The Encyclopedia of Water Stochastic Simulation of Hydrosystems (SW-913)
نویسنده
چکیده
Simulation is defined to be a technique to imitate the evolution of a real system by studying a model of the system (Winston, 1994, p. 23; Ripley, 1987, p. 2). The model is an abstraction, a simplified and convenient mathematical representation of the actual system typically coded and run as a computer program. If the model has a stochastic1 element, then we have stochastic simulation. The term stochastic simulation sometimes is used synonymously to the Monte-Carlo method. Stochastic simulation is regarded as mathematical experimentation and is appropriate for complex systems, whose study based on analytical methods is laborious or even impossible. For such systems, stochastic simulation provides an easy means to explore their behavior by answer specific ‘what if’ questions. Moreover, stochastic simulation can be viewed as a numerical method to solve mathematical problems in several fields like statistical inference, optimization, integration, and even equation solving. Under certain conditions stochastic simulation is more powerful than other more common numerical methods (e.g. numerical integration of high-dimensional differential equations).
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