Search Results for "monte carlo simulation"

MCX is a GPU-accelerated, general-purpose, physically-accurate and feature-rich 3-D light transport simulator. It is one of the fastest simulators because it can use tens of thousands of GPU threads to simulate photons in parallel.

ntuacarlo: library of open-source implementation of optimization algorithms for Matlab/GNU Octave The library implements matlab functions for the following optimization algorithms: Simulated Annealing Particle Swarm Optimization Monte Carlo Exhaustive search The signature of the functions follow the same as the ga() function of Matlab. All the functions support lower and upper bounds, linear and non-linear constraints, and integer variables.Octave

Blueprint XAS is a Matlab-based suite designed for the processing and analysis of near-edge x-ray absorption spectroscopy (XAS) data. The suite is designed primarily to assist users in exploring reasonable fit solutions while minimizing user bias.

The Orbit Determination Toolbox (ODTBX) is developed by the Navigation & Mission Design branch at NASA Goddard Space Flight Center as an advanced mission simulation and analysis tool used for concept exploration, proposal, early design phase, and/or rapid design center environments. ODTBX functions and utilities are combined in a flexible architecture that allows for modular development of navigation algorithms and simulations. The core ODTBX functionality is realized through a set of estimation commands that incorporate Monte Carlo data simulation, linear covariance analysis, and measurement processing at a generic level.

LIPRAS v466 LIPRAS [LEEP-ruhs], short for Line-Profile Analysis Software, is a graphical user interface for least-squares fitting of Bragg peaks in powder diffraction data. For any region of the inputted data, user can choose which profile functions to apply to the fit, constrain profile functions, and view the resulting fit in terms of the profile functions chosen. If you use LIPRAS for your research, please cite it: Giovanni Esteves, Klarissa Ramos, Chris M. Fancher, and Jacob L....

...A stochastic model is derived for the transient and steady-state behaviors of the residual echo power. The convergence analysis provides a stability bound for the adaptation step-size. Monte Carlo simulations can be performed to illustrate the accuracy of the model, which can then used to provide design guidelines. Application of the new model confirms previous experimental findings that the same cancellation performance of a single-microphone AEC can be achieved with a shorter AEC when the possibility of spatial filtering is available.

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.

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.

A similarity-free approach to compare the diversity of environmental viral communities

Source code for the paper J. Keiner and B. Waterhouse. Fast Principal Components Analysis method for finance problems with unequal time steps. In P. L'Ecuyer and A. B. Owen, editors, Monte Carlo and Quasi-Monte Carlo Methods 2008, Springer Verlag, 2010

...Actually the parameter estimation methods were already far from the state-of-art when the project began in 2007 (!). The considered implemented parametric and non-parametric Monte Carlo likelihood methods were chosen for their ability to treat both one-dimensional and multivariate SDE systems, although the quality of the inferential results can't match those obtained using more advanced techniques. Nevertheless the toolbox capabilities to simulate numerical solutions of SDE systems are still valid and can serve as a useful starting point to those willing to simulate stochastic dynamical models easily.