Monte Carlo Analysis

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Monte Carlo Analysis

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Using the Tolerance Analysis option of the Multiple Run Wizard, you can analyze the effects of variation of parameters / initial values on the performance of your model. Three methods of Tolerance analysis are supported in the Multiple Run Wizard. One of these methods is Monte Carlo Analysis. Using Monte Carlo analysis, 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 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

2.Add the parameters / initial values of your choice:
3.Click the Next button.

Result

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

MonteCarlo2

4.Enter the result here using the various options of the window.
5.Click the Next button.

Run options

A window opens asking some simulation run options:

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6.Select the desired run options and 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 simulation has 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 Multiple Run 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 result variable:

MonteCarlo6