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Topic: Monte Carlo simulations


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  Monte Carlo method - Wikipedia, the free encyclopedia
Monte Carlo methods are very important in computational physics and related applied fields, and have diverse applications from esoteric quantum chromodynamics calculations to designing heat shields and aerodynamic forms.
Monte Carlo methods were central to the simulations required for the Manhattan Project, though were strongly limited by the computational tools at the time.
Uses of Monte Carlo methods require large amounts of random numbers, and it was their use that spurred the development of pseudorandom number generators, which were far quicker to use than the tables of random numbers which had been previously used for statistical sampling.
en.wikipedia.org /wiki/Monte_Carlo_method   (1970 words)

  
 Monte Carlo   (Site not responding. Last check: 2007-10-14)
Monte Carlo methods are employed in a wide variety of fields including economics, finance, physics, chemistry, engineering, and even the study of traffic flows.
The Monte Carlo method was then applied to problems related to the atomic bomb." (Simulation and the Monte Carlo Method by Reuven Y. Rubinstein, John Wiley and Sons, Inc., New York, 1981, p.11.) For a brief history of Monte Carlo Methods see http://stud2.tuwien.ac.at/~e9527412/history.html.
The simulation then randomly chooses and plots points in the unit square, continuously counts the number which fall within the quarter circle, divides by the running total of the number of points currently plotted, and displays the result as well as 4 times the result.
astro.temple.edu /~dhill001/montecarlo/monte.html   (1330 words)

  
 OCT Monte Carlo simulations   (Site not responding. Last check: 2007-10-14)
Monte Carlo simulations (MCS) have proven their feasibility in terms of predicting the distribution of light in random media [2].
This method was then combined with the derived expression for the OCT signal into a new Monte Carlo model of the OCT signal.
With the excellent agreement obtained and the greater flexibility of MCS, this new MCS model is demonstrated to be excellent as a numerical phantom, i.e., as a substitute for otherwise difficult experiments.
www.risoe.dk /ofd/oct/Highlights/mcs.htm   (583 words)

  
 Monte Carlo simulations of ionising radiation
Monte Carlo calculations on RISSP2 is used by the Radiation Research Department to investigate how ionising radiation is transmitted and absorbed in different materials.
This could be a measurement of the angle distribution of an electron beam after it has passed a thin foil; measurements in places where it is impossible to place a detector and calculation of data which in the real world is hidden in electronic noise.
Monte Carlo calculations is an inspiring tool since relevant questions can be answered fairly quickly, and especially the possibility of visualising how radiation is transported through matter can lead to an insight which otherwise would be hard to obtain.
www.risoe.dk /ita/regneserver/projects/monte_carlo_uk.htm   (278 words)

  
 Monte Carlo Simulation
The first thoughts and attempts I made to practice [the Monte Carlo Method] were suggested by a question which occurred to me in 1946 as I was convalescing from an illness and playing solitaires.
To understand the Monte Carlo method theoretically, it is useful to think of it as a general technique of numerical integration.
Monte Carlo transformation Describes the use of the Monte Carlo method in VaR measures.
www.riskglossary.com /articles/monte_carlo_method.htm   (1715 words)

  
 Why Some Advisors Just Say No to Monte Carlo Simulations
Monte Carlo simulation — the method of statistical analysis that determines the probability of certain events using a roulette-wheel like generation of random numbers — has become so popular that everyone except registered reps seems to use them to calculate probable investment outcomes.
A Monte Carlo simulation, Shambo notes, might predict 16 loss years out of 76 but is unlikely to put even two loss years in a row, let alone three or four, thus missing the present real world pattern.
Fowler adds that Monte Carlo oversimplifies complex financial issues by not tracking income tax bases in portfolio rebalancing and by treating cash flow as a constant value, which disregards the devastating effects of large variable expenditures when investment returns are negative.
registeredrep.com /mag/finance_why_advisors_say   (945 words)

  
 Monte Carlo Solutions, Inc.
Monte Carlo Solutions, Inc. utilizes advanced Monte Carlo methods to solve complex problems that involve the transport of neutrons, gamma rays, and charged particles in matter for medical and industrial applications.
The Monte Carlo method is a powerful technique used today routinely in research and industry to solve problems otherwise rendered impossible.
ITS 3.0 is a system of general purpose time-independent, multi material, multidimensional coupled electron/photon Monte Carlo transport codes that combine collisional transport in matter with transport in an externally applied macroscopic electric and magnetic fields over the energy range from 1 GeV to 1 keV.
www.montecarlosolutions.com   (656 words)

  
 5 Monte Carlo Simulations   (Site not responding. Last check: 2007-10-14)
Monte Carlo simulation is used to follow a large number of photon histories in order to determine the spatial, directional and spectral distribution of the backscattered radiation.
It was assumed that for a source at 0.4 m depth the radiation at the surface 60 mm from the axis was not significantly different from that on the axis.
To simulate the operation of an inserted attenuation densitometer the configuration shown in Figure 5.5 was used.
ifp.uni-muenster.de /~balla/thesis/montecarlo.html   (1921 words)

  
 monte carlo simulations   (Site not responding. Last check: 2007-10-14)
The Monte Carlo technique is a very flexible method for simulating light propagation in tissue.
Monte Carlo methods are methods for solving various...
Monte Carlo-simuloinnit, 2+2 ov / Monte Carlo simulations, 2+2 sw.
www.creditcard-4all.com /articles3/600/monte-carlo-simulations.html   (279 words)

  
 An Introduction to Monte Carlo Methods
Following this introduction is a section on the Monte Carlo experiment, part of the physical chemistry lab at UNL, which computes the population distribution in the rotational energy levels of HCl and DCl.
Monte Carlo Calculation of Pi The first figure is simply a unit circle circumscribed by a square.
The actual Monte Carlo method used in this lab to determine the population distribution among rotational energy levels is simpler than the two-dimensional example of the estimation of pi, as only one random number is generated for each "throw." This will be apparent shortly.
www.chem.unl.edu /zeng/joy/mclab/mcintro.html   (1070 words)

  
 Kase and Company, Inc. - Monte Carlo Simulations   (Site not responding. Last check: 2007-10-14)
Monte Carlo simulations are used in forecasting future prices of a commodity based on various market expectations.
The proper inputs are then run through extensive Monte Carlo simulations for seven market expectations from highly bullish to highly bearish.
These simulations provide extensive data in chart and numeric format on where the market may be expected to head in a time frame specified by the user, up to six months out.
www.kaseco.com /products_services/montecarlo.htm   (145 words)

  
 Monte Carlo Simulations
Monte Carlo simulation is particularly useful when you want to predict the overall outcome of a series of related events when you only know the statistical probability of the outcome of each component event.
We could simulate this by using a random number between 1 and 100 to decide which side would be uppermost, giving a 50% chance of it falling on either side by making heads any number below or equal to 50 and tails any above 50.
Here is a working example of the coin-tossing simulation with lots of information in addition to which side the coin lands.
argyll.epsb.ca /jreed/math7/strand4/4203.htm   (699 words)

  
 Monte Carlo Simulations with Microsoft Project
Monte Carlo is a mathematical method used on risk analysis in many areas and is used to approximate the distribution of potential results based on probabilistic inputs.
Each simulation is generated by randomly pulling a sample value for each input variable from its defined probability distribution, e.g.
They are used to calculate the critical path, slack values, etc. Monte Carlo simulations have been proven an effective methodology for the analysis of project schedule with uncertainties.
www.intaver.com /Articles/RP_Art_MSProjectRiskAnalysis2.html   (721 words)

  
 Folding@Home Educational Project   (Site not responding. Last check: 2007-10-14)
Related to molecular dynamics are Monte Carlo methods which randomly move to a new geometry/conformation.
Monte Carlo (MC) methods are stochastic techniques--meaning they are based on the use of random numbers and probability statistics to investigate problems.
But, strictly speaking, to call something a "Monte Carlo" experiment, all you need to do is use random numbers to examine some problem.
folding.stanford.edu /education/montecarlo/index.html   (597 words)

  
 Random Walk Engineering - Monte Carlo Simulations   (Site not responding. Last check: 2007-10-14)
The Monte Carlo technique is a probabilistic technique for solving physical processes, such as the movement of neutrons or gamma-rays in and around nuclear well logging instruments.
The movement of particles and the Monte Carlo technique in general is often called a "random walk" since no two particle histories are the same, and the process is random in nature.
Monte Carlo simulations are an inexpensive and time-saving method for optimizing the design of new logging tools.
home.flash.net /~cdmckeon/rwe/rwe_montecarlo.html   (595 words)

  
 Monte Carlo Oversights
Underlying nearly all Monte Carlo simulations is a simple (and correct) idea: Samples from a known probability density can be arithmetically produced in large numbers to observe the behavior of infrequent events.
The outer simulation loop mimics your having conducted a laboratory experiment to determine the mean and variance of the probability density to be used in the inner simulation.
In this way you are simulating having to rely on parameter estimates since the true values are unknown and must be estimated by laboratory or other experiments.
www.statisticalengineering.com /Monte_Carlo_Oversights.htm   (1309 words)

  
 Amazon.com: A Guide to Monte Carlo Simulations in Statistical Physics: Books: David P. Landau,Kurt Binder   (Site not responding. Last check: 2007-10-14)
This book deals with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics as well as in related fields, for example polymer science and lattice gauge theory.
Deals with all aspects of Monte Carlo simulation of complex physical systems encountered in condensed-matter physics and statistical mechanics as well as in related fields.
In a Monte Carlo simulation we attempt to follow the 'time dependence' of a model for which change, or growth, does not proceed in some rigorously predefined fashion (e.g.
amazon.com /Guide-Monte-Simulations-Statistical-Physics/dp/0521653665   (927 words)

  
 Monte Carlo Simulation
The simulation is based on the random walks that photons make as they travel through tissue, which are chosen by statistically sampling the probability distributions for step size and angular deflection per scattering event.
Simulates light propagation from normal irradiation of a semi-infinite medium with anisotropic scattering.
MCML is a steady-state Monte Carlo simulation program for multi-layered turbid media with an infinitely narrow photon beam as the light source.
omlc.ogi.edu /software/mc   (930 words)

  
 QCD and Lattice Field Theory in a Nutshell
For a simulation in QCD, the lattice spacing a is taken small compared to the size of a proton, so that discretization effects are small, while the number of lattice points is chosen sufficiently large that the `universe' created this way is larger than the proton size.
Monte Carlo methods compute such high-dimensional integrals by `throwing a dice'.
The applicability of lattice Monte Carlo methods is by no means the only motivation to study quantum field theories on a space-time lattice.
www.scsc.ethz.ch /CPP/lft.html   (851 words)

  
 [Letter regarding Monte Carlo simulations]
Encloses results [not attached] of first stage of Monte Carlo simulations.
Itemizes services rendered : studying of EPA report and Monte Carlo simulations, and notes hourly rate and total expense for the work.
Monte Carlo simulations are numerical techniques; when used in relation to risk management, used to construct empirical risk distributions for segments based on the estimated individual risk distributions for each of the risks associated with that segment
www.tobaccodocuments.org /mayo_clinic/2043714293.html   (82 words)

  
 Concerns about monte carlo simulations   (Site not responding. Last check: 2007-10-14)
Monte Carlo, or SMC (stochastic algorithms are used to generate initial conditions for quasiclassical trajectory simulations...
Basics of Monte Carlo Simulations by J. Woller at Univ...
In High Energy Physics it is important to be able to simulate what you expect to see in your detector so that you know what to look for in advance.
www.businessmanager-comeback.com /articles/38/monte-carlo-simulations.html   (452 words)

  
 Monte Carlo Simulations of Allele Frequencies
In this assignment you will apply Monte Carlo computer simulations to study the effects of genetic drift and selection pressure on a single locus with two alleles: “A” and “a”.
In the simulations in Part II, in which some part of the population is eliminated by selection, the population is restored to the original population size in the next generation.
Since genetic drift arises from random fluctuations in allele frequencies, it’s not surprising that the size of the population is a key parameter in the rate of genetic drift.
cnx.org /content/m13540/latest   (1574 words)

  
 Introduction to Monte Carlo Simulation   (Site not responding. Last check: 2007-10-14)
A great deal of the CPU time on some of the fastest computers in the world is spent performing Monte Carlo simulations because we can write down some of the fundamental laws of physics but cannot analytically solve them for problems of interest.
An example of how a Monte Carlo simulation can be used in everyday life is a project one of my students did in a FORTRAN class - he wanted to find the best strategy for winning money at fljack.
For Monte Carlo simulations, the processes are random, so each time it is run it will come up with slightly different results.
physics.gac.edu /~huber/envision/instruct/montecar.htm   (1342 words)

  
 Monte Carlo simulations   (Site not responding. Last check: 2007-10-14)
Examples are given of the simulation of a linear sweep voltammogram and a chronopotentiogram.
After giving examples of one, two and three dimensional random walks the user is shown how to use the random walk methods to simulate a linear sweep voltammogram.
On the left the results for one million molecules is compared to the "true" result obtained by numerical integration of the Volterra equation.
www.ijournals.net /SERM/13.php   (113 words)

  
 Application of MINERVA Monte Carlo simulations to targeted radionuclide therapy.   (Site not responding. Last check: 2007-10-14)
This paper describes the validation of the 3-D Monte Carlo transport methods to be used in MINERVA for molecular targeted radionuclide dosimetry.
MINERVA simulations are generally within 2% of EGS4 results and 10% of MCNP results, but differ by up to 40% from the recommendations given in MIRD Pamphlets 3 and 8 for identical medium composition and density.
Finally, we show examples of Monte Carlo simulations in a patient-like geometry for a source of uniform activity located in the kidney.
www.galenicom.com /medline/article/12667310/au:Yuan+A   (372 words)

  
 Monte Carlo Simulations for Tissue Optics
A Monte Carlo computer program models the process of light transport by simulating the motion of a large number (typically hundreds of millions) of photons as they interact with the tissue.
The program models the absorption of photons (which may be followed by fluorescence or photodynamic therapy), the scattering of the photons within the sample and at interfaces, and the possible detection of the photons.
From the detailed results of simulations, one can determine, e.g., which regions of the tissues are illuminated or from which areas the detected light was produced.
galaxy.cofc.edu /optics.html   (711 words)

  
 Monte Carlo Simulations
A simple dart board is constructed of two regions, Region 1 is circular and Region 2 is a square.
Run an experiment to calculate a decimal approximation for Pi using a computer language or spreadsheet.
Part I -Estimating Pi by running a computer simulation.
www.worldwebdynamics.com /lou/monte/article.htm   (571 words)

  
 Monte Carlo Simulations
You may cancel the probabilistic calculation at any time; however, if number of simulations performed is less than 20, no probabilistic results will be calculated.
If you cancel a calculation after more than 20 simulations and generate results, use these with caution as the number of simulations run may be too small to give an accurate portrayal of the project’s risks and uncertainties.
If you try to perform Monte Carlo simulation without risks and uncertainties, simulations will not proceed as if risk and uncertainties are defined.
www.intaver.com /Help/RP_Help_Calculation1.html   (112 words)

  
 Monte Carlo Simulations   (Site not responding. Last check: 2007-10-14)
These programs form an introduction to Monte Carlo simulation of electron transport in solids.
The executable file is Lehigh2001.exe and you may also need to load VB40032.dll unless it is already present on your system.
(d) A plural Scattering Monte Carlo Simulation of x-ray generation in a bulk sample
web.utk.edu /~srcutk/htm/simulati.htm   (173 words)

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