# All Questions

7,794 questions
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### How to the determine the initial conditions of the following coupled non-linear ODEs

I am trying to determine the roots (initial conditions) of $θ'$ and $f''$ in the set of ODEs below so I can solve as an initial value problem using the Runge-Kutta method. I tried using Newton-Raphson ...
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### GPGPU language for AMD?

Nvidia seems to be dominating the HPC / GPGPU computing landscape with CUDA. If I want to write a scientific application using and AMD GPU, what is the preferred language these days? I believe it used ...
15 views

### maximum eigenvalue across subsamples

I have an $N$-dimensional vector of data, say $X_{t}$, with $1 \leq t \leq T$. Of this vector $X_{t}$, I want to consider vectors, say $X_{t}^{b}$, which are $m$-dimensional combinations of elements ...
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### Library for Discontinuous Galerkin method: FEniCS vs deal.ii

I am aware that both FEniCS and deal.ii are capable of solving problems with Discontinuous Galerkin (DG) method. I would like to specifically know if any of these two softwares can cater these ...
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### How to simulate 2D mass diffusion equation in python?

It is similar to the heat transfer of 2D diffusion.
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### Find shift in high resolution noisy signal if only local argmax data are available

Let's say I have a signal which consists several pulses of approximately equal height, and I have to correlate it with the expected positions of the peaks to find the shift of this signal w.r.t. a ...
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### how to estimate the number of people on a street within an hour?

I tried to use opencv to analyze a video filmed on the street. But the problem is the performance is not enough. I think the number of people must follow the poisson distribution. So I want to ...
27 views

### Algebraic multigrid for coupled equations

As far as I understand is algebraic multigrid(AMG) a method that was intentionally developed to solve linear systems where every grid point or node has a single DOF. When AMG should now be used for ...
755 views

### How to address numerical non-associativity for parallel reduction?

A parallel reduction assumes that the corresponding operation is associative. This assumption is violated for addition of floating point numbers. You might ask why I care about this. Well, it makes ...
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### Creating dense random configuration in for molecular dynamics

I am creating a random configuration of particles for a molecular dynamics simulation, where I would like to guarantee a certain density. The strategy is as follows: choose randomly the positions of ...
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### Using physical parameter as a Gaussian Random Variable in a simple Poisson Problem

I want to vary the input parameter of a physical dynamic mechanics problem, as a Gaussian Random variable and view the resulting Probability Density Function. I used the Finite Element Method to ...
348 views

### Fast algorithm for computing matrix square root using randomized linear algebra?

Is there a fast algorithm for computing the matrix square root of a real symmetric matrix using random matrices or randomized algorithms?
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### Solving a nonlinear equation with random variable

I would like to solve an equation that looks like this UPDATE $E[(R^{1-\gamma})(r_k+\theta-r_z)]=0$ , where $R=\phi r_z+(1-\phi)(r_k+\theta)$ and $\phi\in[0,1]$, $\theta$, is a random variable ...
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### Random access random permutations

I have a large number of parallel processes and a large integer $n$, and want to randomly partition the integers $[0,n)$ among the processes with only $O(1)$ communication. One nice way to do this ...
1k views

### Constructing random divergence-free velocity fields

I am trying to simulate decaying homogeneous isotropic turbulence. As initial condition I want a divergence-free vector-field, i.e, $\mathrm{div} U = 0$. How do I initialize random velocity field in ...
320 views

### How to create a random 3D domain representing a plant's root structure?

I would like to model laminar flow of water from roots to the stem of a plant. At the very end of the roots, the tubes vary from millimeter to centimeter scale in diameter and length. As we get closer ...
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### Simulated Annealing proof of convergence

I implemented downhill simplex simulated annealing algorithm. Algorithm is very hard to tune, w.r.t. parameters including cooling schedule, starting temperature... My first question is about ...
642 views

### What is the most appropriate derivative free optimization algorithm

We can use random optimization/ derivative free/ direct search to find the minimum of some black box function $f$. If I have some 2D black box function, $f(x,y)$ - which I know to be convex - what ...
834 views

### Hashing algorithms/implementations for Monte Carlo simulation

To summarise this question in advance, I'm looking for a good hash function that is suitable for generating pseudo-random numbers in Monte Carlo simulations. This means it should be reasonably fast (...
884 views

### Sampling from posterior predictive distribution

First post. I'm working on this problem using Bayesian methods. In desperation I'm considering using p-values (shock horror), specifically posterior predictive p-values. So I need to simulate from the ...
292 views

### Random placement of euclidean points with constrained inter-point distances in a fixed area

I'd like to place as many random points as possible in a 2D square $S=[0,1]x[0,1]$ such that the euclidean distance $d$ between any two points $d$ is greater than a given value $b$ (b is small). I'm ...
149 views

### solving for unknown inside an expectation

I need to find roots for the following function: $$f(\theta) \equiv E[R(\theta;\eta)]=0$$ for some unknown $\theta$ which is deterministic, while the expectation is taken over a normally ...
127 views

### What is the name of the optimization algorithm that uses random sampling?

I am generating random weight as per e.g. below. The I generate a set of 3 values say 100, 250, 300 and I multiple them with the weights below Initial population. ...
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### Randomized Submatrix of a Sparse Matrix

I have a sparse square matrix $A$ with size $n \times n$ and number of nonzero entries $nnz$. The goal is making a sub-matrix $B$ with $s$ nonzeros which are randomly chosen from $A$. Duplicates are ...
289 views

### Uniform dots distribution in a sphere

I'm trying to implement Barnes-Hut algorithm, with a binary tree. My initial conditions are a uniform mass distribution in a sphere with radius $R$. How can I create uniform dots distribution in a ...
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### Is this a form of stochastic gradient descent?

I want to minimize the following with respect to parameters $B$. $$\sum_{k = 1}^{K} f(A_{k}, B)$$ where $A_k$ are $K$ different data-sets and $B$ is a matrix of parameters. Can I do this by a ...
124 views

### Monte Carlo simulation [on hold]

I am wondering if I am thinking correctly about the following problem : Define the box of the dimensions $(a,a,H)$ in the $X$,$Y$, and $Z$ directions, respectively. Insert $n$ particles into the box ...
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### Pseudo random numbers

I am learning how to use pseudo random number generators but the instructor just told us how they work without explaining why they work. For example, can one prove that the numbers generated by LCG ...
388 views

### Drunken Man in Matlab

I wrote a script that plots the results of the "drunken lamppost" problem in MATLAB. Now I need to create a road-width from -3 to +3, length from 0 to infinity but the drunk can walk just ahead. It ...
39 views

### Monte-Carlo method for action (Solved) [closed]

What I want to do is during Monte Carlo iteration, minimize the action ( or cost function ) which is defined as the sum of 'sum' and print the corresponding zeta and theta array elements which shows ...
3k views

### Is Fortuna or Mersenne Twister preferable as an algorithmic RNG?

A recent answer mentioned the use of Fortuna or Mersenne Twister Random Number Generators (RNGs) to seed a Monte Carlo simulation. I hadn't heard of Fortuna before so I looked it up - looks like it is ...