Geodesic
The method of accelerated statistical modeling and its application in problems with irremovable singularity
Sibirskij žurnal industrialʹnoj matematiki, Tome 20 (2017) no. 2, pp. 50-58

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We study a number of known methods for solving stochastic problems on the basis of statistical tests (a Monte Carlo method). Aiming at a comparative study of the efficiency of these methods, we solve a number of problems in the theory of technical systems with inaccurately given and random parameters and characteristics.
Mots-clés : simulation
Keywords: Monte Carlo method, the method of accelerated statistical modeling, comparison of efficiency. 
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     author = {S. A. Nekrasov},
     title = {The method of accelerated statistical modeling and its application in problems with irremovable singularity},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
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     publisher = {mathdoc},
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     year = {2017},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2017_20_2_a5/}
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S. A. Nekrasov. The method of accelerated statistical modeling and its application in problems with irremovable singularity. Sibirskij žurnal industrialʹnoj matematiki, Tome 20 (2017) no. 2, pp. 50-58. http://geodesic.mathdoc.fr/item/SJIM_2017_20_2_a5/