IDEAS home Printed from https://ideas.repec.org/h/spr/ssrchp/978-3-030-62505-4_3.html
   My bibliography  Save this book chapter

Monte Carlo Simulation

In: Structural Reliability and Time-Dependent Reliability

Author

Listed:
  • Cao Wang

    (University of Wollongong)

Abstract

This chapter discusses the basic concept and techniques for Monte Carlo simulation. The simulation methods for a single random variable as well as those for a random vector (consisting of multiple variables) are discussed, followed by the simulation of some special stochastic processes, including Poisson process, renewal process, Gamma process and Markov process. Some advanced simulation techniques, such as the importance sampling, Latin hypercube sampling, and subset simulation, are also addressed in this chapter.

Suggested Citation

  • Cao Wang, 2021. "Monte Carlo Simulation," Springer Series in Reliability Engineering, in: Structural Reliability and Time-Dependent Reliability, chapter 0, pages 105-163, Springer.
    • Handle: RePEc:spr:ssrchp:978-3-030-62505-4_3
    DOI: 10.1007/978-3-030-62505-4_3
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. El-Dib, Yusry O. & Elgazery, Nasser S., 2022. "A novel pattern in a class of fractal models with the non-perturbative approach," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
    2. Guilin Zhu & Linyou Zhang & Zhihui Deng & Qingda Feng & Zhaoxuan Niu & Wenhao Xu, 2023. "Three-Dimensional Geological Modeling and Resource Estimation of Hot Dry Rock in the Gonghe Basin, Qinghai Province," Energies, MDPI, vol. 16(16), pages 1-16, August.
    3. Guillem Piris & Ignasi Herms & Albert Griera & Montse Colomer & Georgina Arnó & Enrique Gomez-Rivas, 2021. "3DHIP-Calculator—A New Tool to Stochastically Assess Deep Geothermal Potential Using the Heat-In-Place Method from Voxel-Based 3D Geological Models," Energies, MDPI, vol. 14(21), pages 1-21, November.
    4. Maximilian Frick & Stefan Kranz & Ben Norden & David Bruhn & Sven Fuchs, 2022. "Geothermal Resources and ATES Potential of Mesozoic Reservoirs in the North German Basin," Energies, MDPI, vol. 15(6), pages 1-26, March.
    5. Gang Liu & Duo Chen & Bo Li & Changjun Li, 2023. "Primary Growth Behavior of Sulfur Particles through the Throttle Valve in the Transmission System of High Sulfur Content Natural Gas," Energies, MDPI, vol. 16(7), pages 1-31, March.
    6. Wei Zhang & Qihong Feng & Sen Wang & Xianmin Zhang & Jiyuan Zhang & Xiaopeng Cao, 2022. "Molecular Simulation Study and Analytical Model for Oil–Water Two-Phase Fluid Transport in Shale Inorganic Nanopores," Energies, MDPI, vol. 15(7), pages 1-20, March.
    7. Qin, Lei & Wang, Ping & Lin, Haifei & Li, Shugang & Zhou, Bin & Bai, Yang & Yan, Dongjie & Ma, Chao, 2023. "Quantitative characterization of the pore volume fractal dimensions for three kinds of liquid nitrogen frozen coal and its enlightenment to coalbed methane exploitation," Energy, Elsevier, vol. 263(PA).
    8. Tan, Bo & Cheng, Gang & Fu, Shuhui & Wang, Haiyan & Li, Zixu & Zhang, Xuedong, 2022. "Molecular simulation for physisorption characteristics of O2 in low-rank coals," Energy, Elsevier, vol. 242(C).
    9. Li, Jing & Xie, Yetong & Liu, Huimin & Zhang, Xuecai & Li, Chuanhua & Zhang, Lisong, 2023. "Combining macro and micro experiments to reveal the real-time evolution of permeability of shale," Energy, Elsevier, vol. 262(PB).

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:ssrchp:978-3-030-62505-4_3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.