Monte carlo Analysis

[andy257]

Hi All,

Is anyone familiar with Pspice and monte carlo analysis. Ive tried searching on the internet and to be honest there are no useful guides as to how to use this facility.

If anyone has any experience using the monte carlo analysis within orcad pspice that would be great.

Thanks

 

[Papabravo]

I suggest you go to the Yahoo group for LTSpice. There is an extensive discussion of monte carlo analysis. You should be able to take what you learn and "port" it back to pSpice. Or you might just add a new and valuable tool to your bag of tricks.

One caveat. It takes a very large number of runs to get the variance of the quantities of interest down to levels you might expect.

 

[andy257]

I suggest you go to the Yahoo group for LTSpice. There is an extensive discussion of monte carlo analysis. You should be able to take what you learn and "port" it back to pSpice. Or you might just add a new and valuable tool to your bag of tricks.

One caveat. It takes a very large number of runs to get the variance of the quantities of interest down to levels you might expect.

any chance you could explain how to get a running simulation. Basically my problem comes from knowing how to execute a monte carlo simulation. No of runs etc, how to configure the test basically.

Thanks

 

[Papabravo]

Sorry, I've never felt the need to do one so I'm the wrong person to ask. In grad school I used Matlab to simulate the pricing of Asian Options. That experience leads me to believe the technique has limited applicability.