蒙特卡洛模拟法及其matlab案例（Monte Carlo simulation method and its matlab case）.docVIP

蒙特卡洛模拟法及其matlab案例（Monte Carlo simulation method and its matlab case） Introduction to a Monte Carlo simulation method Carlo (Monte) simulation is a method to generate the time series, calculate the parameters, estimate and statistics by setting the random process, and then study its distribution characteristics. Specifically, when the reliability characteristics of the known system of each unit, but the reliability of the system is too complex, it is difficult to establish the precise mathematical model of the reliability prediction model is too complex and inconvenient or application, calculate the expected value of system reliability can be approximately stochastic simulation method; with the increase of the number of simulations, the prediction accuracy is increased gradually. Because of the repeated generation of time series, Monte Carlo simulation is based on high capacity and high speed computers, so it has only been widely popularized in recent years. The term was put forward by American physicist Metropolis during the Second World War in the course of the Manhattan project. The principle of Monte Carlo simulation method is when the problem or the object itself with probability characteristics, computer simulation methods can be used to produce the sampling results, according to the statistics of the calculation parameters or sampling value; with the increase of the number of simulations, can get stable conclusion the average method to estimate the parameter values or statistics. Two Monte Carlo simulation method of solving steps This method can be divided into two kinds: deterministic and stochastic. Problem solving steps are as follows: 1. according to the problems presented to construct a simple and applicable probability model or stochastic model, so that some features solutions corresponding to the random variables in the model (such as probability, mean and variance), the structure of the model to be consistent with the actual problem or system in the as