dbo:abstract |
A stochastic simulation is a simulation of a system that has variables that can change stochastically (randomly) with individual probabilities. Realizations of these random variables are generated and inserted into a model of the system. Outputs of the model are recorded, and then the process is repeated with a new set of random values. These steps are repeated until a sufficient amount of data is gathered. In the end, the distribution of the outputs shows the most probable estimates as well as a frame of expectations regarding what ranges of values the variables are more or less likely to fall in. Often random variables inserted into the model are created on a computer with a random number generator (RNG). The U(0,1) uniform distribution outputs of the random number generator are then transformed into random variables with probability distributions that are used in the system model. (en) Métodos de simulação estocástica são procedimentos que envolvem a geração de números aleatórios (pseudo-aleatórios) com o objectivo de explorar o espaço de incerteza ou campo de possibilidades de um dado fenómeno físico ou qualquer outro tipo de variável de estudo cujo comportamento possa ser quantificado matematicamente. Os métodos de simulação fazem parte da ciência de processos estocásticos e utilizam o método de Monte-Carlo nos seus algoritmos. (pt) |
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http://apps.nrbook.com/empanel/index.html%23pg=946 http://cain.sourceforge.net/ http://mosaic.mpi-cbg.de/%3Fq=downloads/stochastic_chemical_net https://web.archive.org/web/20130410021427/http:/steps.sourceforge.net/STEPS/Home.html http://www.worldscibooks.com/physics/6988.html%7Caccess-date=2012-05-03%7Carchive-url=https:/web.archive.org/web/20090211113048/http:/worldscibooks.com/physics/6988.html%7Carchive-date=2009-02-11%7Curl-status=dead http://stochpy.sourceforge.net http://www.resassure.com http://www.stochss.org https://github.com/Heuro-labs/cayenne http://www.zora.uzh.ch/id/eprint/39866/1/PSSACR.pdf http://www.zora.uzh.ch/id/eprint/79206/8/1.3521496.pdf |
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rdfs:comment |
Métodos de simulação estocástica são procedimentos que envolvem a geração de números aleatórios (pseudo-aleatórios) com o objectivo de explorar o espaço de incerteza ou campo de possibilidades de um dado fenómeno físico ou qualquer outro tipo de variável de estudo cujo comportamento possa ser quantificado matematicamente. Os métodos de simulação fazem parte da ciência de processos estocásticos e utilizam o método de Monte-Carlo nos seus algoritmos. (pt) A stochastic simulation is a simulation of a system that has variables that can change stochastically (randomly) with individual probabilities. Realizations of these random variables are generated and inserted into a model of the system. Outputs of the model are recorded, and then the process is repeated with a new set of random values. These steps are repeated until a sufficient amount of data is gathered. In the end, the distribution of the outputs shows the most probable estimates as well as a frame of expectations regarding what ranges of values the variables are more or less likely to fall in. (en) |
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Stochastic simulation (en) Simulação estocástica (pt) |
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