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Sibirskii Zhurnal Industrial'noi Matematiki, 2017, Volume 20, Number 2, Pages 50–58
DOI: https://doi.org/10.17377/sibjim.2017.20.206
(Mi sjim958)
 

The method of accelerated statistical modeling and its application in problems with irremovable singularity

S. A. Nekrasov

South Russian State Technical University, Prosveshcheniya str., 132, 346428 Novocherkassk
References:
Abstract: We study a number of known methods for solving stochastic problems on the basis of statistical tests (a Monte Carlo method). Aiming at a comparative study of the efficiency of these methods, we solve a number of problems in the theory of technical systems with inaccurately given and random parameters and characteristics.
Keywords: simulation, Monte Carlo method, the method of accelerated statistical modeling, comparison of efficiency.
Received: 06.02.2016
English version:
Journal of Applied and Industrial Mathematics, 2017, Volume 11, Issue 2, Pages 244–251
DOI: https://doi.org/10.1134/S1990478917020107
Bibliographic databases:
Document Type: Article
UDC: 621.316
Language: Russian
Citation: S. A. Nekrasov, “The method of accelerated statistical modeling and its application in problems with irremovable singularity”, Sib. Zh. Ind. Mat., 20:2 (2017), 50–58; J. Appl. Industr. Math., 11:2 (2017), 244–251
Citation in format AMSBIB
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\by S.~A.~Nekrasov
\paper The method of accelerated statistical modeling and its application in problems with irremovable singularity
\jour Sib. Zh. Ind. Mat.
\yr 2017
\vol 20
\issue 2
\pages 50--58
\mathnet{http://mi.mathnet.ru/sjim958}
\crossref{https://doi.org/10.17377/sibjim.2017.20.206}
\elib{https://elibrary.ru/item.asp?id=29116861}
\transl
\jour J. Appl. Industr. Math.
\yr 2017
\vol 11
\issue 2
\pages 244--251
\crossref{https://doi.org/10.1134/S1990478917020107}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-85019748168}
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    Сибирский журнал индустриальной математики
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