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Monte Carlo simulation (simple and parallel)

version 1.1.0.0 (3.54 KB) by Felipe Uribe
Failure probability estimation of a simply supported beam using deflection criteria.

7 Downloads

Updated 17 Oct 2014

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The probability of failure of a simply supported beam is estimated by means of MCS. Two computations are performed:
1. Using simple MCS
2. Using parallel computing 'parpool'
Finally, a graph showing the failure probability curves is obtained

Comments and Ratings (5)

Zhang Huile

Felipe Uribe

Thanks for the info Ryan.
Learning parallel computing in MATLAB is one of the points on my to-do list, I hope to post later an improved code using this advantage.

Ryan G

This is a pretty cool demo. You could utilize parallel computing to speed it up and use more than 10 runs in a reasonable amount of time since Monte Carlo achieves better results with more runs.

http://www.mathworks.com/discovery/monte-carlo-simulation.html

NNM

Updates

1.1.0.0

The updated program includes a parallel computing implementation using the 'parpool' (matlabpool) command, and also corrects some minor mistakes.

MATLAB Release Compatibility
Created with R2014a
Compatible with any release
Platform Compatibility
Windows macOS Linux