Research output: Contribution to journal › Conference article › peer-review
Using the inverse distribution function method and the modified superposition method in the NMPUD computer system. / Cherkashin, D. A.; Voytishek, A. V.
In: Journal of Physics: Conference Series, Vol. 2099, No. 1, 012071, 13.12.2021.Research output: Contribution to journal › Conference article › peer-review
}
TY - JOUR
T1 - Using the inverse distribution function method and the modified superposition method in the NMPUD computer system
AU - Cherkashin, D. A.
AU - Voytishek, A. V.
N1 - Funding Information: This work was supported by state contract with ICM&MG SB RAS (0251-2021-0002) Publisher Copyright: © 2021 Institute of Physics Publishing. All rights reserved.
PY - 2021/12/13
Y1 - 2021/12/13
N2 - This paper presents a computer system for modelling one-dimensional random variables NMPUD, developed in the laboratory of mathematical modelling of Lyceum No. 130 in Novosibirsk. The results of the numerical experiments and the considerations justifying the practicability for using in the NMPUD system: The elementary densities constructed by the technology of sequential (inserted) substitutions, the densities representing weighted sums of elementary densities (which can be simulated using the modified discrete superposition method), the algorithms for a piecewise linear approximation of unknown densities using a given sample, the algorithms of the modified superposition method for computational modelling of random variables with piecewise linear densities, are also presented.
AB - This paper presents a computer system for modelling one-dimensional random variables NMPUD, developed in the laboratory of mathematical modelling of Lyceum No. 130 in Novosibirsk. The results of the numerical experiments and the considerations justifying the practicability for using in the NMPUD system: The elementary densities constructed by the technology of sequential (inserted) substitutions, the densities representing weighted sums of elementary densities (which can be simulated using the modified discrete superposition method), the algorithms for a piecewise linear approximation of unknown densities using a given sample, the algorithms of the modified superposition method for computational modelling of random variables with piecewise linear densities, are also presented.
UR - http://www.scopus.com/inward/record.url?scp=85123698872&partnerID=8YFLogxK
U2 - 10.1088/1742-6596/2099/1/012071
DO - 10.1088/1742-6596/2099/1/012071
M3 - Conference article
AN - SCOPUS:85123698872
VL - 2099
JO - Journal of Physics: Conference Series
JF - Journal of Physics: Conference Series
SN - 1742-6588
IS - 1
M1 - 012071
T2 - International Conference on Marchuk Scientific Readings 2021, MSR 2021
Y2 - 4 October 2021 through 8 October 2021
ER -
ID: 35377881