ON MONTE-CARLO SIMULATIONS OF DYNAMIC-SYSTEMS

被引：2

作者：

BOUTON, PM ^{[1
]}

MA, F ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY,DEPT MECH ENGN,BERKELEY,CA 94720

来源：

SIMULATION | 1990年 / 54卷 / 06期

关键词：

additive noise; first- passage failure; multiplicative noise;

D O I：

10.1177/003754979005400603

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The Monte Carlo method provides both design and research engineers with a useful tool for evaluating the effect of input uncertainty on system performance. This paper addresses the basics and the utility of the Monte Carlo approach. Two practical applications of the method help to demonstrate why Monte Carlo simulation is becoming a contemporary trend in system analysis. © 1990, Sage Publications. All rights reserved.

引用

页码：267 / 273

页数：7

共 11 条

[1] STOCHASTIC ANALYSIS OF SPATIAL VARIABILITY IN SUBSURFACE FLOWS .1. COMPARISON OF ONE-DIMENSIONAL AND 3-DIMENSIONAL FLOWS [J].