# Questions tagged [simulation]

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### What new fractional brownian motion (fBm) simulation methods have emerged since 2010? [closed]

I want to describe new methods for simulating fBm, as in the work of Coerjolly and Dieker, but new methods are not very easy to find.
1 vote
46 views

### Real life applications of distributions through models or simulations [closed]

What are the areas we can apply distributions in classical harmonic analysis? I don't mean probability distributions but distributions that are continuous linear functionals on the space of test ...
403 views

### Is this a Brownian motion?

I am building a 2D stochastic process as follows. I start with a point $P_0=(0,0)$. Then $P_k=(X_k,Y_k)$ is defined as follows, for $k>0$: \begin{align} X_k & =X_{k-1}+R_k \cos(2\pi\theta_k) \\ ...
181 views

### From biased coins to biased coins, as efficiently as possible

Background We're given a coin that shows heads with an unknown probability, $\lambda$. The goal is to use that coin (and possibly also a fair coin) to build a "new" coin that shows heads ...
268 views

### Concave functions: Series representation and converging polynomials

Background We're given a coin that shows heads with an unknown probability, $\lambda$. The goal is to use that coin (and possibly also a fair coin) to build a "new" coin that shows heads ...
521 views

### From biased coins (and nothing else) to biased coins

Background We're given a coin that shows heads with an unknown probability, $\lambda$. The goal is to use that coin (and possibly also a fair coin) to build a "new" coin that shows heads ...
87 views

### Sampling uniformly in a ball of radius $\epsilon$ in the space of dicrete r.v. of m modalities for the total variation metric

I am looking for some reference or an algorithm that allows to sample uniformly in the ball centered at a discrete random variable of n modalities in the TV distance. For the record for 2 discrete ...
60 views

### Simulation of multivariate logistic distribution conditional to a plane

For an algorithm, I have to simulate $X_1, \ldots, X_n \sim_{\text{iid}} \text{Logistic}(0,1)$ conditionally to the event $(X_1, \ldots, X_n) \in P$, where $P$ is an affine plane in $\mathbb{R}^n$. I ...
1 vote
101 views

### Another question on provable non-existence of an efficient deterministic numerical method

Herewith I submit what may or may not be considered a simpler version of this question. The question is whether it is provable that there is no efficient deterministic numerical method for a ...
147 views

382 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 ...
2k views

### On mathematical studies of the Mpemba effect

Since the days of Aristotle and Descartes, it has been known that under certain circumstances warm water freezes faster than cold water. This effect is now commonly known as the Mpemba effect, named ...
155 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 ...
1k 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 ...
149 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 ...
1 vote
143 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 ...
631 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 ...
463 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 ...
193 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 ...
672 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 ...
818 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 ...
1 vote
3k 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 ...
3k views

### How can I generate the simulated time series

I am curious how one can generate simulated time series data. I found a list of simulated series here and a similar tool for stock market. What is the best way to generate domain specific time series ...
423 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 vote
342 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 x^2}+\displaystyle\frac{\...
1 vote