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基于稳态随机动力响应的蒙特卡洛模拟精度研究
引用本文:赵桂峰,李琳琳,李大望.基于稳态随机动力响应的蒙特卡洛模拟精度研究[J].河南科学,2007,25(4):517-520.
作者姓名:赵桂峰  李琳琳  李大望
作者单位:同济大学,建工系,上海,200092;郑州大学,综合设计研究院,郑州,450002;深圳大学,土木工程学院,深圳,518060
基金项目:国家自然科学基金 , 河南省高校杰出科研创新人才工程项目
摘    要:以高斯白噪声作用下的单质点线性系统为例,探讨了系统稳态随机响应的蒙特卡洛模拟精度.结果表明,模拟的精度与样本数、样本值域分段数和系统参数的取值有关:样本数的选择应综合考虑计算精度与计算量,而合理选择分段数可以有效改善计算结果的精度.

关 键 词:随机响应  蒙特卡洛模拟  精确解  精度分析
文章编号:1004-3918(2007)04-0517-04
修稿时间:2007-05-11

Analyses for the Precision of Monte Carlo Simulation Based on Steady-State Random Dynamic Responses
ZHAO Gui-feng,LI Lin-lin,LI Da-wang.Analyses for the Precision of Monte Carlo Simulation Based on Steady-State Random Dynamic Responses[J].Henan Science,2007,25(4):517-520.
Authors:ZHAO Gui-feng  LI Lin-lin  LI Da-wang
Institution:1. Department of Building Engineering, Tongji University, Shanghai 200092, China; 2. Institute of Comprehensive Design, Zhengzhou University, Zhengzhou 450002, China; 3. College of Civil Engineering, Shenzhen University, Shenzhen 518060, China
Abstract:Based on single degree linear systems undergoing Gauss white noises, the accuracy of Monte Carlo simulation for steady-state random responses is investigated. The result shows that the accuracy is related to the number of sample, the subsection number of the value region and the systemic parameters. The computational accuracy and amount of calculation should be considered comprehensively when selecting the sample number, and the accuracy of the computational results can be improved by a subsection number of the value region selected reasonably.
Keywords:random response  Monte Carlo simulation  precise solution  accuracy analysis
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