ACM Transactions on Modeling and Computer Simulation

The classical Adomian decomposition method frequently used to solve linear and nonlinear algebraic or integro-differential equations of ordinary and partial type is revisited. Rewriting the technique in an elegant form, a parameter so-called as the ...

We present Sequem, a sequential procedure that delivers point and confidence-interval (CI) estimators for extreme steady-state quantiles of a simulation-generated process. Because it is specified completely, Sequem can be implemented directly and ...

We introduce a new paradigm in simulation experiment design and analysis, called “green simulation,” for the setting in which experiments are performed repeatedly with the same simulation model. Green simulation means reusing outputs from previous ...

“Green Simulation: Reusing the Output of Repeated Experiments” by Feng and Staum describes methods based on likelihood ratio or importance sampling theory for reusing the outputs of simulation experiments at previous parameter settings to augment and ...

Simulations are often driven by input models estimated from finite real-world data. When we use simulations to assess the performance of a stochastic system, there exist two sources of uncertainty in the performance estimates: input and simulation ...

We study the conjugacy approximation models in the context of Bayesian ranking and selection with unknown correlations. Under the assumption of normal-inverse-Wishart prior distribution, the posterior distribution remains a normal-inverse-Wishart ...

Simulation is commonly used to study the random behaviors of large-scale stochastic systems with correlated inputs. Since the input correlation is often induced by latent common factors in many situations, to facilitate system diagnostics and risk ...