Search Results for "monte carlo simulation"
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Showing 3 open source projects for "monte carlo simulation"
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Hrothgar Parallel LM/MCMC Minimizer
A versatile MCMC and downhill optimization engine
Hrothgar is a parallel minimizer and Markov Chain Monte Carlo generator by Andisheh Mahdavi of San Francisco State University. It has been used to solve optimization problems in astrophysics (galaxy cluster mass profiles) as well as in experimental particle physics (hadronic tau decays). It is probably adaptable enough to be applied to your merit function if you can write it in C. -
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gkbench is a benchmark application using a multithreaded version of Monte Carlo method to estimate the value of pi. The program can be used to test the performance of modern hyper-threaded/ multi-core systems.
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Yans is a extensible, mixed-level, Monte-Carlo Method based, discrete event network simulator. Yans is divided into interacting layers, namely: core, topology, nodes, monitors; and is driven by a config-file that describes the setup of the network.
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