[SI-LIST] Monte Carlo

Dear Si-List Members,

 I wish you a joyous Holiday season and a happy prosperous 2003.

I would also like to share some information regarding Monte Carlo simulations.
The Monte Carlo is a statistical analysis  technique discussed in numerous SPICE
books due to powerful applications in circuit design.

For example, Bashir Al-Hashemi (reference 1) devotes a chapter to statistical
analyses methods including sensitivity/worst case and Monte Carlo.  He explains
that in sensitivity simulations components are often altered one at a time and
an analysis is carried out for each variation. On the other hand, in Monte Carlo
all components may be varied randomly, according to the statistical tolerance 
distribution of the device.

In reference 2, Marc E. Herniter illustrates how effects of device tolerances 
can be
analyzed using Monte Carlo.  He discusses the "uniform" and "Gausian" tolerance
distributions and demonstrates fundamental concepts by mean of simple voltage
divider examples.

Monte Carlo applications is not limited to SPICE circuit design problems but 
also
extends to board level simulation domains.  S. H. Hall, et al., (reference 3 ) 
demonstrate 
utilization of Monte Carlo in determining the importance/trends of various 
system variables
(such as impedance, I/O capacitance, socket capacitance, etc.) towards defining 
the worst
and best case simulation corners and also ascertaining which variables dominate 
performance.
Subsequently, Monte Carlo may be combined with parametric sweeps in system
solution space simulations.

The above mentioned applications of Monte Carlo in circuit and board level 
system analyses
indicate why it is necessary for many engineers to familiarize with this 
simulation approach.


References:

1. Bashir Al-Hashemi, "The Art of Simulation Using Pspice Analog and Digital"
    CRC Press, 1995, PP. 131-152

2. Marc E. Herniter, " Schematic Capture with MicroSim PSpice" 4th Ed. 
   Prentice Hall, 2000, PP. 401 - 410

3. Stephen H. Hall, Garrett W. Hall, James A. McCall, "High-Speed Digital 
System 
   Design A HANDBOOK OF INTERCONNECT THEORY AND DESIGN 
   PRACTICES", John Wiley and Sons, Inc. 2000, PP. 215 - 220

Kind Regards,

Abe Riazi
ServerWorks

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