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
收藏
页码：267 / 273
页数：7
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