Stochastic Analysis Involving the Computational Cost of a Monte-Carlo Simulation

Author:

Goicoechea Héctor E.,Lima Roberta,Sampaio Rubens

Publisher

Springer International Publishing

Reference10 articles.

1. de Cursi, E.S., Sampaio, R.: Uncertainty Quantification and Stochastic Modeling with MATLAB, vol. 67, 1st edn. ISTE Press Ltd., Elsevier Ltd., London, UK (2015)

2. Sampaio, R., Lima, R.: Modelagem Estocástica e Geração de Amostras de variáveis e Vetores Aleatórios, vol. 70. SBMAC - Notas em Matemática Aplicada, São Carlos - SP (2012)

3. Sobol, I.M.: A Primer for the Monte Carlo Method, 1st edn. CRC Press, Boca Raton (1994)

4. Gomes, M., Goicoechea, H.E., Lima, R., Sampaio, R.: Stochastic evaluation of the run-time of a stick-slip oscillator problem. In Mecánica Computacional, vol. 39, Bahía Blanca, 2022. Asociacion Argentina de Mecánica Computacional (2022)

5. de Cursi, E.S., Sampaio, R.: Modelagem Estocástica e Quantificação de Incertezas, vol. 66. SBMAC - Notas em Matemática Aplicada, São Carlos - SP (2012)

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