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Monte Carlo simulation with moment matching samples

✍ Scribed by Carl G. Looney

Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
292 KB
Volume
25
Category
Article
ISSN
0378-4754

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✦ Synopsis

A sample is chosen deterministically from an input distribution to a simulation system.

Under certain conditions the mean of the system output sample is equal to the true output mean (up to computational errors).

Slightly more stringent conditions ouarantee that the output samole variance is equal to the true output variance.

πŸ“œ SIMILAR VOLUMES

Improved sampling techniques for the dir
Improved sampling techniques for the direct simulation Monte Carlo method
✍ Quanhua Sun; Jing Fan; Iain D. Boyd πŸ“‚ Article πŸ“… 2009 πŸ› Elsevier Science 🌐 English βš– 637 KB

The direct simulation Monte Carlo (DSMC) method is a widely used approach for flow simulations having rarefied or nonequilibrium effects. It involves heavily to sample instantaneous values from prescribed distributions using random numbers. In this note, we briefly review the sampling techniques typ