Hi, other than the Traveling Salesman Problems can anyone help me think of relatively simple problems/projects that are solvable through BOTH genetic algorithm techniques AND monte-carlo methods (such as simulated annealing and metropolis-hastings). Any help is greatly appreciated.
Hi all...
Im trying to model a simple lattice-gas ( ising model ) system , using MC metropolis algorithm. I am having trouble with the code. I am trying to do it in matlab. My lattice gas does not show the characteristics it should. I used my old Ising Model code, which I modified to do...
I want to use this method to evaluate a triple integral that is otherwise impossible (not elementary). The region is the unit sphere.
The Monte Carlo method sounds simple, but if I were to use MATLAB to do this, how would I pick my random sample points so that they are INSIDE the region...
Hi all...
I am just starting off with the monte carlo methods...
I have done some work with self avoiding walks and ising models..
Can someone suggest some project that can be taken on as part of a Master's thesis..
thanks..
Hello everyone!
So far I am simulating a Maxwell-Boltzmann distributed gas at 273K in a cube. The walls are thermal but also set to 273K. So the temperature should stay the same throughout the box, which it does.
But now I'm trying to get the gas to flow. I'm trying something, but I'm not...
Hi,
I am doing an undergraduate physics project by writing a C++ code to implement the Metropolis algorithm to a simple 2d one component plasma. In short, I have to determine the equilibrium configuration at each temperature by means of the Metropolis algorithm and then compute ensemble...
Hi everyone!
I'm running and modifying some code from the Alejandro Garcia book, "Numerical Methods for Physics". I generalized it to three dimensions, but noticed a problem when calculating the average temperature. Then I went back to the original, untouched program, and found that the problem...
Hello all,
I am curious to know if any of you have ever used the Monte Carlo method to solve problems involving thermal radiation exchange. An overview of the problems that can be solved using this method is described here...
Hi!
I'm trying to write an algorithm that performes Importance Sampling Monte Carlo integration.
I found some info about it, but I have trouble understanding how it actually can be implemented.
Let f(x) be the function we want to integrate and p(x) the non-uniform probability...
Hi!
I need help with the monte carlo integration: reliability of the error estimate for functions that are not square integrable.
I'm supposed to investigate this topic.*Hence my first question is what is a function that is not square integrable? I found that such a function is 1/sqrt(x) on...
Homework Statement
Determine a method to generate random observations for the extreme valued pdf given by:
e^{x-e^x} \ \ \ \ \ - \infty < x < \infty
Homework Equations
The Attempt at a Solution
So I start by finding it's CDF:
\int^{x}_{-\infty}e^{x-e^x} dx
and this is...
Hello guys, I need some help on my AP CS class assignment.
The assignment is as follows:
"Write a program that uses the Monte Carlo sampling method to estimate the average number of bottles of Boost someone would have to drink to win a prize. There is a one in five chance that a bottle cap...
Hello there,
Does anyone know some good sources (preferably on the Internet) for Monte Carlo and Inverse Monte Caro methods (especially the latter)?
There is plenty of stuff to find on Monte Carlo, I am particulary pleased with Stefan Weinzierl's 'Introduction to Monte Carlo methods'...
I'm pretty ignorant when it comes to statistics, so I'm hoping that there's an easy answer to my question (this is the good part of ignorance):
If I have run a set of Monte Carlo simulations of some process, where I have some set of input parameters that I've drawn from known distributions...
Hello, I am finishing a computational project, one that is using monte carlo to simulate a lennard-jones fluid.
Very straightforward project - the only twist is one that asks to come up with an algorithm/method that moves all particles at once, rather than the trad method of one at a time...
Let \bold{X} be a discrete random variable whose set of possible values is \bold{x}_j, \ j \geq 1 . Let the probability mass function of \bold{X} be given by P \{\bold{X} = \bold{x}_j \}, \ j \geq 1 , and suppose we are interested in calculating \theta = E[h(\bold{X})] =...
Okay, as soon as I started inquiring about the study of particle accelerator I realize none of professors at my institution is working on this subject. Sadly, we don't even have a particle accelerator. Anyway, further inquiry into this subject led me to believe, I could study something of...
Has anyone come across this? I 'invented' it last night, but I'm sure it was discovered decades ago- either that, or it's wrong.
The standard problem is to sample according to a probability distribution P(x).
In standard MMC, this is achieved by:
1) Pick a trial point x' at random...
Hi!
Iam about to have a home assignment to perform a monte carlo simulation of a non-trival function with several variables, that is related to our interestests of study. My interest is Nuclear physics, and I was wondering if any of you guys have suggestions for problem in nuclear physics...
Hello,
my colleague has a problem. He has a Monte Carlo simulation written in C. But his program gives different outputs in case he compile it using g++ or icc. He has nothing changed in his source. He is using standard random number generator drand() with initialization srand((unsigned) time...
Hello guys,
I am trying to do monte carlo modelling for a system of magnetic nanoparticles that my lab is studying (optinally in external magnetic fields). I played around with this last summer and wrote some simple monte carlo code in csharp (i wanted to learn it). Now ... its time for this to...
Dear friends
I have been trying to write a code in Mathematica for solving a double integral with a non rectangular region through monte carlo integration, I have written a code that will solve for rectangular regions but i have no idea how to change it to work for non rectangular regions...
I am trying to simulate a two-point quantum measurment on an ensemble of spin-1/2 nuclei. The purpose of this measurment is to mitigate the effects of quantum statistical noise. If we assume that the signal-to-noise ratio (SNR) looks P*SQRT(N) where P is the net polarization of spins in a...
Can anyone point me to some source code for monte carlo methods for free energy estimation. Standard metropolis/hamiltonian don't work since its the integral not the expectation I'm interested in.
candidates seem to be path sampling/ bridge sampling and annealed importance sampling of which...
Hi every body,
i've a simple question in the programation for a certain methode called Monte Carlo method for Smoluchowski equation:
i programe this method in maple but the problem is that the positions of particules z[l]is not changing ( it most be changed ): can anyone tell me where is the...
This idea of dimension seemed an appropriate response to what I see in the Monte Carlo effect. I mean here we are trying to descibe what dimenison might mean in terms of a gravity issue.
Brane world scenarios.
Are we not also trying give dimension a boost here in what we understand of the...