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A Nonlinear Deterministic Mode Decomposition Strategy for High‐Dimensional Monte Carlo Simulations
Author(s) -
Bamer Franz,
Markert Bernd
Publication year - 2016
Publication title -
pamm
Language(s) - English
Resource type - Journals
ISSN - 1617-7061
DOI - 10.1002/pamm.201610082
Subject(s) - monte carlo method , kinetic monte carlo , nonlinear system , monte carlo molecular modeling , decomposition , hybrid monte carlo , statistical physics , dynamic monte carlo method , monte carlo method in statistical physics , extension (predicate logic) , computer science , monte carlo integration , mode (computer interface) , mathematics , mathematical optimization , physics , markov chain monte carlo , chemistry , statistics , organic chemistry , quantum mechanics , programming language , operating system
We present a new reduced Monte Carlo simulation strategy for nonlinear high‐order systems based on an extension of the proper orthogonal decomposition for transient excited structures. This novel approach enables the evaluation of the response statistics in a fractional amount of time compared to the full Monte Carlo simulation procedure. (© 2016 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)