IMPLEMENTING DIRECT MONTE-CARLO SIMULATION IN BATCH MODE

A flexible, easily implemented procedure for direct Monte Carlo simulation of deterministic computer models is presented. The procedure is implemented in two stages, with the required random variates generated first using a general-purpose pre-processor module, and model-specific linking routines employed to generate input files and provide control over repeated model execution in batch mode. Implementation in this manner makes it possible to rapidly develop Monte Carlo overlays for deterministic computer models, and offers significant advantages over making changes in the model source-code to allow Monte Carlo simulation. An example application of the procedure in the development of a Monte Carlo overlay for the GLEAMS model in the DOS environment is presented.