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Related papers: Interdisciplinary Monte Carlo Simulations

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We briefly review statistical models for the probability distribution of money developed in the econophysics literature since the late 1990s. In these models, economic transactions are modeled as random transfers of money between the agents…

Statistical Finance · Quantitative Finance 2011-03-14 Victor M. Yakovenko

Recently, it has been recognized that phase transitions play an important role in the probabilistic analysis of combinatorial optimization problems. However, there are in fact many other relations that lead to close ties between computer…

Statistical Mechanics · Physics 2007-05-23 O. C. Martin , R. Monasson , R. Zecchina

The issue of how epistemic uncertainties affect the outcome of Monte Carlo simulation is discussed by means of a concrete use case: the simulation of the longitudinal energy deposition profile of low energy protons. A variety of…

Computational Physics · Physics 2010-12-16 Maria Grazia Pia , Marcia Begalli , Anton Lechner , Lina Quintieri , Paolo Saracco

As known, any numerical simulation is composed of two parts: (1) the initial part of writing the relevant code and (2) the running of this code on the computer screen. The second part of running the program is extensively discussed…

Data Analysis, Statistics and Probability · Physics 2007-05-23 D. Bar

Systematic and multifactor risk models are revisited via methods which were already successfully developed in signal processing and in automatic control. The results, which bypass the usual criticisms on those risk modeling, are illustrated…

Risk Management · Quantitative Finance 2013-12-19 Michel Fliess , Cédric Join

Quantitative linguistics has been allowed, in the last few decades, within the admittedly blurry boundaries of the field of complex systems. A growing host of applied mathematicians and statistical physicists devote their efforts to…

Computation and Language · Computer Science 2017-08-24 Damián H. Zanette

Population annealing is a recent addition to the arsenal of the practitioner in computer simulations in statistical physics and beyond that is found to deal well with systems with complex free-energy landscapes. Above all else, it promises…

Statistical Mechanics · Physics 2021-05-05 Martin Weigel , Lev Yu. Barash , Lev N. Shchur , Wolfhard Janke

This is the English version of my inaugural lecture at Coll\`ege de France in 2021, available at https://www.youtube.com/watch?v=bxktplKMhKU. I reflect on the difficulty of multi-disciplinary research, which often hinges of unexpected…

Physics and Society · Physics 2023-08-08 Jean-Philippe Bouchaud

Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…

Computational Physics · Physics 2017-09-14 Martin Weigel

In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…

The monograph summarizes and analyzes the current state of development of computer and mathematical simulation and modeling, the automation of management processes, the use of information technologies in education, the design of information…

We present a brief survey of methods that utilize computer simulations and quantum and statistical mechanics in the analysis of electrochemical systems. The methods, Molecular Dynamics and Monte Carlo simulations and quantum-mechanical…

Chemical Physics · Physics 2009-10-15 P. A. Rikvold , I. Abou Hamad , T. Juwono , D. T. Robb , M. A. Novotny

In this article, the notion of a mathematical model in science is attempted to be enlightened from several points of view. In particular, it is shown that mathematical models are introduced differently and used differently in different…

History and Overview · Mathematics 2022-05-25 Inge S. Helland

Simulation studies are computer experiments that involve creating data by pseudorandom sampling. The key strength of simulation studies is the ability to understand the behaviour of statistical methods because some 'truth' (usually some…

Methodology · Statistics 2019-01-18 Tim P Morris , Ian R White , Michael J Crowther

Our earlier language model is modified to allow for the survival of a minority language without higher status, just because of the pride of its speakers in their linguistic identity. An appendix studies the roughness of the interface for…

Physics and Society · Physics 2007-05-23 Christian Schulze , Dietrich Stauffer

In our days, the necessity of laboratory apparatus accustoming by building up specific software objects for studying the virtual evolution of physical phenomena is a major request. In this respect, the aim of the present paper is to present…

Physics Education · Physics 2007-05-23 Gabriel Murariu

Multimodal distributions of some physics based model parameters are often encountered in engineering due to different situations such as a change in some environmental conditions, and the presence of some types of damage and nonlinearity.…

Computation · Statistics 2022-10-19 Felipe Igea , Alice Cicirello

Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to…

Statistical Mechanics · Physics 2009-06-10 Stephan Mertens

Simulating the dynamics of non-equilibrium matter under extreme conditions lies beyond the capabilities of classical computation alone. Remarkable advances in quantum information science and technology are profoundly changing how we…

Nuclear Theory · Physics 2025-04-01 Martin J. Savage

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens
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