MONTE CARLO VARIANCE REDUCTION METHODS WITH APPLICATIONS IN STRUCTURAL RELIABILITY ANALYSIS

被引:0
|
作者
Song, Chenxiao [1 ]
机构
[1] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia
关键词
Monte Carlo methods; variance reduction; adaptive simulation; stochastic approximation; structural reliability analysis;
D O I
10.1017/S0004972723000874
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:518 / 521
页数:4
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