TY - JOUR
T1 - Error Analysis of Nonlinear Simulations
T2 - Applications to World Dynamics
AU - Burns, James R.
PY - 1975/5
Y1 - 1975/5
N2 - Two algorithms for error analysis of nonlinear continuous simulations are derived and presented. A first-order algorithm is developed initially, and its relationship to standard sensitivity algorithms is indicated. This is followed by the development of a Monte Carlo simulation algorithm. The limitations and computational efficiencies of each are discussed and compared. Both algorithms are developed under the assumptions of uncertainty in the inputs to the model, certainty in the accuracy and adequacy of model structure. Simulation techniques for accommodating situations where the latter assumption is not good are then discussed. Using the Forrester world model [1] as the vehicle of demonstration, the techniques show what maximal amount of error can be tolerated in the inputs in order to retain a given accuracy in the outputs.
AB - Two algorithms for error analysis of nonlinear continuous simulations are derived and presented. A first-order algorithm is developed initially, and its relationship to standard sensitivity algorithms is indicated. This is followed by the development of a Monte Carlo simulation algorithm. The limitations and computational efficiencies of each are discussed and compared. Both algorithms are developed under the assumptions of uncertainty in the inputs to the model, certainty in the accuracy and adequacy of model structure. Simulation techniques for accommodating situations where the latter assumption is not good are then discussed. Using the Forrester world model [1] as the vehicle of demonstration, the techniques show what maximal amount of error can be tolerated in the inputs in order to retain a given accuracy in the outputs.
UR - http://www.scopus.com/inward/record.url?scp=0016508692&partnerID=8YFLogxK
U2 - 10.1109/TSMC.1975.5408408
DO - 10.1109/TSMC.1975.5408408
M3 - Article
AN - SCOPUS:0016508692
SN - 0018-9472
VL - SMC-5
SP - 331
EP - 340
JO - IEEE Transactions on Systems, Man and Cybernetics
JF - IEEE Transactions on Systems, Man and Cybernetics
IS - 3
ER -