Search Results for "monte carlo pde"
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Showing 3 open source projects for "monte carlo pde"
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Dice Simulator
Simulator for Dice Probabilites
Small simulator for checking typical dice probabilites for boardgaming/wargaming (during Vassal pbem games for example). Pre-configured tabs for the boardgame "Here I Stand" from GMT Games, but easily useable for other boardgames as well. The newest version also includes prediction of CRT combat (Paths of Glory, Illusions of Glory, Pursuit of Glory CRTs included). You can add your own single-dice CRTs for any game. Most features use a Monte Carlo simulation, but a few are calculated... -
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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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C++, Fortran, Java Linux, Windows/Cygwin Framework for Monte Carlo simulation of high-energy collisions
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