) are evaluated by the external solver and are internally interpreted in terms of failure events. The probability of failure then is the ratio of the number of failure events to the number of generated samples.

Monte Carlo simulation is a general purpose method without any preconditions on the problem to be solved. The required number of random samples is, however, related to the magnitude of the probability of failure. Hence, it is inefficient for small failure probabilities.

The recommended number of samples should roughly be 100 times the reciprocal of the expected failure probability.

Further information about methods of reliability analysis used in optiSLang can be found here.

Initialization Options

To access the options shown in the following table, double-click the Plain Monte Carlo system on the Scenery pane and switch to the Monte Carlo Simulation tab.

OptionDescription
Prescribed sample sizeIf selected, a fixed number of samples is computed.
Prescribed accuracyIf selected, the number of samples is automatically increased until a given accuracy is reached.
Prescribed sample size
Total number of samplesSets the number of samples to be computed.
Samples to be computed in parallelSets the maximum number of samples which are generated per increment (may be greater than the total number of samples). It prevents large objects from being exported to the solver.
Prescribed accuracy
Desired accuracy (C.O.V.) Terminates the algorithm as soon as the coefficient of variation (C.O.V.) of the estimator for the probability of failure falls below this threshold
Number of samples per increment Sets the amount of incremental increase of the sample size. After each increment the termination criteria is checked.
Minimum number of samples Sets the minimum required number of samples.
Maximum number of samplesSets the maximum allowed number of samples. This represents an upper bound that limits the computing time if the desired accuracy cannot be reached.

Additional Options

To access the options shown in the following table, in any tab, click Show additional options.

OptionDescription
Limit maximum in parallel

Controls the resource usage of nodes in the system.

When the check box is cleared (default), a value is chosen to ensure the best possible utilization of the child nodes. When the check box is selected, set the value manually to specify how many designs are sent to child nodes, limiting the maximum degree of parallelism for all children. Ansys recommends keeping the check box clear.

Auto-save behavior

Select one of the following options:

  • No auto-save

  • Actor execution finished

  • Every n-th finished design (then select the number of designs from the text field)

  • Iteration finished (for optimization, reliability)

The project, including the database, is auto-saved (depending on defined interval) after calculating this node/system (either when the calculation succeeds or fails).

By default, all parametric and algorithm systems have Every nth finished design 1 design(s) selected, all other nodes have No auto-save selected.