Demonstration of Improved Monte Carlo Simulation Techniques for the APAIR Antisubmarine Warfare Program

Abstract

The use of advanced techniques can greatly improve the effectiveness of Monte Carlo simulation calculations. As a demonstration model, the Navy's Antisubmarine Warfare Air Engagement Model, APAIR, which simulates a single aircraft hunting and destroying a submarine, was selected. Possible improvements in random number generation are presented; however, the study centers on implementation of variance reduction techniques. Two test cases, typical of APAIR applications, were chosen. Examples illustrating the use of the statistical estimation, expected value, systematic sampling, antithetic sampling, correlated sampling, history reanalysis, and importance sampling were run.

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1973
Accession Number
AD0762720

Entities

People

  • David C. Irving
  • Elgie J. Mcgrath

Tags

Communities of Interest

  • Ground and Sea Platforms
  • Weapons Technologies

DTIC Thesaurus Topics

  • Antisubmarine Warfare
  • Computer Programs
  • Computers
  • Data Science
  • Detection
  • Detectors
  • Estimators
  • Information Science
  • Magnetic Anomaly Detection
  • Magnetic Anomaly Detectors
  • Military Research
  • Monte Carlo Method
  • Random Number Generators
  • Random Variables
  • Sampling
  • Simulations
  • Statistical Estimation

Readers

  • Computational Modeling and Simulation
  • Regression Analysis.
  • Spectroscopy.