相关论文: Interdisciplinary Monte Carlo Simulations

In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

This paper presents Monte Carlo simulations of language populations and the development of language families, showing how a simple model can lead to distributions similar to the ones observed empirically. The model used combines features of…

Computation, the use of a computer to solve, simulate, or visualize a physical problem, has revolutionized how physics research is done. Computation is used widely to model systems, to simulate experiments, and to analyze data. Yet, in most…

A simple review by a linguist, citing many articles by physicists: Quantitative methods, agent-based computer simulations, language dynamics, language typology, historical linguistics

This is basically a review of the field of Quasi-Monte Carlo intended for computational physicists and other potential users of quasi-random numbers. As such, much of the material is not new, but is presented here in a style hopefully more…

Multiscale and multiphysics applications are now commonplace, and many researchers focus on combining existing models to construct combined multiscale models. Here we present a concise review of multiscale applications and their source…

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

The steadily increasing size of scientific Monte Carlo simulations and the desire for robust, correct, and reproducible results necessitates rigorous testing procedures for scientific simulations in order to detect numerical problems and…

In this talk I would like to illustrate with examples taken from Quantum Field Theory and Biophysics how an intelligent exploitation of the unprecedented power of today's computers could led not only to the solution of pivotal problems in…

Monte Carlo simulation is an essential component of experimental particle physics in all the phases of its life-cycle: the investigation of the physics reach of detector concepts, the design of facilities and detectors, the development and…

In this paper we analyze the use of subjective logic as a framework for performing approximate transformations over probability distribution functions. As for any approximation, we evaluate subjective logic in terms of computational…

Monte Carlo simulation studies are at the core of the modern applied, computational, and theoretical statistical literature. Simulation is a broadly applicable research tool, used to collect data on the relative performance of methods or…

In my lectures at the Les Houches Summer School 2008, I discussed central concepts of computational statistical physics, which I felt would be accessible to the very cross-cultural audience at the school. I started with a discussion of…

Monte Carlo simulation with {\it a-priori} unknown weights have attracted recent attention and progress has been made in understanding (i) the technical feasibility of such simulations and (ii) classes of systems for which such simulations…

We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to…

Statistical physics has proven to be a very fruitful framework to describe phenomena outside the realm of traditional physics. The last years have witnessed the attempt by physicists to study collective phenomena emerging from the…

This book is divided into two parts. In the first part we give an elementary introduction to computational physics consisting of 21 simulations which originated from a formal course of lectures and laboratory simulations delivered since…

In this review, we present some advanced algorithms and programs used in our scientific school with short description of types of astrophysical systems, which we study. However, we discuss mainly mathematical methods, which may be applied…

We present a new variant of the V\"axj\"o interpretation: contextualistic statistical realistic. Basic ideas of the V\"axj\"o interpretation-2001 are essentially clarified. We also discuss applications to biology, psychology, sociology,…