Modified Monte Carlo with Importance Sampling Method
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چکیده
Monte Carlo simulation methods apply a random sampling and modifications can be made of this method is by using variance reduction techniques (VRT). VRT objective is to reduce the variance due to Monte Carlo methods become more accurate with a variance approaching zero and the number of samples approaches infinity, which is not practical in the real situation (Chen, 2004). These techniques are the use of antithetic variate, variate control and sampling methods are different. In crack fatigue and reliability analysis of structures, other than random sampling, the types of sampling that has been used by researchers are:
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