Monte Carlo Analysis

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Monte Carlo Analysis

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Using the Monte Carlo analysis option of the Time Domain Toolbox, you can perform a predefined number of simulation runs with variation of parameter values according to a predefined distribution function.

Parameters / Initial Values

1.From the Getting Started Manual\Time Domain Toolbox library open the model ParameterSweep.
2.Open the Simulator.
3.From the Tools menu select the Time Domain Toolbox and then Monte Carlo Analysis.

A window opens asking you which parameters / initial values should be varied for the Monte Carlo analysis:

MonteCarlo1

Two parameters have already been entered.

4.Click the Next button.

Result

A window opens asking you which result should be monitored during the Monte Carlo Analysis:

MonteCarlo2

Here the integrated absolute error of the machine is chosen.

5.Click the Next button.

Run options

A window opens asking some simulation run options:

MonteCarlo3

Because this is a statistical method, we have to do many simulations runs. We therefore choose not to display the results in a plot to speed up simulation and prevent using too much computer memory.

6.Click the Next button.

A window opens with a summary of the chosen options. If your are not satisfied you can use the Back button to go to a previous window and change settings.

7.Click the Finish button to close the Multiple Run Wizard.
8.From the Simulation menu click the Multiple Run command to perform the Monte Carlo Analysis.

Monte Carlo Analysis Results

After the simulations have been done, a Monte Carlo Analysis Results window will open, showing the results:

MonteCarlo4

You can select the following items:

Values: Choose this button to open the list that shows the output of the various runs performed during the Monte Carlo analysis.
Histogram: Choose this button to open a histogram of the selected item.
Matlab: Export the results to Matlab.
OK: Close the Multiple Run Results Window.

 

You can always re-open the Multiple Run Results window, by selecting the Multiple Run Results command of the View Menu.

9.By choosing the Values button, a new window is opened, showing output of the various runs performed during the Monte Carlo analysis.

MonteCarlo5

 

You can select the following items:

Set Values: Choose the values of the selected run, as new parameter values of your model.
Create Datafile: Use this button to store the values of the selected variables on file. Use the control-key and shift-key to make multiple selections.

 

By choosing the Histogram button, a new window is opened, showing distribution of the integrated absolute error:

MonteCarlo6