Rand Sphere.zip

Monte Carlo Method with l2 ball uncertainty

-M code for generating random data from an uniform l2 ball
-Example of MC integration with l2 ball domain
-Example of risk analysis of a control system with l2 ball uncertainty
Refs.
[1] K.J. Beers, Numerical Methods for Chemical Engineering, Cambridge University
Press, 2007.
[2]R. Tempo, G. Caliafore, F. Dabbene, Randomized Algorithm for Analysis and Con-
trol of Uncertain Systems: With Applications, 2nd ed., Springer-Verlag, London, 2013.

[3] Pham Luu Trung Duong, Moonyong Lee, "Probabilistic analysis and control of systems with uncertain parameters over non-hypercube domain", Journal of Process Control 24, 358-367 (2014).