回複:請問忍者豬和忍者菜及各位忍者X個專業問題:

來源: 2010-08-28 10:58:42 [博客] [舊帖] [給我悄悄話] 本文已被閱讀:

不是忍者!
Monte Carlo Simulation 應該是這樣的;
給定一個function,f(x1, x2, x3...)
這裏,
f 可以是線性的 or 非線性的(polynomial)or 一個偏微分方程;x1, x2, x3 ... 是input random variables or random fields。也就是它們是不確定性的來源。

x1, x2, x3....的統計分布是已知的,比如,它們的mean,std,distrubtion。。

你用random number or random field generator to generate
a lot of realizations of x1, x2, x3....

plugging these realizations of x1, x2, x3 into function f(x1, x2, x3...), you are able to calculate the response of f, then do statistics of f()...