scholarly journals How to select simulation input probability distributions

Author(s):  
Averill M. Law
Author(s):  
Xiaoping Du

Inverse simulation is an inverse process of a direct simulation. During the process, the simulation input variables are identified for a given set of simulation output variables. Uncertainties such as random parameters may exist in engineering applications of inverse simulation. A reliability method is developed in this work to estimate the probability distributions of unknown simulation input. The First Order Reliability Method is employed and modified so that the inverse simulation is embedded within the reliability analysis algorithm. This treatment avoids the separate executions of reliability analysis and inverse simulation and consequently maintains high efficiency. In addition, the means and standard deviations of unknown input variables can also be obtained. A particle impact problem is presented to demonstrate the proposed method for inverse simulation under uncertainty.


Author(s):  
Xiaoping Du

Inverse simulation is an inverse process of a direct simulation. During the process, unknown simulation input variables are identified for a given set of known simulation output variables. Uncertainties such as random parameters may exist in engineering applications of inverse simulation. An optimization method is developed in this work to estimate the probability distributions of unknown input variables. The first order reliability method is employed and modified so that the inverse simulation is embedded within the reliability analysis. This treatment avoids the separate executions of reliability analysis and inverse simulation and consequently maintains high efficiency. In addition, the means and standard deviations of the unknown input variables can also be obtained. A particle impact problem is presented to demonstrate the proposed method for inverse simulation under uncertainty.


2013 ◽  
Vol 2013 ◽  
pp. 1-11
Author(s):  
Khewal Bhupendra Kesur

This paper examines the application of Latin Hypercube Sampling (LHS) and Antithetic Variables (AVs) to reduce the variance of estimated performance measures from microscopic traffic simulators. LHS and AV allow for a more representative coverage of input probability distributions through stratification, reducing the standard error of simulation outputs. Two methods of implementation are examined, one where stratification is applied to headways and routing decisions of individual vehicles and another where vehicle counts and entry times are more evenly sampled. The proposed methods have wider applicability in general queuing systems. LHS is found to outperform AV, and reductions of up to 71% in the standard error of estimates of traffic network performance relative to independent sampling are obtained. LHS allows for a reduction in the execution time of computationally expensive microscopic traffic simulators as fewer simulations are required to achieve a fixed level of precision with reductions of up to 84% in computing time noted on the test cases considered. The benefits of LHS are amplified for more congested networks and as the required level of precision increases.


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