Sensitivity analysis of risk assessment for continuous Markov process Monte Carlo method using correlated sampling method

The correlated sampling method is applied to the continuous Markov-chain Monte-Carlo (CMMC) method to efficiently perform sensitivity analysis of input parameters such as the failure rate of safety components. In the correlated sampling method, the original and the perturbed samples are assumed to trace an identical accident sequence, but the weight of the perturbed sample is adjusted to incorporate the variation of input data. The present method is applied to the sensitivity analysis of the safety evaluation of spent fuel pools. The result indicates that the sensitivity analysis for the CMMC coupling method can be efficiently carried out using the correlated sampling method.