In this paper, our aim is to propose acceleration methods of the Monte Carlo simulation that can allow us to improve the estimation of this indicator. Note that ...
Highlights · We propose two fast Monte Carlo simulation methods for rare events: EMCT and DM. · EMCT addresses repeated cycles where the failures are either ...
"Some acceleration methods for Monte Carlo simulation of rare events," Reliability Engineering and System Safety, Elsevier, vol. 144(C), pages 296-310. Handle: ...
Through different numerical examples, we observe a significant improvement of the results obtained on simple Petri net models when applying these Monte Carlo ...
- Highlights: • We propose two fast Monte Carlo simulation methods for rare events: EMCT and DM. • EMCT addresses repeated cycles where the failures are either ...
Some acceleration methods for Monte Carlo simulation of ... - SafetyLit
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Thus, a powerful alternative is Petri nets associated with Monte Carlo simulation (MC). However, obtaining accurate estimators on rare events (system failures) ...
Thus, a powerful alternative is Petri nets associated with Monte Carlo simulation (MC). However, obtaining accurate estimators on rare events (system failures) ...
This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of.
This paper describes a new and promising technique for variance reduction in Monte Carlo computer simulations. This method, originally devised by Chorin in 1971 ...
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In this paper, we will introduce a fast Monte Carlo analysis technique that delivers foundry-certified metrics you can rely on to produce high-quality advanced ...