This article is cited in 2 papers

About efficient algorithms of numerically-statistical simulation

G. A. Mikhailov

Institute of Computational Mathematics and Mathematical Geophysics SB RAS, pr. Lavrentjeva, 6, Novosibirsk, 630090, Russia

Abstract: A set of numerical algorithms for the simulation of random variables and functions as well for the parametrical numerically-statistical analysis are considered. Important specifications and explanations of the algorithms formulations and substantiation, which are effective from the standpoint of practice, are given.

Key words: base random number, probability density function, discrete superposition method, branching of trajectories, similar trajectory method, random field, histogram.

UDC: 519.676

Received: 02.07.2013

 English version: Numerical Analysis and Applications, 2014, 7:2, 147–158

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