THE WWW VIRTUAL LIBRARY:
RANDOM NUMBERS and MONTE CARLO METHODS

MONTE CARLO METHODS

The information below is subdivided into Information Servers, Theory, Applications and Software for Monte Carlo Methods and Conferences on Monte Carlo Methods.

INFORMATION SERVER

• Introduction to Monte Carlo Methods from the CSEP electronic book.
• The free encyclopedia Wikipedia contains a useful introduction to the Monte Carlo method and numerous links on this topic.
• MCMC Preprint Service: this link provides a list of all registered papers on Markov chain Monte Carlo methodology currently submitted for publication.

THEORY of MONTE CARLO METHODS

• The Monte Carlo and quasi-Monte Carlo Methods page is devoted to resources for scholars and practitioners working with Monte Carlo and quasi-Monte Carlo Methods. These people include mathematicans, computer scientists and physicists, engineers, statisticians and experts in finance. Every two years there is an international conference for this audience.
• In a series of papers the research group of J.F. Traub has shown that quasi-Monte Carlo methods using low discrepancy sequences are superior to Monte Carlo methods for the high dimensional integrals arising in mathematical finance.
• A new updated version of the simulation teaching software, SIGMA, is available free to educators, researchers, and students. There are approximate 350 general modeling powerpoint slides also on that web site...including stuff on Petri Nets, State Machines, and Block Languages. All total this is only about 600K of zipped files. Professional users should please request by e-mail.
• The history of Monte Carlo - a short introduction.
• Monte Carlo radiation transport.
• Evolution Strategy is a method for stochastic optimization using metaphors of biological evolution.
• A collection of technical reports by Art B. Owen.
• An archive of various publications on MC methods; recent publications and preprints: here.
• Quantum Monte Carlo and the Penn State Imaginary Particle:
• Direct Simulation Monte Carlo (DSMC) offers an introductory web-page and a List of publications. This area of research attempts to provide a capability that accurately simulates flowfield and surface interactions for aerospace applications in the transitional and highly rarefied regime.
• List of articles and references on Resampling Statistics.
• Neal R., Markov chain Monte Carlo, a series of articles.
• CERN Preprint Server. The INFORMS College on Simulation provides the world-wide simulation community with a very useful web-server.
• Genetic Programming page at UCL.
• Monte Carlo Methods a lecture by Erich Ormand.

APPLICATIONS of MONTE CARLO METHODS

• Monte Carlo Methods in Parallel Computing (contains several examples);
• Eidolon: A Monte Carlo simulator for 3D positron tomography.
• Developped at IBM Research for the study of electron transport in semiconductors, DAMOCLES solves the Boltzmann transport equation and the Poisson equation with Monte Carlo methods. The researchers also provide a list of other sites on this topic.
• The Molecular Monte Carlo Home Page is meant to serve as an information resource for those who use "random walks" (stochastic methods) to simulate and analyze molecular systems throughout the world. You will find links to hypertext tutorials on Monte Carlo methods here as well as software repositories and other information.
• Constrained-Path Monte Carlo for Quantum Systems of Electrons, a research project by S. Zhang, J. Carlson, and J.E. Gubernatis.
• CPLEAR at CERN is an experiment to carry out precision measurements of CP, T and CPT violation on the neutral kaon system.
• CPP5 is a research project on molecular dynamics and Monte Carlo and lattice simulations of condensed phases.
• Hyperon Beam Experiment WA89 is a large acceptance forward spectrometer dedicated to the spectroscopy of charmed strange baryons and exotic multiquark states like the U-diquonium and the H-dibaryon. Got it?
• RADIANCE is a lighting simulation and rendering system using a hybrid approach of Monte Carlo and deterministic ray tracing.
• Simulate ZEUS, a large detector at the DESY electron-proton colider.
• Transmission CT Imaging of the Head, a www-page giving a brief survey of a research project.
• Monte Carlo Surface to Surface Particle Transport, from the CSEP electronic book.
• The Monte Carlo Method to approximate Pi (Java Applet)
• Buffon's Needle Problem (Java Applet)

SOFTWARE for MONTE CARLO METHODS

• GamBet is an innovative approach to Monte Carlo simulations of radiation transport in matter. The programs calculate transport of energetic electron, photons and positrons in matter using projection to 2D/3D conformal meshes. It is offerd by Field Precision.
• MathtoolsMathtools.net is the technical computing portal for numerous scientific and engineering needs. This portal is provided as a free service to the scientific community and contains useful links for technical computing programmers.
• Crystal Ball is a Monte Carlo simulation add-in for MicroSoft Excel spreadsheet users produced by Decisioneering.
• The EGS4 computer code system is a general purpose package for the Monte Carlo simulation of the coupled transport of electrons and photons in an arbitrary geometry for particles with energies from a few keV up to several TeV. The unix distribution is available for free. There is also an impressive list of related papers.
• Simulate financial derivatives with FINDER by Josef Traub.
• DynRisk is a tool for doing probabilistic risk analysis. Available for MacOS and Windows, the program offers powerful modeling capabilities, and is based on influence diagrams and Monte Carlo simulation. Even large, complex models integrating many different types of risks can be built and analyzed very fast.
• CASINO is a Monte Carlo simulation of electron trajectory in solid specially designed for low beam interaction in a bulk and thin foil. For educational and scientific use, the program is available under MsDOS, SunOS and AIX.
• CERNLIB - Monte Carlo: The Monte Carlo libraries provide numerous event generators.
• DecisionPro uses artificial intelligence and Monte Carlo methods to support you in business analysis and modelling; the software is from Vanguard.
• The Online Catalog from SciTech is a good place to find commercial applications for various tasks.
• Resampling Stats package by Resampling Stats, Inc.
• List of statistical software by Resampling Stats, Inc.
• ENIGMA is an Event Generator for Electron- Photon- or Pion-induced reactions on Nucleons or Nuclei.
• Genetic Programming software at UCL.
• HERMES, a simulation package.
• Nomad Simulation programs. A selection of Monte Carlo programs in FORTRAN.
• @RISK is a Risk Analysis and Simulation add-in program which provides Monte Carlo simulation capabilities for Windows (Excel and Lotus), DOS (Lotus), and MacOS (Excel). @RISK is a product from Palisade.
• sdeint, a C++ class for integrating systems of stochastic differential equations.
• SimXpress, is a general purpose simulation and multidimensional integration library based upon NumeriX proprietary algorithms designed to enhance your workhorse Monte Carlo simulation modules.

CONFERENCES

• Fourth International Conference On Monte Carlo and Quasi-Monte Carlo Methods In Scientific Computing Hong Kong, November 27 - December 1, 2000
• MCS 2000 Internal Conference on MONTE CARLO SIMULATION in Monte Carlo, Principality of Monaco, June 18-21, 2000.
• MONTE CARLO 2000 International conference on Monte Carlo and probabilistic methods for partial differential equations, JULY, 3-5, 2000 / MONACO

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