
蒙特卡羅模拟
This edition features new chapters on the growing areas of Monte Carlo simulation and reliability economics.
該版本的功能在蒙特卡羅模拟和可靠性種植區經濟新的篇章。
Considering the material parameters and the load changeability, the reliability of intensity and stability for the concrete gravity dam is researched with the method of Monte Carlo simulation.
應用蒙特卡羅模拟方法,考慮材料參數和荷載的變異性,對混凝土重力壩強度和穩定性的可靠性分别進行了研究。
Then, the complex integral calculation problem in the reliability model of stress and strength interference was simplified by using the Monte Carlo Simulation Method.
其次,采用應力與強度幹涉模型和蒙特卡羅模拟法,解決了可靠度計算公式中複雜積分的計算問題。
Importance sampling technique is an effective variance reduction technique in Monte Carlo simulation method for pricing options.
在期權定價的蒙特卡羅模拟中,重要性抽樣是一種有效的方差減小技術。
To avoid complex computation in Monte Carlo simulation for electron scattering in solid, a new matrix equation to describe the process is presented.
用蒙特卡羅方法模拟固體中電子散射的計算量很大,為此給出一個描述這一過程的矩陣方程。
The Monte Carlo simulation is performed for a cluster consisting of a neutral valine molecule surrounded by 115 water molecules.
本文對由115個水分子包圍一個中性缬氨酸分子所組成的分子集團做了蒙特卡羅模拟。
Virtual test of the fuze arming distance of air-to-air missile was stu***d by Monte Carlo simulation in order to reduce or partly replace shooting tests of ammunitions.
利用蒙特卡洛模拟實現空空導彈引信解除保險距離的計算機虛拟試驗,以減少或部分替代高價值彈藥的靶場射擊試驗。
Monte Carlo simulation results show the efficiency and high location precision of the proposed algorithm.
通過蒙特卡羅模拟,證明了該算法的有效性和定位精度較高。
We analyzed the options value by Monte Carlo simulation. Product price, market demand, self-manufacturing cost and outsourcing cost are considered as the sources of uncertainty in the simulation.
模型中包含産品價格、市場需求、自制生産成本和外包生産成本等四種不确定性源,并通過蒙特卡羅模拟得到生産外包的期權價值。
In Section V, Monte Carlo simulation results are provided for the new estimator and compared with other methods.
在第五部分中,蒙特卡洛模拟結果提供了新的估計并且還與其他方法做了比較。
In terms of average energy distribution of air gap with Monte Carlo simulation, the corresponding voltage to dissociate the given covalent bond is indicated.
結合蒙特卡羅模拟出的氣隙空間電子平均能量分布,指出了斷裂特定共價鍵所需輸入的電壓值。
Monte Carlo simulation was employed to realize the reliability design of gears, proving that the application of Monte Carle method in gear design is appropriate and feasible.
在此對齒輪進行了可靠性設計,并用蒙特卡洛法進行了數值模拟,證明該方法用于齒輪設計是正确且可行的。
The process of using Monte Carlo simulation and decision analysis technology items to: To identify specific projects to achieve the goal of probability.
該項過程采用蒙特卡洛模仿與決議計劃剖析等項手藝,以便: ·肯定完成詳細項目目的地概率。
At the same time, using Monte Carlo simulation and finite difference method, the calling provision and put provision of domestic convertible bonds could be priced.
與此同時,本文采用蒙特卡羅模拟和有限差分數值算法,給國内可轉債設計的兩個條款——回售條款和回贖條款定價。
In this paper we have proposed a Monte Carlo simulation method for calculating the conformational entropy of polymer chains.
本工作提出了一種聚合物鍊構象熵的蒙特卡羅模拟計算方法。
To evaluate large-scale measurement uncertainty, Monte Carlo simulation method was introduced especially for multi-stations fusion measurement.
為評價大尺寸測量不确定度,特别是多站融合測量不确定度,引入蒙特卡羅仿真方法。
The streamer corona discharge in the experiment system was simulated with Monte Carlo simulation.
采用蒙特卡羅法針對本文實驗系統進行了流光電暈放電的模拟。
The detailed process and method of Monte Carlo simulation calculation are presented.
詳細叙述了蒙特卡洛模拟計算的具體過程和方法。
A feasibility study on Zhengzhou Matougang Sewage Treatment Works project is adopting computer programme to make Monte Carlo simulation analysis on the item financial risk.
鄭州馬頭崗污水處理廠工程可行性研究采用計算機程式,對項目財務風險進行蒙特卡洛模拟分析。
In this paper, a financial risk analysis method based on probability theory and the Monte Carlo simulation technique is put forward and applied to the analysis of a hydropower project.
本文提出了基于概率論與模拟技術的工程項目財務風險分析方法,并在某大型水電站工程中進行了應用研究。
Monte Carlo simulation to calculate European option pricing, more accurate but time-consuming bogey great.
蒙特卡洛模拟來計算歐式期權的定價,更忌精确但是耗時很大。
The progress of ordinary network program is summarized, the Monte Carlo simulation technique is introduced in stochastic network program.
總結了網絡計劃的研究概況,在隨機網絡計劃中引進蒙特卡洛仿真技術。
It is seen that hierarchical Bayesian estimation is more efficient than maximum likelihood estimation through Monte Carlo simulation and an example.
通過蒙特卡羅模拟和實例表明多層貝葉斯估計比最大似然估計更加有效。
The economic evaluation methods and risk evaluation principles for investment projects are stu***d, and the Monte Carlo simulation applied to risk analysis is discussed.
研究了投資項目經濟評價方法以及投資項目風險評價原則,探讨了蒙特卡洛模拟方法在風險分析中的應用。
Monte Carlo simulation(蒙特卡洛模拟)是一種基于概率統計的數值計算方法,通過重複隨機采樣和數學建模來量化複雜系統的不确定性或風險。其核心原理是通過生成大量可能的情景輸入參數,利用計算機進行疊代計算,最終通過統計結果分布獲得問題的近似解。這種方法得名于摩納哥著名的蒙特卡洛賭場,因其依賴隨機數與賭博中的概率特性相似。
在工程領域,該方法被廣泛應用于電子系統可靠性評估,例如通過模拟集成電路制造過程中工藝參數波動對芯片性能的影響。金融領域則用于投資組合風險評估,通過模拟數萬種可能的市場變化路徑預測資産收益分布。美國國家标準與技術研究院(NIST)的研究表明,該方法在物理建模誤差分析中具有不可替代性,其計算結果可作為實驗數據的驗證基準。
數學層面,蒙特卡洛模拟遵循大數定律,當采樣次數趨近無窮時,樣本均值将收斂于期望值。例如計算複雜積分時,其誤差收斂速度與采樣次數的平方根成反比,這使其在高維問題求解中比傳統數值方法更具優勢。
蒙特卡洛模拟(Monte Carlo Simulation)是一種基于概率和統計的數值計算方法,通過大量隨機抽樣來預測複雜系統的可能結果或評估不确定性。其核心思想是利用隨機數生成和重複實驗,近似求解難以解析的數學問題或現實場景中的風險分析。
基本原理
通過生成大量符合特定概率分布的隨機輸入參數,模拟系統行為并統計輸出結果。例如,在估算圓周率π時,隨機向單位正方形内投點并統計落在内切圓内的比例,最終通過概率逼近π值。
實施步驟
應用領域
優勢與局限
在金融風險評估中,資産價格$S_t$可能通過幾何布朗運動模型模拟: $$ dS_t = mu S_t dt + sigma S_t dW_t $$ 其中$mu$為收益率,$sigma$為波動率,$dW_t$代表維納過程(隨機項),通過離散化後可用蒙特卡洛方法疊代計算未來價格路徑。
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