Computer Simulations of Functions with Random Parameters using Direct Monte Carlo and Importance Sampling
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27670%2F03%3A00009119" target="_blank" >RIV/61989100:27670/03:00009119 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Computer Simulations of Functions with Random Parameters using Direct Monte Carlo and Importance Sampling
Original language description
The purpose of this paper is to present experiments with simulation-based methods for analyzing of functions with random parameters. The functions with random parameters naturally describe large class of problems, such as computer modeling of technological precesses and reliability analysis. The paper deal with Simulation Based Reliability Assessment method (SBRA) in structure engineering. The main aim of the work is to estimate the probability of occurence of an event, typically a failure. The presented approach is based on application of an simulation technique, which involves repeated deterministic analysis. The presented stategy uses variance reduction techniques for reducing the numbers of simulation steps and the application of iterative solversfor reducing the cost of deterministic analysis. Our numerical experiments indicate efficiency of this strategy.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Transactions of the VŠB - Technical University of Ostrava, Computer Science and Mathematics Series
ISSN
80-248-0455-7
e-ISSN
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Volume of the periodical
Neuveden
Issue of the periodical within the volume
2
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
8
Pages from-to
91-98
UT code for WoS article
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EID of the result in the Scopus database
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