From FORM to Monte Carlo Simulation and Importance Sampling

CRC Press eBooks 2026 Book chapter

View at publisher
Authors: Bak Kong Low
DOI: 10.1201/9781003586036-4
Cited by: 0

Abstract

This chapter explains how the direct Monte Carlo simulation (MCS) method and the more efficient importance sampling (ImpSplg) method can be implemented by extensions of the FORM template in Excel, together with a simple VBA code for posting generated random numbers to the spreadsheet.

Fields of Study & Subjects

Probabilistic and Robust Engineering Design Simulation Techniques and Applications Risk and Safety Analysis

Publication details

Journal / source
CRC Press eBooks
Pages
76–98
Publication date
24 February 2026
Language
EN
Document type
Book chapter