城市防洪工程经济风险分析的蒙特卡洛法

金菊良, 刘永芳, 丁晶, 魏一鸣

长江科学院院报 ›› 2003, Vol. 20 ›› Issue (1) : 40-43.

PDF(388 KB)
PDF(388 KB)
长江科学院院报 ›› 2003, Vol. 20 ›› Issue (1) : 40-43.
防洪减灾

城市防洪工程经济风险分析的蒙特卡洛法

  •  金菊良, 刘永芳, 丁晶, 魏一鸣
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Monte-Carlo method for economical risk analysis in urban flood control engineering

  •  JIN  Ju-Liang, LIU  Yong-Fang, DING  Jing, WEI  Yi-Ming
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摘要

城市防洪工程经济风险分析是城市防洪工程规划与评价的重要内容。探讨了城市防洪工程经济风险分析的蒙特卡洛法的具体实现途径,指出蒙特卡洛法的关键是如何建立由均匀分布随机数转换为所研究的经济指标随机变量的随机模拟模型。实例分析的初步结果说明:蒙特卡洛法通过随机模拟模型可以比解析方法考虑更多的情况,因此其计算结果更为准确;而简化的解析方法的计算精度不高,在重要城市防洪工程经济风险分析时应慎重使用。

Abstract

The economical risk analysis in urban flood control engineering is very important for planning and evaluating schemes of urban flood control engineering. In this paper, Monte-Carlo method for economical risk analysis in urban flood control engineering is discussed, and the key of the method is how to establish the random simulation model by which uniformly distributed random number series can be transformed into the studied economic index series. The result of examples analysis shows that Monte-Carlo method can consider more things than analytical methods, the computation result of Monte-Carlo method is more nicety, and the simplified analytical methods should be used carefully in economical risk analysis of important city flood control engineering becauses their computation less precision.

关键词

城市防洪 / 经济效益 / 风险分析 / 蒙特卡洛法

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金菊良, 刘永芳, 丁晶, 魏一鸣. 城市防洪工程经济风险分析的蒙特卡洛法[J]. 长江科学院院报. 2003, 20(1): 40-43
JIN Ju-Liang, LIU Yong-Fang, DING Jing, WEI Yi-Ming. Monte-Carlo method for economical risk analysis in urban flood control engineering[J]. Journal of Changjiang River Scientific Research Institute. 2003, 20(1): 40-43

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