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William Murray

Monte Carlo Musings

William Murray
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eafpres1
eafpres1
4/24/2013 3:42:33 PM
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Blogger
Re: Monte Carlo fun
@Skyfall re: Excel--I am using Excel 2010 and the 40000 data points for the RAND() function were generated in that version, still having some variation from uniform distribution.  However, as it is sufficient for my purposes I have not run tests of the distribution error vs. sample size to see if it is better in the limit of very large number of samples.

re: component values and simulation--in truth, you would need to understand the manufacturing process for a component to try to estimate the distribution shape, even without sorting.  I agree that the uniform distribution over a tolerance range is very conservative.

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Skyfall
Skyfall
4/24/2013 1:06:18 PM
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Newbie
Re: Monte Carlo fun
Pre-Excel2003 had acknowledged issues with it's RAND function not being random enough. Look up the "DieHard" tests.. The name stuck with me since I found out it had something to do with Ministry of Health statistics. There is no such thing as "perfect" in statistics.

With MC Spice analysis you get a uniform distribution (square) vs a gaussion unless you take steps to change this. That is conservative design. Most people account for this as vendor margin when they see much better results for factory parameters. 

I think it is urban legend that the passive vendors bin their output and the 2-5% are missing all the 1%'s. I have talked to senior FAE's at several passive companies and they say no one 100% tests at least at a SMT chip level and no one could manage supply if their process control was dependant on binning. 

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RedDerek
RedDerek
3/27/2013 4:43:01 PM
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Master
Re: Monte Carlo for design and analysis
I forgot the component sensitivity analysis. That is the other option to the MonteCarlo.

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Brad Albing
Brad Albing
3/27/2013 4:41:07 PM
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Re: Monte Carlo for design and analysis
>But I have used the Monte Carlo feature to see what sort of ranges I would expect. If involving temperature, it is important to have the right models for every part.

I would expand on that  a bit - the anaysis should be useful for doing a sensitivity study to examine what an analog ckt will do as different components' values are varied away from their "perfect" value.

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amrutah
amrutah
3/21/2013 10:27:52 PM
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Master
Re: Monte Carlo fun
@eafpres: The montecarlo algorithm inside the spice should spread the input parameters in gauddian or normal form(random spread).

  In case of excel RAND() function, I think it does not use montecarlo algorithm to generate the random numbers but some random number generation algorithm.

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eafpres1
eafpres1
3/21/2013 4:49:31 PM
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Blogger
Re: Monte Carlo fun
@amrutah:  My question is really about does the software generate good random distributions and does anybody ever check them?  If you use a function to generate random points in a Gaussian distribution, have you ever just taken the output of the function and created a histogram to see if it is normal?

For instance, I was doing a simulation recently and used Excel; to generate random inputs I used the RAND() function.  This function is supposed to generate random numbers distributed uniformly from 0 to 1.  I ran 40,000 trials and looked at the distribution collected into 20 bins.  If perfectly uniform they should each be 5%; the lowest was 4.735% and the highest was 5.260%, or a total of 0.525% max to min.  This might be good enough, but most people just assume the functions are perfect.

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amrutah
amrutah
3/21/2013 10:46:14 AM
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Master
Re: Monte Carlo fun

@eafpres:"In your SPICE setup with Monte Carlo, did you ever look at the distribution of random numbers and confirm it was properly Gaussian?"

My understanding is that the monte-carlo always distributes all its input random variables in a guassian fashion and within the sigma ragne that we specify.  Once this is done, then we can then expect what the output distribution will be.. mostly it has to gaussain, and may be shifted.  observing the output pattern we can signoff the design results.

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DEREK.KOONCE
DEREK.KOONCE
3/19/2013 5:19:45 PM
User Rank
Master
Monte Carlo for design and analysis
I use simulations to check a few things, but take answers with a grain of salt. Simulation is used for a rough check until the bench testing takes place. But I have used the Monte Carlo feature to see what sort of ranges I would expect. If involving temperature, it is important to have the right models for every part. And, I agree, a large design can take hours to run. Just have the hard disk space, or limit what you can review later.

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Brad Albing
Brad Albing
3/19/2013 4:47:48 PM
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Re:Monte Carlo Musings
That reminds me - I should go back and learn more about this. I used to almost understand it, but never used it enough to retain the knowledge. More's the pity.

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SunitaT0
SunitaT0
3/19/2013 2:09:16 PM
User Rank
Master
Re:Monte Carlo Musings
Monte Carlo simulation furnishes the decision-maker with a range of possible outcomes and the probabilities they will occur for any choice of action. The technique was first used by scientists working on the atom bomb; it was named for Monte Carlo, the Monaco resort town renowned for its casinos. Since its introduction in World War II, Monte Carlo simulation has been used to model a variety of physical and conceptual systems.

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