PRACTICAL VARIANCE REDUCTION TECHNIQUES IN SIMULATION.

A. Haldar, B. M. Ayyub

Research output: Contribution to journalConference article

3 Scopus citations

Abstract

The use of simulation techniques to estimate the risk or reliability of an engineering system are discussed. When simulation is used for a complicated engineering system, variance reduction techniques should be used for economic reasons For the complicated example considered here, the Conditional Expectation plus Antithetic Variates variance reduction technique is found to be the most efficient.

Original languageEnglish (US)
Pages (from-to)63-74
Number of pages12
JournalAmerican Society of Mechanical Engineers, Pressure Vessels and Piping Division (Publication) PVP
Volume93
StatePublished - Dec 1 1984
Externally publishedYes

ASJC Scopus subject areas

  • Mechanical Engineering

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