Comparison of PDEM and MCS: Accuracy and efficiency

• Published in: Probabilistic engineering mechanics Vol. 71; p. 103382
• Main Authors: Li, Jie, Wang, Dan
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.01.2023
• Subjects: Computational accuracy and efficiency; Generalized probability density evolution equation; Monte Carlo simulation; Probability density evolution method; Stochastic system; Generalized probability density evolution equation; Probability density evolution method; Stochastic system; Computational accuracy and efficiency; Monte Carlo simulation

The accuracy and efficiency of two methods for stochastic analysis, the probability density evolution method (PDEM) and the Monte Carlo simulation (MCS) method, are compared in terms of how well they reflect the physical properties of stochastic systems. The basic principle and the numerical impleme...