Stability and convergence of numerical simulation methods for simulation of extreme values
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F04%3APU44798" target="_blank" >RIV/00216305:26110/04:PU44798 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
čeština
Original language name
Stabilita a konvergence numerických metod při simulaci extrémních hodnot rozdělení
Original language description
This study presents numerical assessment of several simulation techniques with focus on their ability to estimate extreme value statistics. Four methods are compared. The main attention is devoted to Latin Hypercube Sampling as a representative of small-sample simulation technique. The effect of correlation control is highlighted. Numerical studies are performed with example of known analytical solution. The studies presents convergence of results with increasing number of simulations so that the immediiate result is a hint about optimal choice of this important value.
Czech name
Stabilita a konvergence numerických metod při simulaci extrémních hodnot rozdělení
Czech description
This study presents numerical assessment of several simulation techniques with focus on their ability to estimate extreme value statistics. Four methods are compared. The main attention is devoted to Latin Hypercube Sampling as a representative of small-sample simulation technique. The effect of correlation control is highlighted. Numerical studies are performed with example of known analytical solution. The studies presents convergence of results with increasing number of simulations so that the immediiate result is a hint about optimal choice of this important value.
Classification
Type
D - Article in proceedings
CEP classification
JM - Structural engineering
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA103%2F04%2F2092" target="_blank" >GA103/04/2092: Model identification and optimization at material a structural levels</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2004
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
PPK 2004 PRAVDĚPODOBNOST PORUŠOVÁNÍ KONSTRUKCÍ
ISBN
80-214-2718-3
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
77-84
Publisher name
VUT v Brně
Place of publication
Brno
Event location
Brno
Event date
Oct 6, 2004
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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