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运用蒙特卡罗方法求解随机性问题
Solution of stochastic problems with Monte-Carlo method
【摘要】 研究了采用Monte Carlo方法求解随机性问题的基本原理 ,并采用这一方法较好地解决了确定性方法难以解决的 3个具体问题 :随机误差干扰、最大弯矩及风险估计 .结果表明 ,对许多其它方法难以解决的随机性问题 ,Monte Carlo法可以比较方便地加以解决
【Abstract】 In this paper, the fundamentals to solve the stochastic problems with Monte Carlo method are investigated. Three typical problems stochastic error interfere, maximum bending moment, and risk estimate are fairly well solved by M C method while it is very difficult for them to be solved with definitude method. The results show that a lot of stochastic problems very difficulty to be solved otherwise can be conveniently resolved by M C method.
【关键词】 蒙特卡罗方法;
随机性问题;
随机数;
概率分布;
【Key words】 Monte Carlo method; stochastic problem; stochastic number; probability distribution;
【Key words】 Monte Carlo method; stochastic problem; stochastic number; probability distribution;
- 【文献出处】 甘肃工业大学学报 ,Journal of Gansu University of Technology , 编辑部邮箱 ,2001年02期
- 【分类号】O242
- 【被引频次】76
- 【下载频次】1332