Monte Carlo and subset simulation example

Version 1.0.0.0 (53 ko) par Felipe
Solution of the Example 1: SDOF linear oscillator of the paper by Au and Beck (2001)
4.7
(11)
868 téléchargements
Mise à jour 30 juin 2016

Afficher la licence

Implementation of the Example 1 of the paper, Au and Beck (2001) - Estimation of small failure probabilities in high dimensions by Subset Simulation. The main file is 'MCS_SS_linosc.m':
The subset simulation method is contained in the file 'SS.m' and the modified Metropolis algorithm in 'MMA.m'. For comparison purposes the crude Monte Carlo simulation method is also provided in file 'MCS.m'.

Citation pour cette source

Felipe (2024). Monte Carlo and subset simulation example (https://www.mathworks.com/matlabcentral/fileexchange/57947-monte-carlo-and-subset-simulation-example), MATLAB Central File Exchange. Récupéré le .

Compatibilité avec les versions de MATLAB
Créé avec R2016a
Compatible avec toutes les versions
Plateformes compatibles
Windows macOS Linux
Catégories
En savoir plus sur Stochastic Differential Equation (SDE) Models dans Help Center et MATLAB Answers

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Publié le Notes de version
1.0.0.0