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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
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DOI: https://doi.org/10.17377/sibjim.2017.20.206
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
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\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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