THE WWW VIRTUAL LIBRARY:
RANDOM NUMBERS and MONTE CARLO METHODS
MONTE CARLO METHODS
The information below is subdivided into Information
for Monte Carlo Methods and Conferences
on Monte Carlo Methods.
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
Strategy is a method for stochastic optimization using metaphors
of biological evolution.
- A collection of
technical reports by Art B. Owen.
archive of various publications on MC methods; recent publications
and preprints: here.
Monte Carlo and the Penn State Imaginary Particle:
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.
of articles and references on Resampling Statistics.
- Neal R.,
Markov chain Monte Carlo, a series of articles.
Preprint Server. The
INFORMS College on Simulation provides the world-wide simulation
community with a very useful web-server.
Programming page at
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
- 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
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
- Simulate financial derivatives with FINDER
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
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.
Stats package by Resampling
- List of statistical
software by Resampling Stats, Inc.
is an Event Generator for Electron- Photon- or Pion-induced reactions
on Nucleons or Nuclei.
Programming software at UCL.
a simulation package.
Simulation programs. A selection of Monte Carlo programs in
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
a C++ class for integrating systems of stochastic differential
is a general purpose simulation and multidimensional integration
library based upon NumeriX proprietary algorithms designed to
enhance your workhorse Monte Carlo simulation modules.
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