Questions tagged [monte-carlo]
Questions on Monte Carlo methods, methods that require the repeated generation of (pseudo-, quasi-)random numbers for computing their results.
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How to add large exponential terms reliably without overflow errors?
A very common problem in Markov Chain Monte Carlo involves computing probabilities that are sum of large exponential terms,
$ e^{a_1} + e^{a_2} + ... $
where the components of $a$ can range from ...
- 758
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votes
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PDEs in Many Dimensions
I know that most methods of finding approximate solutions to PDEs scale poorly with the number of dimensions, and that Monte Carlo is used for situations that call for ~100 dimensions.
What are good ...
- 3,355
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How can I approximate an improper integral?
I have a function $f(x,y,z)$ such that
$\int_{R^3} f(x,y,z)dV$
is finite, and I want to approximate this integral.
I'm familiar with quadrature rules and monte carlo approximations of integrals, ...
- 12k
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Minimum image convention for triclinic unit cell
The minimum image convention (MIC), see for example a short note of W. Smith, is often used in molecular dynamics or monte carlo simulations of periodic systems with an orthorhombic unit cell. For ...
- 703
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Python implementations of Gillespie's direct method
I'm looking for a decent implementation of Gillespie's Direct Method in Python, as if I code the algorithm myself I'm nigh positive I'll do it inefficiently.
Anyone have a favorite?
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