

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
THEORY of MONTE CARLO METHODS
 The Monte
Carlo and quasiMonte Carlo Methods
page is devoted to resources for scholars and practitioners
working with Monte Carlo and quasiMonte 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
quasiMonte 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 email.
 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 webpage
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 worldwide simulation
community with a very useful webserver.
 Genetic
Programming page at
UCL.
 Monte
Carlo Methods a lecture by Erich Ormand.
APPLICATIONS of MONTE CARLO METHODS
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 addin 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 Pioninduced 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 addin 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
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