The method of accelerated statistical modeling and its application in problems with irremovable singularity

S. A. Nekrasov

South Russian State Technical University, Prosveshcheniya str., 132, 346428 Novocherkassk

Abstract: We study a number of known methods for solving stochastic problems on the basis of statistical tests (a Monte Carlo method). Aiming at a comparative study of the efficiency of these methods, we solve a number of problems in the theory of technical systems with inaccurately given and random parameters and characteristics.

Keywords: simulation, Monte Carlo method, the method of accelerated statistical modeling, comparison of efficiency.

UDC: 621.316

Received: 06.02.2016

DOI: 10.17377/sibjim.2017.20.206

 English version: Journal of Applied and Industrial Mathematics, 2017, 11:2, 244–251

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