SlideShare a Scribd company logo
1 of 3
Introduction:
A simulation model is property used depending on the circumstances of the actual world
taken as the subject of consideration. A deterministic model is used in that situation
wherein the result is established straightforwardly from a series of conditions. In a
situation wherein the cause and effect relationship is stochastically or randomly
determined the stochastic model is used.
        A deterministic model has no stochastic elements and the entire input and
output relation of the model is conclusively determined. A dynamic model and a static
model are included in the deterministic model.
        A stochastic model has one or more stochastic element. The system having
stochastic element is generally not solved analytically and, moreover, there are several
cases for which it is difficult to build an intuitive perspective. In the case of simulating a
stochastic model, a random number is normally generated by some method or the other
to execute trial. Such a simulation is called the Monte Carlo method or Monte Carlo
simulation.
        In case the stochastic elements in the simulation are two or more persons and
there is a competitive situation or some type of game being reproduced, this is
specifically known as gaming simulation.
        Simulation by the deterministic model can be considered one of the specific
instances of simulation by the stochastic model. In other words, since there are no
random elements in the deterministic model, simulation can well be done just one.
However in case the initial conditions or boundary conditions are to be varied,
simulation has to be repeated by changing the data. One the other hand, in Monte Carlo
simulation, once the value has been decided by extracting a random number, the
simulation does not differ from deterministic simulation.


Deterministic Models:
   •   Model processes which are often described by differential equations, with a
       unique input leading to unique output for well-defined linear models and with
       multiple outputs possible for non-linear models;
   •   Equations can be solved by different numerical methods (after discretization:
       modification to run on a grid or a mesh, and parametrization: seting parameters
       to account for subgrid processes):

              finite difference
              finite element
              path simulation

   •   Models describe processes at various levels of temporal variation

              Steady state, with no temporal variations, often used for diagnostic
               applications
    Time series of steady state events, computed by running a steady state
                  model with time series of input parameters, this approach is commonly
                  used for estimation of long term average spatial distributions of modeled
                  phenomena

                 Dynamic, describing the spatial-temporal variations during a modeled
                  event, used for prognostic applications and forecasting

Stochastic Models:
    •    Model spatial-temporal behavior of phenomena with random components
    •    unique input leads to different output for each model run, due to the random
         component of the modeled process, single simulation gives only one possible
         result
    •    Multiple runs are used to estimate probability distributions
    •    Conditional simulations combine stochastic modeling and geostatistics to
         improve characterization of geospatial phenomena
    •    Behavior of dynamic stochastic systems can be described by different types of
         stochastic processes, such as Poisson and renewal, discrete-time and continuous-
         time Markov process, matrices of transition probabilities, Brownian processes
         and diffusion.


Deterministic Model “Vs” Stochastic Model:

A deterministic model assumes that its outcome is certain if the input to the
model is fixed. No matter how many times one recalculates, one obtains exactly t h e
same result. It is arg uable that the stochastic model is mor e
i n f o r m a t i v e t h a n a deterministic model since the former accounts for the
uncertainty due to varying behavioral characteristics.


In nature, a deterministic model is one where the model parameters are
known or assumed. Deterministic models describe behavior on the basis of
some physical law.


Deterministic models are usually dev eloped by statistical techniques such as
linear regression or non-linear curve fitting procedures which essentially
model the a v e r a g e s ys t e m b e h a v i o r s o f a n e q u i l i b r i u m o r s t e a d y s t a t e
r e l a t i o n s h i p . I n a l i v e transportation system, a totally deterministic model is
unlikely to include various dynamic random effects (or uncertainties). The uncertainty is
commonly understood as factors related to imperfect knowledge of the system
under concern, especially those being random in nature. It is closely related to
heterogeneity, which denotes the state when entities within a given system are of
non-uniform character. For example, when the heterogeneity is not faithfully
recognized, the uncertainty increases. Conversely, a decrease in uncertainty
means that the system is better understood and thus the heterogeneity is better
recognized.




       Fig: A simple illustration of deterministic and stochastic model

More Related Content

What's hot

Modelling simulation (1)
Modelling simulation (1)Modelling simulation (1)
Modelling simulation (1)Cathryn Kuteesa
 
introduction to modeling, Types of Models, Classification of mathematical mod...
introduction to modeling, Types of Models, Classification of mathematical mod...introduction to modeling, Types of Models, Classification of mathematical mod...
introduction to modeling, Types of Models, Classification of mathematical mod...Waqas Afzal
 
Sampling distribution
Sampling distributionSampling distribution
Sampling distributionswarna dey
 
Models of Operations Research is addressed
Models of Operations Research is addressedModels of Operations Research is addressed
Models of Operations Research is addressedSundar B N
 
Simulation & Modelling
Simulation & ModellingSimulation & Modelling
Simulation & ModellingSaneem Nazim
 
ML - Multiple Linear Regression
ML - Multiple Linear RegressionML - Multiple Linear Regression
ML - Multiple Linear RegressionAndrew Ferlitsch
 
What Is Prescriptive Analytics? Your 5-Minute Overview
What Is Prescriptive Analytics? Your 5-Minute OverviewWhat Is Prescriptive Analytics? Your 5-Minute Overview
What Is Prescriptive Analytics? Your 5-Minute OverviewShannon Kearns
 
3.5 Exploratory Data Analysis
3.5 Exploratory Data Analysis3.5 Exploratory Data Analysis
3.5 Exploratory Data Analysismlong24
 
Maximum Likelihood Estimation
Maximum Likelihood EstimationMaximum Likelihood Estimation
Maximum Likelihood Estimationguestfee8698
 
Introduction to simulation and modeling
Introduction to simulation and modelingIntroduction to simulation and modeling
Introduction to simulation and modelingantim19
 
Introduction to Maximum Likelihood Estimator
Introduction to Maximum Likelihood EstimatorIntroduction to Maximum Likelihood Estimator
Introduction to Maximum Likelihood EstimatorAmir Al-Ansary
 
Real life application of statistics in engineering
Real life application of statistics in engineeringReal life application of statistics in engineering
Real life application of statistics in engineeringJannatulFerdous160
 
Non Linear Equation
Non Linear EquationNon Linear Equation
Non Linear EquationMdAlAmin187
 
Time Series
Time SeriesTime Series
Time Seriesyush313
 
General Linear Model | Statistics
General Linear Model | StatisticsGeneral Linear Model | Statistics
General Linear Model | StatisticsTransweb Global Inc
 

What's hot (20)

Modelling simulation (1)
Modelling simulation (1)Modelling simulation (1)
Modelling simulation (1)
 
Transformation of variables
Transformation of variablesTransformation of variables
Transformation of variables
 
introduction to modeling, Types of Models, Classification of mathematical mod...
introduction to modeling, Types of Models, Classification of mathematical mod...introduction to modeling, Types of Models, Classification of mathematical mod...
introduction to modeling, Types of Models, Classification of mathematical mod...
 
Sampling distribution
Sampling distributionSampling distribution
Sampling distribution
 
Blue property assumptions.
Blue property assumptions.Blue property assumptions.
Blue property assumptions.
 
Models of Operations Research is addressed
Models of Operations Research is addressedModels of Operations Research is addressed
Models of Operations Research is addressed
 
Simulation & Modelling
Simulation & ModellingSimulation & Modelling
Simulation & Modelling
 
ML - Multiple Linear Regression
ML - Multiple Linear RegressionML - Multiple Linear Regression
ML - Multiple Linear Regression
 
What Is Prescriptive Analytics? Your 5-Minute Overview
What Is Prescriptive Analytics? Your 5-Minute OverviewWhat Is Prescriptive Analytics? Your 5-Minute Overview
What Is Prescriptive Analytics? Your 5-Minute Overview
 
3.5 Exploratory Data Analysis
3.5 Exploratory Data Analysis3.5 Exploratory Data Analysis
3.5 Exploratory Data Analysis
 
Maximum Likelihood Estimation
Maximum Likelihood EstimationMaximum Likelihood Estimation
Maximum Likelihood Estimation
 
Time series
Time seriesTime series
Time series
 
Introduction to simulation and modeling
Introduction to simulation and modelingIntroduction to simulation and modeling
Introduction to simulation and modeling
 
Introduction to Maximum Likelihood Estimator
Introduction to Maximum Likelihood EstimatorIntroduction to Maximum Likelihood Estimator
Introduction to Maximum Likelihood Estimator
 
Real life application of statistics in engineering
Real life application of statistics in engineeringReal life application of statistics in engineering
Real life application of statistics in engineering
 
Non Linear Equation
Non Linear EquationNon Linear Equation
Non Linear Equation
 
Time Series
Time SeriesTime Series
Time Series
 
FORECASTING MODELS
FORECASTING MODELSFORECASTING MODELS
FORECASTING MODELS
 
Predictive Modelling
Predictive ModellingPredictive Modelling
Predictive Modelling
 
General Linear Model | Statistics
General Linear Model | StatisticsGeneral Linear Model | Statistics
General Linear Model | Statistics
 

Similar to Deterministic vs stochastic

Md simulation and stochastic simulation
Md simulation and stochastic simulationMd simulation and stochastic simulation
Md simulation and stochastic simulationAbdulAhad358
 
Modeling & Simulation Lecture Notes
Modeling & Simulation Lecture NotesModeling & Simulation Lecture Notes
Modeling & Simulation Lecture NotesFellowBuddy.com
 
Course Learning Outcomes Virtual Systems and Services
Course Learning Outcomes Virtual Systems and ServicesCourse Learning Outcomes Virtual Systems and Services
Course Learning Outcomes Virtual Systems and ServicesKdmFarooqMurad
 
What is modeling.pptx
What is modeling.pptxWhat is modeling.pptx
What is modeling.pptxBerhe Tekle
 
McGraw Hill Simulation Modeling and Analysis
McGraw Hill  Simulation Modeling and AnalysisMcGraw Hill  Simulation Modeling and Analysis
McGraw Hill Simulation Modeling and AnalysisJHOSELIN MELINA TOLIN
 
Analysis of waiting line processes - U3.pptx
Analysis of waiting line processes - U3.pptxAnalysis of waiting line processes - U3.pptx
Analysis of waiting line processes - U3.pptxMariaBurgos55
 
Improving predictability and performance by relating the number of events and...
Improving predictability and performance by relating the number of events and...Improving predictability and performance by relating the number of events and...
Improving predictability and performance by relating the number of events and...Asoka Korale
 
Stochastic control
Stochastic controlStochastic control
Stochastic controlSajid Ali
 
Simulation and Modelling Reading Notes.pptx
Simulation and Modelling  Reading Notes.pptxSimulation and Modelling  Reading Notes.pptx
Simulation and Modelling Reading Notes.pptxDanMuendo1
 
Modeling prices for capital market surveillance
Modeling prices for capital market surveillanceModeling prices for capital market surveillance
Modeling prices for capital market surveillanceAsoka Korale
 
Vensim Model Packages Detailed Information
Vensim Model Packages Detailed InformationVensim Model Packages Detailed Information
Vensim Model Packages Detailed InformationSyedJunaidShahid1
 
Modelling the variability of evolutionary processes
Modelling the variability of evolutionary processesModelling the variability of evolutionary processes
Modelling the variability of evolutionary processesVicente RIBAS-RIPOLL
 

Similar to Deterministic vs stochastic (20)

Md simulation and stochastic simulation
Md simulation and stochastic simulationMd simulation and stochastic simulation
Md simulation and stochastic simulation
 
Modeling & Simulation Lecture Notes
Modeling & Simulation Lecture NotesModeling & Simulation Lecture Notes
Modeling & Simulation Lecture Notes
 
Course Learning Outcomes Virtual Systems and Services
Course Learning Outcomes Virtual Systems and ServicesCourse Learning Outcomes Virtual Systems and Services
Course Learning Outcomes Virtual Systems and Services
 
MODELING & SIMULATION.docx
MODELING & SIMULATION.docxMODELING & SIMULATION.docx
MODELING & SIMULATION.docx
 
Into to simulation
Into to simulationInto to simulation
Into to simulation
 
M 3 iot
M 3 iotM 3 iot
M 3 iot
 
What is modeling.pptx
What is modeling.pptxWhat is modeling.pptx
What is modeling.pptx
 
McGraw Hill Simulation Modeling and Analysis
McGraw Hill  Simulation Modeling and AnalysisMcGraw Hill  Simulation Modeling and Analysis
McGraw Hill Simulation Modeling and Analysis
 
JOURNALnew
JOURNALnewJOURNALnew
JOURNALnew
 
Machine Learning, Stock Market and Chaos
Machine Learning, Stock Market and Chaos Machine Learning, Stock Market and Chaos
Machine Learning, Stock Market and Chaos
 
Analysis of waiting line processes - U3.pptx
Analysis of waiting line processes - U3.pptxAnalysis of waiting line processes - U3.pptx
Analysis of waiting line processes - U3.pptx
 
Week08.pdf
Week08.pdfWeek08.pdf
Week08.pdf
 
Statistical flowgraph models
Statistical flowgraph modelsStatistical flowgraph models
Statistical flowgraph models
 
Improving predictability and performance by relating the number of events and...
Improving predictability and performance by relating the number of events and...Improving predictability and performance by relating the number of events and...
Improving predictability and performance by relating the number of events and...
 
Stochastic control
Stochastic controlStochastic control
Stochastic control
 
Simulation and Modelling Reading Notes.pptx
Simulation and Modelling  Reading Notes.pptxSimulation and Modelling  Reading Notes.pptx
Simulation and Modelling Reading Notes.pptx
 
Modeling prices for capital market surveillance
Modeling prices for capital market surveillanceModeling prices for capital market surveillance
Modeling prices for capital market surveillance
 
Vensim Model Packages Detailed Information
Vensim Model Packages Detailed InformationVensim Model Packages Detailed Information
Vensim Model Packages Detailed Information
 
Tutorial marzo2011 villen
Tutorial marzo2011 villenTutorial marzo2011 villen
Tutorial marzo2011 villen
 
Modelling the variability of evolutionary processes
Modelling the variability of evolutionary processesModelling the variability of evolutionary processes
Modelling the variability of evolutionary processes
 

Recently uploaded

Apidays New York 2024 - The value of a flexible API Management solution for O...
Apidays New York 2024 - The value of a flexible API Management solution for O...Apidays New York 2024 - The value of a flexible API Management solution for O...
Apidays New York 2024 - The value of a flexible API Management solution for O...apidays
 
Strategies for Unlocking Knowledge Management in Microsoft 365 in the Copilot...
Strategies for Unlocking Knowledge Management in Microsoft 365 in the Copilot...Strategies for Unlocking Knowledge Management in Microsoft 365 in the Copilot...
Strategies for Unlocking Knowledge Management in Microsoft 365 in the Copilot...Drew Madelung
 
Repurposing LNG terminals for Hydrogen Ammonia: Feasibility and Cost Saving
Repurposing LNG terminals for Hydrogen Ammonia: Feasibility and Cost SavingRepurposing LNG terminals for Hydrogen Ammonia: Feasibility and Cost Saving
Repurposing LNG terminals for Hydrogen Ammonia: Feasibility and Cost SavingEdi Saputra
 
Corporate and higher education May webinar.pptx
Corporate and higher education May webinar.pptxCorporate and higher education May webinar.pptx
Corporate and higher education May webinar.pptxRustici Software
 
A Beginners Guide to Building a RAG App Using Open Source Milvus
A Beginners Guide to Building a RAG App Using Open Source MilvusA Beginners Guide to Building a RAG App Using Open Source Milvus
A Beginners Guide to Building a RAG App Using Open Source MilvusZilliz
 
presentation ICT roal in 21st century education
presentation ICT roal in 21st century educationpresentation ICT roal in 21st century education
presentation ICT roal in 21st century educationjfdjdjcjdnsjd
 
Automating Google Workspace (GWS) & more with Apps Script
Automating Google Workspace (GWS) & more with Apps ScriptAutomating Google Workspace (GWS) & more with Apps Script
Automating Google Workspace (GWS) & more with Apps Scriptwesley chun
 
DBX First Quarter 2024 Investor Presentation
DBX First Quarter 2024 Investor PresentationDBX First Quarter 2024 Investor Presentation
DBX First Quarter 2024 Investor PresentationDropbox
 
GenAI Risks & Security Meetup 01052024.pdf
GenAI Risks & Security Meetup 01052024.pdfGenAI Risks & Security Meetup 01052024.pdf
GenAI Risks & Security Meetup 01052024.pdflior mazor
 
How to Troubleshoot Apps for the Modern Connected Worker
How to Troubleshoot Apps for the Modern Connected WorkerHow to Troubleshoot Apps for the Modern Connected Worker
How to Troubleshoot Apps for the Modern Connected WorkerThousandEyes
 
Ransomware_Q4_2023. The report. [EN].pdf
Ransomware_Q4_2023. The report. [EN].pdfRansomware_Q4_2023. The report. [EN].pdf
Ransomware_Q4_2023. The report. [EN].pdfOverkill Security
 
Apidays New York 2024 - Accelerating FinTech Innovation by Vasa Krishnan, Fin...
Apidays New York 2024 - Accelerating FinTech Innovation by Vasa Krishnan, Fin...Apidays New York 2024 - Accelerating FinTech Innovation by Vasa Krishnan, Fin...
Apidays New York 2024 - Accelerating FinTech Innovation by Vasa Krishnan, Fin...apidays
 
Strategize a Smooth Tenant-to-tenant Migration and Copilot Takeoff
Strategize a Smooth Tenant-to-tenant Migration and Copilot TakeoffStrategize a Smooth Tenant-to-tenant Migration and Copilot Takeoff
Strategize a Smooth Tenant-to-tenant Migration and Copilot Takeoffsammart93
 
MINDCTI Revenue Release Quarter One 2024
MINDCTI Revenue Release Quarter One 2024MINDCTI Revenue Release Quarter One 2024
MINDCTI Revenue Release Quarter One 2024MIND CTI
 
EMPOWERMENT TECHNOLOGY GRADE 11 QUARTER 2 REVIEWER
EMPOWERMENT TECHNOLOGY GRADE 11 QUARTER 2 REVIEWEREMPOWERMENT TECHNOLOGY GRADE 11 QUARTER 2 REVIEWER
EMPOWERMENT TECHNOLOGY GRADE 11 QUARTER 2 REVIEWERMadyBayot
 
Apidays New York 2024 - The Good, the Bad and the Governed by David O'Neill, ...
Apidays New York 2024 - The Good, the Bad and the Governed by David O'Neill, ...Apidays New York 2024 - The Good, the Bad and the Governed by David O'Neill, ...
Apidays New York 2024 - The Good, the Bad and the Governed by David O'Neill, ...apidays
 
Exploring the Future Potential of AI-Enabled Smartphone Processors
Exploring the Future Potential of AI-Enabled Smartphone ProcessorsExploring the Future Potential of AI-Enabled Smartphone Processors
Exploring the Future Potential of AI-Enabled Smartphone Processorsdebabhi2
 
"I see eyes in my soup": How Delivery Hero implemented the safety system for ...
"I see eyes in my soup": How Delivery Hero implemented the safety system for ..."I see eyes in my soup": How Delivery Hero implemented the safety system for ...
"I see eyes in my soup": How Delivery Hero implemented the safety system for ...Zilliz
 
Web Form Automation for Bonterra Impact Management (fka Social Solutions Apri...
Web Form Automation for Bonterra Impact Management (fka Social Solutions Apri...Web Form Automation for Bonterra Impact Management (fka Social Solutions Apri...
Web Form Automation for Bonterra Impact Management (fka Social Solutions Apri...Jeffrey Haguewood
 
Strategies for Landing an Oracle DBA Job as a Fresher
Strategies for Landing an Oracle DBA Job as a FresherStrategies for Landing an Oracle DBA Job as a Fresher
Strategies for Landing an Oracle DBA Job as a FresherRemote DBA Services
 

Recently uploaded (20)

Apidays New York 2024 - The value of a flexible API Management solution for O...
Apidays New York 2024 - The value of a flexible API Management solution for O...Apidays New York 2024 - The value of a flexible API Management solution for O...
Apidays New York 2024 - The value of a flexible API Management solution for O...
 
Strategies for Unlocking Knowledge Management in Microsoft 365 in the Copilot...
Strategies for Unlocking Knowledge Management in Microsoft 365 in the Copilot...Strategies for Unlocking Knowledge Management in Microsoft 365 in the Copilot...
Strategies for Unlocking Knowledge Management in Microsoft 365 in the Copilot...
 
Repurposing LNG terminals for Hydrogen Ammonia: Feasibility and Cost Saving
Repurposing LNG terminals for Hydrogen Ammonia: Feasibility and Cost SavingRepurposing LNG terminals for Hydrogen Ammonia: Feasibility and Cost Saving
Repurposing LNG terminals for Hydrogen Ammonia: Feasibility and Cost Saving
 
Corporate and higher education May webinar.pptx
Corporate and higher education May webinar.pptxCorporate and higher education May webinar.pptx
Corporate and higher education May webinar.pptx
 
A Beginners Guide to Building a RAG App Using Open Source Milvus
A Beginners Guide to Building a RAG App Using Open Source MilvusA Beginners Guide to Building a RAG App Using Open Source Milvus
A Beginners Guide to Building a RAG App Using Open Source Milvus
 
presentation ICT roal in 21st century education
presentation ICT roal in 21st century educationpresentation ICT roal in 21st century education
presentation ICT roal in 21st century education
 
Automating Google Workspace (GWS) & more with Apps Script
Automating Google Workspace (GWS) & more with Apps ScriptAutomating Google Workspace (GWS) & more with Apps Script
Automating Google Workspace (GWS) & more with Apps Script
 
DBX First Quarter 2024 Investor Presentation
DBX First Quarter 2024 Investor PresentationDBX First Quarter 2024 Investor Presentation
DBX First Quarter 2024 Investor Presentation
 
GenAI Risks & Security Meetup 01052024.pdf
GenAI Risks & Security Meetup 01052024.pdfGenAI Risks & Security Meetup 01052024.pdf
GenAI Risks & Security Meetup 01052024.pdf
 
How to Troubleshoot Apps for the Modern Connected Worker
How to Troubleshoot Apps for the Modern Connected WorkerHow to Troubleshoot Apps for the Modern Connected Worker
How to Troubleshoot Apps for the Modern Connected Worker
 
Ransomware_Q4_2023. The report. [EN].pdf
Ransomware_Q4_2023. The report. [EN].pdfRansomware_Q4_2023. The report. [EN].pdf
Ransomware_Q4_2023. The report. [EN].pdf
 
Apidays New York 2024 - Accelerating FinTech Innovation by Vasa Krishnan, Fin...
Apidays New York 2024 - Accelerating FinTech Innovation by Vasa Krishnan, Fin...Apidays New York 2024 - Accelerating FinTech Innovation by Vasa Krishnan, Fin...
Apidays New York 2024 - Accelerating FinTech Innovation by Vasa Krishnan, Fin...
 
Strategize a Smooth Tenant-to-tenant Migration and Copilot Takeoff
Strategize a Smooth Tenant-to-tenant Migration and Copilot TakeoffStrategize a Smooth Tenant-to-tenant Migration and Copilot Takeoff
Strategize a Smooth Tenant-to-tenant Migration and Copilot Takeoff
 
MINDCTI Revenue Release Quarter One 2024
MINDCTI Revenue Release Quarter One 2024MINDCTI Revenue Release Quarter One 2024
MINDCTI Revenue Release Quarter One 2024
 
EMPOWERMENT TECHNOLOGY GRADE 11 QUARTER 2 REVIEWER
EMPOWERMENT TECHNOLOGY GRADE 11 QUARTER 2 REVIEWEREMPOWERMENT TECHNOLOGY GRADE 11 QUARTER 2 REVIEWER
EMPOWERMENT TECHNOLOGY GRADE 11 QUARTER 2 REVIEWER
 
Apidays New York 2024 - The Good, the Bad and the Governed by David O'Neill, ...
Apidays New York 2024 - The Good, the Bad and the Governed by David O'Neill, ...Apidays New York 2024 - The Good, the Bad and the Governed by David O'Neill, ...
Apidays New York 2024 - The Good, the Bad and the Governed by David O'Neill, ...
 
Exploring the Future Potential of AI-Enabled Smartphone Processors
Exploring the Future Potential of AI-Enabled Smartphone ProcessorsExploring the Future Potential of AI-Enabled Smartphone Processors
Exploring the Future Potential of AI-Enabled Smartphone Processors
 
"I see eyes in my soup": How Delivery Hero implemented the safety system for ...
"I see eyes in my soup": How Delivery Hero implemented the safety system for ..."I see eyes in my soup": How Delivery Hero implemented the safety system for ...
"I see eyes in my soup": How Delivery Hero implemented the safety system for ...
 
Web Form Automation for Bonterra Impact Management (fka Social Solutions Apri...
Web Form Automation for Bonterra Impact Management (fka Social Solutions Apri...Web Form Automation for Bonterra Impact Management (fka Social Solutions Apri...
Web Form Automation for Bonterra Impact Management (fka Social Solutions Apri...
 
Strategies for Landing an Oracle DBA Job as a Fresher
Strategies for Landing an Oracle DBA Job as a FresherStrategies for Landing an Oracle DBA Job as a Fresher
Strategies for Landing an Oracle DBA Job as a Fresher
 

Deterministic vs stochastic

  • 1. Introduction: A simulation model is property used depending on the circumstances of the actual world taken as the subject of consideration. A deterministic model is used in that situation wherein the result is established straightforwardly from a series of conditions. In a situation wherein the cause and effect relationship is stochastically or randomly determined the stochastic model is used. A deterministic model has no stochastic elements and the entire input and output relation of the model is conclusively determined. A dynamic model and a static model are included in the deterministic model. A stochastic model has one or more stochastic element. The system having stochastic element is generally not solved analytically and, moreover, there are several cases for which it is difficult to build an intuitive perspective. In the case of simulating a stochastic model, a random number is normally generated by some method or the other to execute trial. Such a simulation is called the Monte Carlo method or Monte Carlo simulation. In case the stochastic elements in the simulation are two or more persons and there is a competitive situation or some type of game being reproduced, this is specifically known as gaming simulation. Simulation by the deterministic model can be considered one of the specific instances of simulation by the stochastic model. In other words, since there are no random elements in the deterministic model, simulation can well be done just one. However in case the initial conditions or boundary conditions are to be varied, simulation has to be repeated by changing the data. One the other hand, in Monte Carlo simulation, once the value has been decided by extracting a random number, the simulation does not differ from deterministic simulation. Deterministic Models: • Model processes which are often described by differential equations, with a unique input leading to unique output for well-defined linear models and with multiple outputs possible for non-linear models; • Equations can be solved by different numerical methods (after discretization: modification to run on a grid or a mesh, and parametrization: seting parameters to account for subgrid processes):  finite difference  finite element  path simulation • Models describe processes at various levels of temporal variation  Steady state, with no temporal variations, often used for diagnostic applications
  • 2. Time series of steady state events, computed by running a steady state model with time series of input parameters, this approach is commonly used for estimation of long term average spatial distributions of modeled phenomena  Dynamic, describing the spatial-temporal variations during a modeled event, used for prognostic applications and forecasting Stochastic Models: • Model spatial-temporal behavior of phenomena with random components • unique input leads to different output for each model run, due to the random component of the modeled process, single simulation gives only one possible result • Multiple runs are used to estimate probability distributions • Conditional simulations combine stochastic modeling and geostatistics to improve characterization of geospatial phenomena • Behavior of dynamic stochastic systems can be described by different types of stochastic processes, such as Poisson and renewal, discrete-time and continuous- time Markov process, matrices of transition probabilities, Brownian processes and diffusion. Deterministic Model “Vs” Stochastic Model: A deterministic model assumes that its outcome is certain if the input to the model is fixed. No matter how many times one recalculates, one obtains exactly t h e same result. It is arg uable that the stochastic model is mor e i n f o r m a t i v e t h a n a deterministic model since the former accounts for the uncertainty due to varying behavioral characteristics. In nature, a deterministic model is one where the model parameters are known or assumed. Deterministic models describe behavior on the basis of some physical law. Deterministic models are usually dev eloped by statistical techniques such as linear regression or non-linear curve fitting procedures which essentially model the a v e r a g e s ys t e m b e h a v i o r s o f a n e q u i l i b r i u m o r s t e a d y s t a t e r e l a t i o n s h i p . I n a l i v e transportation system, a totally deterministic model is unlikely to include various dynamic random effects (or uncertainties). The uncertainty is commonly understood as factors related to imperfect knowledge of the system under concern, especially those being random in nature. It is closely related to heterogeneity, which denotes the state when entities within a given system are of
  • 3. non-uniform character. For example, when the heterogeneity is not faithfully recognized, the uncertainty increases. Conversely, a decrease in uncertainty means that the system is better understood and thus the heterogeneity is better recognized. Fig: A simple illustration of deterministic and stochastic model