search-head

Sie sind hier: Homepage >  Suche

    Latin Hypercube Sampling-Based Monte Carlo Simulation: Extension of the Sample Size and Correlation Control

    Latin Hypercube Sampling-Based Monte Carlo Simulation: Extension of the Sample Size and Correlation Control


    Abstract Latin hypercube sampling (LHS) is frequently used in Monte Carlo-type simulations for the probabilistic analysis of systems due to its variance reducing properties compared with random sampling. LHS allows for an extension of the sample size by doubling them or adding an even multiple of the sample size depending on the selection of the sample values. This can become a drawback of LHS compared to random sampling especially in the presence of a large sample size. In this chapter, a new approach to the multiple extension of a Latin hypercube samples is presented. The objective is to extend the sample size but to keep the increase in the number of realizations constant. It is of particular importance that the present approach is able to maintain the correlations between the input variables in the probabilistic analysis.

    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €

    Exportieren, teilen und zitieren

    Dokumentinformationen

    Titel :

    Latin Hypercube Sampling-Based Monte Carlo Simulation: Extension of the Sample Size and Correlation Control

    Beteiligte:
    Schmidt, Robin (Autor:in) / Voigt, Matthias (Autor:in) / Mailach, Ronald (Autor:in)
    Erschienen in:

    Uncertainty Management for Robust Industrial Design in Aeronautics ; 2 ; 279-289

    Notes on Numerical Fluid Mechanics and Multidisciplinary Design ; 140 , 2

    Erscheinungsdatum :

    2018-07-21

    Format / Umfang :

    11 pages

    ISBN :

    978-3-319-77766-5 , 978-3-319-77767-2

    ISSN :

    1860-0824 , 1612-2909

    DOI :

    https://doi.org/10.1007/978-3-319-77767-2_17

    Medientyp :

    Aufsatz/Kapitel (Buch)

    Format :

    Elektronische Ressource

    Sprache :

    Englisch

    Schlagwörter :

    Monte Carlo simulation , Latin hypercube sample , Correlation control Engineering , Vibration, Dynamical Systems, Control , Engineering Design , Numerical and Computational Physics, Simulation , Acoustics

    Ähnliche Titel

    Replicated Latin Hypercube Sampling

    Pleming, Jason / Manteufel, Randall | AIAA | 2005

    Evaluating the Convergence of Latin Hypercube Sampling

    Manteufel, R. D. / American Institute of Aeronautics and Astronautics / American Society of Mechanical Engineers et al. | British Library Conference Proceedings | 2000

    Evaluating the convergence of Latin Hypercube Sampling

    Manteufel, Randall | AIAA | 2000

    Collaboration Pursuing Method Using Latin Hypercube Sampling

    Wang, Dapeng | AIAA | 2006

    Optimal Repetition Scheme for Repeated Latin Hypercube Sampling

    Beachkofski, Brian / Grandhi, Ramana | AIAA | 2002

    Zugriff

    Zugriff prüfen

    Verfügbarkeit in meiner Bibliothek prüfen

    Bestellung bei Subito €

    Seitennavigation

    Dokumentinformationen

    Ähnliche Titel

    Exportieren, teilen und zitieren