swMATH ID: 2499
Software Authors: Villen-Altamirano, Manuel; Villen-Altamirano, Jose
Description: RESTART: A method for accelerating rare event simulations This paper presents a method for accelerating simulations to estimate the probability of occurrence of rare events. The method, called RESTART (REpetitive Simulation Trials After Reaching Thresholds), is quite general and has a straightforward application, allowing dramatic reductions of the simulation time for an equal confidence of the results. The paper proves the efficiency of the method and shows an application example.
Homepage: http://ieeexplore.ieee.org/xpl/login.jsp?tp=&arnumber=717150
Keywords: rare event simulations
Related Software: TimeNET; Adam; SATLIB; Matlab; Global Optimization Toolbox For Maple; SPNP
Cited in: 35 Publications

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