lecture14 - Monte Carlo Simulation CWR 6536 Stochastic...

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Monte Carlo Simulation CWR 6536 Stochastic Subsurface Hydrology
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Steps in Monte Carlo Simulation Create input sample space with known distribution, e.g. ensemble of all possible combinations of v, D, θ, m values Run each realization of v, D, θ, m values through model to produce output sample space Repeat experiment many times to get accurate representation of input sample space and accurate statistics of output sample space Calculate statistics of output sample space, i.e. pdf, mean, variance, etc. as a function of location
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Steps in Monte Carlo Simulation
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Primary questions to ask How to generate input samples? are random inputs correlated with each other are random inputs correlated in space or time How many replicates are required to get reliable output statistics? test input statistics to be sure they are generated correctly test convergence of output statistics to constant values calculate approximate number of replicates needed as get an idea of magnitude of mean and variance of the output.
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lecture14 - Monte Carlo Simulation CWR 6536 Stochastic...

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