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Monte Carlo Model
Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. The name comes from the Monte Carlo Casino in Monaco, where the primary developer of the method, mathematician Stanisław Ulam, was inspired by his uncle's gambling habits. Monte Carlo methods are mainly used in three distinct problem classes: optimization, numerical integration, and generating draws from a probability distribution. They can also be used to model phenomena with significant uncertainty in inputs, such as calculating the risk of a nuclear power plant failure. Monte Carlo methods are often implemented using computer simulations, and they can provide approximate solutions to problems that are otherwise intractable or too complex to analyze mathematically. Monte Carlo methods are widely used in various ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Approximation D'une Distribution Normale
An approximation is anything that is intentionally similar but not exactly equality (mathematics), equal to something else. Etymology and usage The word ''approximation'' is derived from Latin ''approximatus'', from ''proximus'' meaning ''very near'' and the prefix ''ad-'' (''ad-'' before ''p'' becomes ap- by assimilation (phonology), assimilation) meaning ''to''. Words like ''approximate'', ''approximately'' and ''approximation'' are used especially in technical or scientific contexts. In everyday English, words such as ''roughly'' or ''around'' are used with a similar meaning. It is often found abbreviated as ''approx.'' The term can be applied to various properties (e.g., value, quantity, image, description) that are nearly, but not exactly correct; similar, but not exactly the same (e.g., the approximate time was 10 o'clock). Although approximation is most often applied to numbers, it is also frequently applied to such things as Function (mathematics), mathematical functi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Pseudorandom Number Generators
A pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG), is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers. The PRNG-generated sequence is not truly random, because it is completely determined by an initial value, called the PRNG's ''seed'' (which may include truly random values). Although sequences that are closer to truly random can be generated using hardware random number generators, ''pseudorandom number generators'' are important in practice for their speed in number generation and their reproducibility. PRNGs are central in applications such as simulations (e.g. for the Monte Carlo method), electronic games (e.g. for procedural generation), and cryptography. Cryptographic applications require the output not to be predictable from earlier outputs, and more elaborate algorithms, which do not inherit the linearity of simpler PRNGs, are needed. Good statist ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Integral
In mathematics, an integral is the continuous analog of a Summation, sum, which is used to calculate area, areas, volume, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental operations of calculus,Integral calculus is a very well established mathematical discipline for which there are many sources. See and , for example. the other being Derivative, differentiation. Integration was initially used to solve problems in mathematics and physics, such as finding the area under a curve, or determining displacement from velocity. Usage of integration expanded to a wide variety of scientific fields thereafter. A definite integral computes the signed area of the region in the plane that is bounded by the Graph of a function, graph of a given Function (mathematics), function between two points in the real line. Conventionally, areas above the horizontal Coordinate axis, axis of the plane are positive while areas below are n ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Risk
In simple terms, risk is the possibility of something bad happening. Risk involves uncertainty about the effects/implications of an activity with respect to something that humans value (such as health, well-being, wealth, property or the environment), often focusing on negative, undesirable consequences. Many different definitions have been proposed. One ISO standard, international standard definition of risk is the "effect of uncertainty on objectives". The understanding of risk, the methods of assessment and management, the descriptions of risk and even the definitions of risk differ in different practice areas (business, economics, Environmental science, environment, finance, information technology, health, insurance, safety, security, security, privacy, etc). This article provides links to more detailed articles on these areas. The international standard for risk management, ISO 31000, provides principles and general guidelines on managing risks faced by organizations. Defi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Uncertainty
Uncertainty or incertitude refers to situations involving imperfect or unknown information. It applies to predictions of future events, to physical measurements that are already made, or to the unknown, and is particularly relevant for decision-making. Uncertainty arises in partially observable or stochastic environments, as well as due to ignorance, Laziness, indolence, or both. It arises in any number of fields, including insurance, philosophy, physics, statistics, economics, finance, medicine, psychology, sociology, engineering, metrology, meteorology, ecology and information science. Concepts Although the terms are used in various ways among the general public, many specialists in decision theory, statistics and other quantitative fields have defined uncertainty, risk, and their measurement as: Uncertainty The lack of certainty, a state of limited knowledge where it is impossible to exactly describe the existing state, a future outcome, or more than one possible outcome. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Kinetic Theory Of Gases
The kinetic theory of gases is a simple classical model of the thermodynamic behavior of gases. Its introduction allowed many principal concepts of thermodynamics to be established. It treats a gas as composed of numerous particles, too small to be seen with a microscope, in constant, random motion. These particles are now known to be the atoms or molecules of the gas. The kinetic theory of gases uses their collisions with each other and with the walls of their container to explain the relationship between the macroscopic properties of gases, such as volume, pressure, and temperature, as well as transport properties such as viscosity, thermal conductivity and mass diffusivity. The basic version of the model describes an ideal gas. It treats the collisions as perfectly elastic and as the only interaction between the particles, which are additionally assumed to be much smaller than their average distance apart. Due to the time reversibility of microscopic dynamics ( microsco ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
McKean–Vlasov Process
In probability theory, a McKean–Vlasov process is a stochastic process described by a stochastic differential equation where the coefficients of the diffusion depend on the distribution of the solution itself. The equations are a model for Vlasov equation and were first studied by Henry McKean in 1966. It is an example of propagation of chaos, in that it can be obtained as a limit of a mean-field system of interacting particles: as the number of particles tends to infinity, the interactions between any single particle and the rest of the pool will only depend on the particle itself. Definition Consider a measurable function \sigma:\R^d \times \mathcal(\R^d)\to \mathcal_(\R) where \mathcal(\R^d) is the space of probability distributions on \R^d equipped with the Wasserstein metric W_2 and \mathcal_(\R) is the space of square matrices of dimension d. Consider a measurable function b:\R^d\times \mathcal(\R^d)\to \R^d. Define a(x,\mu) := \sigma(x,\mu)\sigma(x,\mu)^T. A stochastic ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Interacting Particle Systems
In probability theory, an interacting particle system (IPS) is a stochastic process (X(t))_ on some configuration space \Omega= S^G given by a site space, a countably-infinite-order graph G and a local state space, a compact metric space S . More precisely IPS are continuous-time Markov jump processes describing the collective behavior of stochastically interacting components. IPS are the continuous-time analogue of stochastic cellular automata. Among the main examples are the voter model, the contact process, the asymmetric simple exclusion process (ASEP), the Glauber dynamics and in particular the stochastic Ising model. IPS are usually defined via their Markov generator giving rise to a unique Markov process using Markov semigroups and the Hille-Yosida theorem. The generator again is given via so-called transition rates c_\Lambda(\eta,\xi)>0 where \Lambda\subset G is a finite set of sites and \eta,\xi\in\Omega with \eta_i=\xi_i for all i\notin\Lambda. The rates d ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cellular Potts Model
In computational biology, a Cellular Potts model (CPM, also known as the Glazier-Graner-Hogeweg model) is a computational model of cells and tissues. It is used to simulate individual and collective cell behavior, tissue morphogenesis and cancer development. CPM describes cells as deformable objects with a certain volume, that can adhere to each other and to the medium in which they live. The formalism can be extended to include cell behaviours such as cell migration, growth and division, and cell signalling. The first CPM was proposed for the simulation of cell sorting by François Graner and James A. Glazier as a modification of a large-Q Potts model. CPM was then popularized by Paulien Hogeweg for studying morphogenesis. Although the model was developed to describe biological cells, it can also be used to model individual parts of a biological cell, or even regions of fluid. Model description The CPM consists of a rectangular Euclidean lattice, where each cell is a subse ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Degrees Of Freedom
In many scientific fields, the degrees of freedom of a system is the number of parameters of the system that may vary independently. For example, a point in the plane has two degrees of freedom for translation: its two coordinates; a non-infinitesimal object on the plane might have additional degrees of freedoms related to its orientation. In mathematics, this notion is formalized as the dimension of a manifold or an algebraic variety Algebraic varieties are the central objects of study in algebraic geometry, a sub-field of mathematics. Classically, an algebraic variety is defined as the solution set, set of solutions of a system of polynomial equations over the real number, .... When ''degrees of freedom'' is used instead of ''dimension'', this usually means that the manifold or variety that models the system is only implicitly defined. See: * Degrees of freedom (mechanics), number of independent motions that are allowed to the body or, in case of a mechanism made of seve ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Coupling (physics)
In physics, two objects are said to be coupled when they are interacting with each other. In classical mechanics, coupling is a connection between two Oscillation, oscillating systems, such as pendulums connected by a spring. The connection affects the oscillatory pattern of both objects. In particle physics, two particles are coupled if they are connected by one of the four Fundamental interaction, fundamental forces. Wave mechanics Coupled harmonic oscillator If two Waves (physics), waves are able to transmit energy to each other, then these waves are said to be "coupled." This normally occurs when the waves share a common component. An example of this is two pendulums connected by a Spring (device), spring. If the pendulums are identical, then their equations of motion are given by m\ddot = -mg\frac - k(x-y) m\ddot = -mg \frac + k(x-y) These equations represent the simple harmonic motion of the pendulum with an added coupling factor of the spring. This behavior is also see ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Numerical Integration
In analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for "numerical integration", especially as applied to one-dimensional integrals. Some authors refer to numerical integration over more than one dimension as cubature; others take "quadrature" to include higher-dimensional integration. The basic problem in numerical integration is to compute an approximate solution to a definite integral :\int_a^b f(x) \, dx to a given degree of accuracy. If is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision. Numerical integration has roots in the geometrical problem of finding a square with the same area as a given plane figure ('' quadrature'' or ''squaring''), as in the quadrature of t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
