Ads
related to: what is stochastic simulation
Search results
Results From The WOW.Com Content Network
A stochastic simulation is a simulation of a system that has variables that can change stochastically (randomly) with individual probabilities. [1]Realizations of these random variables are generated and inserted into a model of the system.
The term stochastic process first appeared in English in a 1934 paper by Joseph Doob. [60] For the term and a specific mathematical definition, Doob cited another 1934 paper, where the term stochastischer Prozeß was used in German by Aleksandr Khinchin, [63] [64] though the German term had been used earlier, for example, by Andrei Kolmogorov ...
A stochastic program is an optimization problem in which some or all problem parameters are uncertain, but follow known probability distributions. [ 1 ] [ 2 ] This framework contrasts with deterministic optimization, in which all problem parameters are assumed to be known exactly.
Stochastic optimization (SO) are optimization methods that generate and use random variables. For stochastic optimization problems, the objective functions or constraints are random. Stochastic optimization also include methods with random iterates .
In contrast, the Gillespie algorithm allows a discrete and stochastic simulation of a system with few reactants because every reaction is explicitly simulated. A trajectory corresponding to a single Gillespie simulation represents an exact sample from the probability mass function that is the solution of the master equation .
Stochastic ray tracing is the application of Monte Carlo simulation to the computer graphics ray tracing algorithm. " Distributed ray tracing samples the integrand at many randomly chosen points and averages the results to obtain a better approximation.
Stochastic simulation is a simulation where some variable or process is subject to random variations and is projected using Monte Carlo techniques using pseudo-random numbers. Thus replicated runs with the same boundary conditions will each produce different results within a specific confidence band.
Computer simulation is the running of a mathematical model on a computer, the model being designed to represent the behaviour of, or the outcome of, a real-world or ...