How to write a Monte Carlo Simulation Code?
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I want to start writing a code in Matlab in order to determine structural reliability of a bridge. The code is based on Monte Carlo Simulation. It would be very helpful if anyone helps me how to start with a * pattern of Monte Carlo Simulation * .
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Adam Wyatt
le 31 Mar 2015
Your question is ill-defined.
Monte-Carlo simulations simply mean perform your simulation with varying inputs such that the inputs are chosen randomly. Better MC simulations use prior information / simulations to pick the next iteration.
Here is an example - given an input, the method passes if it is greater than 0.5, fails if it is less than or equal to 0.5.
function out = Test(in)
out = (in>0.5);
end
And to test it:
MCSim = arrayfun(@(inputs) Test(inputs), rand(100,1));
2 commentaires
Adam Wyatt
le 1 Avr 2015
Your question is far too vague - you're basically saying solve my problem, but haven't actually said what the problem is.
Lets assume that you have a set of variables (load, material etc.) and you want to test the performance of your system for different variable values. The first question that arises is what distribution are your variables, are the uniformly distributed or normally distributed say. Lets assume you have 2 variables, var1 is uniformly randomly distributed and var2 is normally distributed, and you want to perform N tests.
Lets say you want to run N tests, set up N vectors for your variable values:
N = 1000;
var1 = var1_min + (var1_max-var1_min)*rand(N, 1);
var2 = var2_mean + var2_std*randn(N, 1);
result = arrayfun(MyTestFunction, var1, var2);
% Where
function ScalarResult = MyTestFunction(Scalar_Var1, Scalar_Var2)
...
end
Hope this helps, but if you're not more specific then we cannot help you much more than that.
You could for example use the parallel toolbox with parfor to help speed up your testing:
N = 1000;
var1 = ...
var2 = ...
result = zeros(N, 1);
parfor n=1:N
result(n) = MyTestFun(var1(n), var2(n));
end
Image Analyst
le 31 Mar 2015
2 commentaires
NURSAFIKA BAHIRA JULI
le 21 Jan 2020
Hi, can i ask can Monte carlo simulation run for langmuir isotherm. I just don't know how to begin the simulation
Image Analyst
le 21 Jan 2020
You just did.
But I have no idea what langmuir isotherm is, so I can't help you with that.
John D'Errico
le 31 Mar 2015
Most simply:
rand(1000,1)
What is the problem?
6 commentaires
Edmar Adem
le 17 Jan 2018
Hi Ma'am/Sir, A Monte Carlo sampling technique combined with a minimum cost assessment model is used to conduct the simulation of generation and risk costs. Do you have a code this problem? Please send me a code e93adem@gmail.com thank you and God bless..
John D'Errico
le 17 Jan 2018
Sorry, but Answers is not a forum where we provide code written to your specs, and then sent to your e-mail address. In fact, I don't know of any sites that provide a free service like that.
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