The simulation tag has no wiki summary.

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52 views

### Is it possible to use multiple time scale algorithm here? [closed]

Suppose a random sequence is being generated (the next term generated depends on the previous term, but we don't know any distribution) until we hit some specific number. We want to calculate the ...

**2**

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**1**answer

54 views

### Finite differencing scheme for Hamilton's equation with planar linkages

I am trying to simulate the movement of a planar linkage in the plane whose position and momentum obey Hamilton's equations, which is to say that $${{dq}\over{dt}} = {{dH}\over{dp}}$$ and ...

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**0**answers

71 views

### Monte carlo Method to estimate a proportion

I'd like to use Monte Carlo method to estimate a proportion and I'd like to be sure my idea is correct mathematically speaking.
Let a pool full of red and blue balls.
I'd like to estimate the ...

**6**

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**1**answer

898 views

### Mathematical study of Mpemba effect?

It has been known since the days of Aristotle and Descartes that under certain circumstances warm water freezes faster than cold water. This effect is now commonly known as the Mpemba effect, named ...

**2**

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**2**answers

125 views

### Drawing random variates from a partially described probability distribution

I have a probability distribution over $\{0,1\}^n$ but instead of knowing the full joint distribution $p(x_1,\dots,x_n)$, I only know $p(x_i=x_j)$ for each $i,j$. How could I draw a random binary ...

**7**

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**1**answer

969 views

### What is the “Tangle” at the Heart of Quantum Simulation?

The following questions generalize and naturalize the question that was originally asked. Provisional answers largely due to Will Sawin are now included.
As was discussed in the question originally ...

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**0**answers

124 views

### A question on discrete numerical simulation on fluids mechanics

I read the paper "Stable, circulation-preseving simplicial fuids" by Elcott, et al: http://www.cs.jhu.edu/~misha/Fall09/Elcott07.pdf. It gives a structure preseving discretization of fluids. I have ...

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**1**answer

131 views

### Staggered timing on 2-D random walks by multiple agents

In 2-D lattice random walks by multiple drunks who can't step onto each other, mathematically I would just say the whole cellular automaton updates "at once".
But to simulate this on a computer, I ...

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**0**answers

299 views

### Monte Carlo sampling high dimensions with the halton sequence?

Referring to the Halton Sequence, Swiler et al 2006 state that
In cases where a large number of input variables are sampled,
Robinson and Atcitty recommend using a leaped sequence, where the
...

**0**

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**0**answers

168 views

### Simulating conditional expectations

There is a multidimensional process X defined via its SDE (we can assume that its a diffusion type process), and lets define another process by $g_t = E[G(X_T)|X_t]$ for $t\leq T$.
I would like to ...

**0**

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**1**answer

127 views

### How are epidemic models simulated in case of mobility?

I am not a mathematician but out of curiosity I am trying to implement the SIS epidemic model when the nodes have mobility to understand how it will change the results. I understand how to perform ...

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**2**answers

383 views

### Is it possible to reliably generate a particular approximation of an ideal knot via a simulated annealing approach?

Say I take a cord, tie a loose knot in three-dimensional space, and pull tightly on the ends to generate an approximation of an ideal knot. If the cord has a fixed knot topology and a random initial ...

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**1**answer

524 views

### exactly simulating a random walk from infinity

In diffusion-limited aggregation on the square lattice, one lets a particle do "random walk from infinity" until it hits the current aggregate, at which point the site occupied by the particle is ...

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**4**answers

914 views

### Will a random walk on [0, inf) tend to infinity? [closed]

Consider a random walk on [0, inf) where you start at 0. With probability p = 0.5, you increase by 1. With probability (1-p) = 0.5, you decrease by 1, but not below 0.
As time goes to infinity, will ...

**3**

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**1**answer

335 views

### How I can generate the simulated time series

I am curious how one can generate simulated time series data.I fount a list of simulated series here and a similar tool for stock market. What is best way to generate domain specific time series data ...

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**1**answer

371 views

### Potts model simulation

I was wondering what were the state-of-the-art methods to simulate low temperature configurations of Potts-like models that exhibit a discontinuous phase transition. For models with a continuous phase ...

**1**

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**1**answer

298 views

### [Numerical Mathemtics] How to solve hexagonal central differences

I want to simulate a 2d linear wave equation on a circle ($\displaystyle\frac{\partial^2 z(x,y,t)}{\partial t^2}=v^2\cdot\left(\displaystyle\frac{\partial^2 z(x,y,t)}{\partial ...

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**1**answer

771 views

### Monte Carlo sampling from correlated empirical distributions

I have a dataset that contains six correlated variables, and I want to sample new data so that each variable has the same marginal distribution as the original data, and the correlations are also the ...

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**2**answers

244 views

### how to sample a conditioned diffusion

there are several reasons why we could be interested in sampling conditioned diffusions:
if we observed a diffusion at discrete time and want to do some kind of inference on the parameters of the ...