Search Results for "monte carlo pde" - Page 5
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Showing 190 open source projects for "monte carlo pde"
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Weibull-based reliability toolkit for R
R package for Weibull analysis on (life-)time observations.
This is a small R package for doing Weibull-based reliability analysis. This R package is now obsolete and has been superseded by 'project Abernethy' on http://r-forge.r-project.org/projects/abernethy/. -
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...: Synthesis-Decompostion Reaction Chain Reaction Nuclear Chemical Reaction Lodka Model Brusselator Model Furthermore, the Stochastic approach can be computed by several stochastic simulation algorithms. The DetStoch package offers four stochastic algorithms that use probability functions simulated via Monte Carlo methods: Gillespie's Direct Method, Gillespie's First Reaction Method, Bruck and Gibson Next Reaction Method and Tau-Leaping Method.
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1/ WCA interprets a file containing the definitions of variables and expressions to be analysed, computes the worst case analysis, and prints the results. 2/ WCADB extends MathCAD to perform Monte-Carlo W.C.A. based on drifts taken from an external database.
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clupan is a tool for performing the cluster expansion and several Monte Carlo simulations in multicomponent alloys. clupan can be used for predicting ground state structures and evaluating phase diagrams on the basis of results of DFT calculations.
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SPSens
Stochastic parameter sensitivity analysis for chemical networks
SPSens is a complete software package written in C that estimates parameter sensitivities for stochastic models of chemical and biochemical reaction networks using Monte Carlo (MC) stochastic simulations. It is possible to estimate sensitivities with respect to system parameters using the following algorithms: finite difference methods (crude monte carlo, common reaction path, coupled finite differences); likelihood ratio methods; and regularized pathwise derivatives. Additionally the package... -
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The purpose of the project is summarising effort from a number of analytic libraries, adding interactive web-based user interface and making a free open source solution for risk analytics and stress testing. Feb 8, 2012 Paul Glasserman's Importance Sampling and Tail Approximations as well as plain Monte Carlo have been implemented for for the widely used normal copula model of portfolio credit risk. The package includes source code, examples, spreadsheet with results and references...
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MDL2SBML
Convert MCell input files into SBML
MCell is a Monte-Carlo simulator for spatial stochastic modelling of protein interactions. It requires a specific input file format called Model Description Language (MDL). MDL2SBML is a converter that translates MDL into the more widely recognised Systems Biology Markup Language (SBML) in order to facilitate model sharing and analysis with a wider range of tools. MDL2SBML translates molecule definitions, reactions and variables from MDL to SBML. MCell concepts that have (as of yet... -
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AOOD Battleship
Extension of q1 battleship project
Play battleship! AI algorithm is either monte carlo or completely random. -
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Simulate the optical reflectance from an infinite turbid medium under an ideal oblique incidence optical source. Two versions are implemented: CPU and GPU. They both generate statistically the same results but GPU version works much faster.
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Rand Tree
Random Tree Generator for MatLab
RandTree is a MatLab based tree simulator program where the algorithm is based on Honda's model. We have used probabilistic generation of branches in order to simulate visually realistic tree structures. This program is designed to generate branching structures with bifurcation branching pattern (sympodial branching). By changing the probabilities and branching angles, you can generate different shapes of trees. -
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OptLib
C nonlinear optimization library
[PROJECT MIGRATED TO GIT-HUB] OptLib is a library of nonlinear optimization routines focused on the use of stochastic methods, including Simulated Annealing, Genetic Algorithms, and Monte Carlo. Routines are parallelized using MPI. -
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KISTI MC
KISTI Monte Carlo
Diffusion Monte Carlo -
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EPANET MCX is a Monte Carlo simulation framework for risk assessment in water distribution systems. GNU MCSIM and stochastic demand generation functions are incorporated to generate large set of possible water network scenarios for risk assessment.
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SMMP (Simple Molecular Mechanics for Proteins) is a program library for protein simulations with an emphasis on advanced Monte Carlo algorithms. It includes various force fields to calculate the energy of a protein and protein-protein interactions.
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Tina's Random Number Generator Library (TRNG) is a state of the art C++ pseudo-random number generator library for sequential and parallel Monte Carlo simulations.
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Java library for Monte Carlo simulation, stochastic processes, finance. Classes define the basic mathematical notions to ease transition from theory to application.
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Suprangen - pseudorandom numbers
Suprangen is a system of libraries for pseudorandom number generation
Suprangen is a system of libraries of pseudorandom number generators for Monte Carlo simulation and similar applications. It includes uniform and normal double precision generators with 32 or 52 random bits, Fortran 90 interfaces, and interfaces to GSL. -
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MonteCarlo portfolio simulation - it can be used as stand-alone command line application - it takes simple XML file needed data as entry and creates simple XML file with output, also this stuff have JNI and ISAPI interface.
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The UMS project provides an Microsoft Excel Add-in that allows for simple Monte Carlo simulation. It offers functions for drawing from various well-known probability distributions (Normal, Exponential etc).
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JavaScript Framework for Monte Carlo simulation. Users can create custom web applications with this framework, suitable for financial derivatives, price call, FOREX and much more.
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Portfolio Optimizer Software. Automatically calculates the best asset combination for a given portfolio, expected return, risk and Sharpe ratio. Performs Monte Carlo simulation of thousands of different portfolios.
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The aim of our project is to develop a simulation system to calculate the measurement uncertainty corresponding to the 'Guide To The Expression Of Uncertainty In Measurement' (GUM).
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Feynman Path Integrals with GPU
GPU Implementation of the Feynman Path-Integral Method in Quantum Mec.
... Path Integral formalism of Quantum Mechanics, models have been derived for different physical systems. Using Monte Carlo techniques with the Metropolis algorithm, ground state energies are calculated for the physical systems. All this is implemented in a neat little program to be run on a Graphical Processing Unit through Python and OpenCL (with PyOpenCL). -
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QDeblend3D is a dedicated software tool for the deblending of QSO and host galaxy emission in 3D datacubes obtained with optical IFU spectrographs. The GUI allows to control the process and to visualize the results with an integrated cube viewer.
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