Direct Monte Carlo Method vs. improved methods considering applications in designers every day work

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27670%2F03%3A00009122" target="_blank" >RIV/61989100:27670/03:00009122 - 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

Direct Monte Carlo Method vs. improved methods considering applications in designers every day work

Popis výsledku v původním jazyce

Chapter 23 compares the Direct Monte Carlo method and selected improved simulation-based methods considering their application in design practice so as to suggest the application of the most efficient simulation "engine" applicable within the parametersof the SBRA method. The purpose of this chapter is to examine the applicability of several mathematically equivalent simulation techniques, namely Direct Monte Carlo, Stratified Sampling and Importance Sampling. Also involved are sampling tools, as suitable, for the SBRA method. The presented numerical experiments indicate a pronounced variance reduction when Importance Sampling is applied. In all cases, the simulation process ran automatically in the SBRA environment, that is, without claiming additional a-priori information about the structural behaviour of a simulated problem.

Název v anglickém jazyce

Direct Monte Carlo Method vs. improved methods considering applications in designers every day work

Popis výsledku anglicky

Chapter 23 compares the Direct Monte Carlo method and selected improved simulation-based methods considering their application in design practice so as to suggest the application of the most efficient simulation "engine" applicable within the parametersof the SBRA method. The purpose of this chapter is to examine the applicability of several mathematically equivalent simulation techniques, namely Direct Monte Carlo, Stratified Sampling and Importance Sampling. Also involved are sampling tools, as suitable, for the SBRA method. The presented numerical experiments indicate a pronounced variance reduction when Importance Sampling is applied. In all cases, the simulation process ran automatically in the SBRA environment, that is, without claiming additional a-priori information about the structural behaviour of a simulated problem.

Druh

C - Kapitola v odborné knize

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 knihy nebo sborníku

Probabilistic Assessment of Structures using Monte Carlo Simulation. Basics, Exercises, Software

ISBN

80-86246-19-1

Počet stran výsledku

10

Strana od-do

1-10

Počet stran knihy

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Název nakladatele

Institute of Theoretical and Applied Mechanics - Czech Academy of Sciences

Místo vydání

Praha

Kód UT WoS kapitoly

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