Computer Simulations of Functions with Random Parameters using Direct Monte Carlo and Importance Sampling

Kód výsledku v 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>

Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

Computer Simulations of Functions with Random Parameters using Direct Monte Carlo and Importance Sampling

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Computer Simulations of Functions with Random Parameters using Direct Monte Carlo and Importance Sampling

Popis výsledku anglicky

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.

Druh

J_x - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

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Návaznosti

Z - Vyzkumny zamer (s odkazem do CEZ)

Rok uplatnění

2003

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Transactions of the VŠB - Technical University of Ostrava, Computer Science and Mathematics Series

ISSN

80-248-0455-7

e-ISSN

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Svazek periodika

Neuveden

Číslo periodika v rámci svazku

2

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

8

Strana od-do

91-98

Kód UT WoS článku

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EID výsledku v databázi Scopus

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