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Model replication techniques for parameter-influence studies and Monte Carlo simulation with random parameters

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  • Korn, Granino A.

Abstract

Modern computers produce large volumes of simulation results so quickly that their management becomes a formidable task. We describe interactive computer software for replicating simulation models with different parameters. A single simulation run then produces results for hundreds of models with different parameter values without the loop overhead imposed by repeated simulations. One can1.arrange corresponding values of model-parameter values and model performance measures in corresponding arrays suitable for use in commercially available spreadsheet and relational-database programs for further processing and archival storage, or2.produce a Monte Carlo sample of model runs with random parameter values and compute statistics such as various averages or probability estimates as functions of simulation time in a single simulation run.

Suggested Citation

  • Korn, Granino A., 2005. "Model replication techniques for parameter-influence studies and Monte Carlo simulation with random parameters," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 67(6), pages 501-513.
    • Handle: RePEc:eee:matcom:v:67:y:2005:i:6:p:501-513
    DOI: 10.1016/j.matcom.2004.07.003
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    1. Korn, Granino A., 1999. "Interactive solution of partial differential equations by the Method-of-lines," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 49(1), pages 129-138.
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