Efficient reliability assessment of structural dynamic systems with unequal weighted quasi-Monte Carlo Simulation

Computers & Structures ◽

10.1016/j.compstruc.2016.06.005 ◽

2016 ◽

Vol 175 ◽

pp. 37-51 ◽

Author(s):

Jun Xu ◽

Wangxi Zhang ◽

Rui Sun

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Dynamic Systems ◽

Reliability Assessment ◽

Structural Dynamic ◽

Quasi Monte Carlo

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A two-step methodology to apply low-discrepancy sequences in reliability assessment of structural dynamic systems

Structural and Multidisciplinary Optimization ◽

10.1007/s00158-017-1834-x ◽

2017 ◽

Vol 57 (4) ◽

pp. 1643-1662 ◽

Author(s):

Jun Xu ◽

Ding Wang

Keyword(s):

Dynamic Systems ◽

Reliability Assessment ◽

Structural Dynamic ◽

Low Discrepancy Sequences

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A probabilistic load flow method based on modified Nataf transformation and quasi Monte Carlo simulation

2015 IEEE PES Asia-Pacific Power and Energy Engineering Conference (APPEEC) ◽

10.1109/appeec.2015.7380886 ◽

2015 ◽

Author(s):

Sidun Fang ◽

Haozhong Cheng ◽

Guodong Xu ◽

Qinyong Zhou ◽

Hailei He ◽

...

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Load Flow ◽

Flow Method ◽

Quasi Monte Carlo ◽

Probabilistic Load Flow ◽

Probabilistic Load ◽

Nataf Transformation

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An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options

European Journal of Operational Research ◽

10.1016/j.ejor.2018.10.030 ◽

2019 ◽

Vol 274 (2) ◽

pp. 759-772 ◽

Author(s):

Fei Xie ◽

Zhijian He ◽

Xiaoqun Wang

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Importance Sampling ◽

Barrier Options ◽

Quasi Monte Carlo

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Enhancing Quasi-Monte Carlo Simulation by Minimizing Effective Dimension for Derivative Pricing

Computational Economics ◽

10.1007/s10614-017-9732-2 ◽

2017 ◽

Vol 54 (1) ◽

pp. 343-366 ◽

Author(s):

Ye Xiao ◽

Xiaoqun Wang

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Derivative Pricing ◽

Effective Dimension ◽

Quasi Monte Carlo

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Generation reliability assessment in power markets using Monte Carlo simulation and soft computing

Applied Soft Computing ◽

10.1016/j.asoc.2011.05.031 ◽

2011 ◽

Vol 11 (8) ◽

pp. 5292-5298 ◽

Author(s):

H. Haroonabadi ◽

M.-R. Haghifam

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Soft Computing ◽

Reliability Assessment ◽

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Path-Dependent Options Pricing: A Quasi Monte Carlo Simulation Approach with MATLAB

SSRN Electronic Journal ◽

10.2139/ssrn.1659248 ◽

2010 ◽

Author(s):

Jay Au Yeung

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Options Pricing ◽

Simulation Approach ◽

Quasi Monte Carlo ◽

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Reliability assessment of bioreactor landfills using Monte Carlo simulation and coupled hydro-bio-mechanical model

Waste Management ◽

10.1016/j.wasman.2017.11.010 ◽

2018 ◽

Vol 72 ◽

pp. 329-338 ◽

Author(s):

Krishna R. Reddy ◽

Girish Kumar ◽

Rajiv K. Giri ◽

B. Munwar Basha

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Mechanical Model ◽

Reliability Assessment ◽

Bioreactor Landfills

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Reliability assessment of integrated wind-storage systems using Monte Carlo simulation

2016 13th International Multi-Conference on Systems, Signals & Devices (SSD) ◽

10.1109/ssd.2016.7473689 ◽

2016 ◽

Author(s):

Ibrahem Hussein ◽

Mohammad AlMuhaini

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Storage Systems ◽

Reliability Assessment

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The Use of Data to Identify Systems for Reliability Assessment Using Monte-Carlo Simulation Techniques

Reliability Data Collection and Use in Risk and Availability Assessment ◽

10.1007/978-3-642-83721-0_56 ◽

1989 ◽

pp. 694-704

Author(s):

A M Featherstone ◽

K Ghazvini

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Reliability Assessment ◽

Simulation Techniques ◽

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Monte Carlo Simulation of Real Dynamic Systems

Advanced Dynamic-System Simulation ◽

10.1002/9781118527412.ch5 ◽

2013 ◽

pp. 109-125

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Dynamic Systems

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