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Related papers: Interdisciplinary Monte Carlo Simulations

200 papers

This article is devoted to methods of construction and study of stochastic models based on Monte Carlo method. A model of Brownian motion, the construction and processing which brings to a world of random numbers and mathematical…

Physics Education · Physics 2018-09-18 Illia O. Teplytskyi , Serhiy O. Semerikov

This paper gives an overview of the particle transport theory essentials, the basics of particle-material interaction simulation, physical quantities needed to simulate particle transport and interactions in materials, Monte Carlo…

Accelerator Physics · Physics 2020-06-18 Nikolai Mokhov

Simulation-based methods for statistical inference have evolved dramatically over the past 50 years, keeping pace with technological advancements. The field is undergoing a new revolution as it embraces the representational capacity of…

Machine Learning · Statistics 2024-10-11 Andrew Zammit-Mangion , Matthew Sainsbury-Dale , Raphaël Huser

In particle-based algorithms, the effect of binary collisions is commonly described in a statistical way, using Monte Carlo techniques. It is shown that, in the relativistic regime, stringent constraints should be considered on the sampling…

Plasma Physics · Physics 2009-11-13 F. Peano , M. Marti , L. O. Silva , G. Coppa

Using a bit-string model similar to biological simulations, the competition between different languages is simulated both without and with spatial structure. We compare our agent-based work with differential equations and the competing…

Physics and Society · Physics 2009-11-11 Christian Schulze , Dietrich Stauffer

We review some approaches and philosophies of causal inference coming from sociology, economics, computer science, cognitive science, and statistics

Statistics Theory · Mathematics 2010-04-02 Andrew Gelman

This document presents the material of two lectures on statistical physics and neural representations, delivered by one of us (R.M.) at the Fundamental Problems in Statistical Physics XIV summer school in July 2017. In a first part, we…

Data Analysis, Statistics and Probability · Physics 2018-06-13 Simona Cocco , Rémi Monasson , Lorenzo Posani , Sophie Rosay , Jérôme Tubiana

We discuss the status of Monte Carlo simulations of (mainly finite dimensional) spin glass systems. After a short historical note and a brief theoretical introduction we start by discussing the (crucial) 3D case: the warm phase, the…

Disordered Systems and Neural Networks · Physics 2016-08-31 Enzo Marinari , Giorgio Parisi , Juan Ruiz-Lorenzo

The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

Statistical Finance · Quantitative Finance 2024-08-30 Rubina Zadourian

I review recent work in the statistics literature on instrumental variables methods from an econometrics perspective. I discuss some of the older, economic, applications including supply and demand models and relate them to the recent…

Methodology · Statistics 2014-10-02 Guido W. Imbens

With the guidance offered by nonequilibrium statistical thermodynamics, simulation techniques are elevated from brute-force computer experiments to systematic tools for extracting complete, redundancy-free and consistent coarse grained…

Statistical Mechanics · Physics 2018-03-09 Hans Christian Öttinger

This essay provides a critical overview of the mathematical kinetic theory of active particles, which is used to model and study collective systems consisting of interacting living entities, such as those involved in behavior and evolution.…

Physics and Society · Physics 2025-10-17 Marina Dolfin , Leone Leonida

Scientific knowledge expands by observing the world, hypothesizing some theories about it, and testing them against collected data. When those theories take the form of statistical models, statistical analyses are involved in the process of…

Machine Learning · Statistics 2026-03-11 Arnaud Delaunoy

In the 6th Int. Symposium on OPSFA there were several communications dealing with concrete applications of orthogonal polynomials to experimental and theoretical physics, chemistry, biology and statistics. Here I make suggestions concerning…

Mathematical Physics · Physics 2007-05-23 M. Lorente

This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling.…

General Economics · Economics 2020-02-07 Bernhelm Booss-Bavnbek , Rasmus Kristoffer Pedersen , Ulf Rørbæk Pedersen

A discrete model for computer simulations of the clustering dynamics of Social Amoebae is presented. This model incorporates the wavelike propagation of extracellular signaling cAMP, the sporadic firing of cells at early stage of…

Cell Behavior · Quantitative Biology 2013-05-14 Yipeng Yang , Y. Charles Li

The problem of Monte-Carlo method study at computer simulation lessons in a Teachers' Training Institute is reviewed in the article. The suggested technique envisages the simulation modelling of various stochastic processes. They include…

Computers and Society · Computer Science 2014-01-10 R. V. Mayer

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 A. Bandrivskyy , S. Beri , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

The computer-assisted analysis is not currently a novelty, but a necessity in all areas of psychology. A number of studies that examine the limits of the computer assisted and analyzed interpretations, also its advantages. A series of…

Other Computer Science · Computer Science 2012-02-29 Alina Oana Zamoşteanu

Basic principles of mathematical modeling are reviewed in this book, with the focus on physics and its practical applications, and examples of selected mathematical methods are presented. Most of the models have been imported from physics…

Classical Physics · Physics 2025-07-14 Sergej Pankratow
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