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1
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1answer
21 views

Tissue Deformation Simulation using FEM

I need to simulate tissue deformation using FEM. Is it advisable to represent the object as a triangle mesh or a ...
2
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1answer
40 views
+50

Applying MCMC Metropolis algorithm

I'm interested in all possible paths (on the grid $\mathbb{N}^2 $) that goes from $ (0,0) $ to $ (n, n) $. At each step there are two possibilities: go right or go up. The path is a sequence $ ...
0
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0answers
14 views

simulate inventory model with antithetic variable [closed]

I need make a simple program of the inventory model with scilab or matlab. I have the code but I need add the antithetic method for reduce the iterations's number with the variance reduction and I ...
0
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0answers
31 views

Understanding simulation of Brownian Motion

I am trying to understand the simulation of Brownian Motion given at http://www.math.uah.edu/stat/applets/BrownianMotion.html. There are four boxes in this simulation. For the purpose of this question ...
0
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0answers
9 views

Simulate and present normal distribution [migrated]

My task is to compare different methods of simulating normal distribution. For example, I use following code, to generate 2 vectors, each 1000 values (Box-Muller method): ...
-1
votes
2answers
29 views

Calculating a Cardgame

I was send here from stackoverflow because they thought maybe you can help me. Here my original post: http://stackoverflow.com/questions/26799476/a-faster-way-then-doing-14-for-loops What I want: ...
0
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0answers
15 views

Skew in black scholes model

We are modeling Foreign exchange rates using Black Scholes model given below: $F_t = F_{t-1} + (r_d - r_f)F_{t-1} dt + \sigma\cdot F_{t-1}\cdot dW_t$ Where $F_t$ and $F_{t-1}$ are FX rates at time ...
0
votes
1answer
16 views

Incomplete Cholesky decomposition conjugate gradient method in Matlab

I have a problem in finding the numerical material that describing in detail for incomplete Cholesky combined with conjugate gradient method by using Matlab. Someone can help me? Many thank in ...
0
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1answer
15 views

Angular momentum superposition

I am doing a space simulation. I have a spaceship and this spaceship has engines that don't push the spaceship through its center of gravity. These engines can therefore give the spaceship angular ...
0
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0answers
14 views

Generate a random chain with cauchy distribution using C language

Here is my question: I want to simulate a random variable using cauchy distribution with C language. Scale and position must be setted manually. I fuond the GSL library wich contain the function: ...
0
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0answers
11 views

would the following game be beatable with martingale

I want to mix 2 games with weight on game one 51.5% and 48.5% on game two player will be presented with 3 coins and he will be asked to click on 1 of the 3 coins and then all 3 coins are turned ...
0
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0answers
33 views

Uniform Sampling over Convex Polytope (not full-dimensional)

I want to simulate a uniform distribution on a convex polytope that is not full-dimensional for optimization purposes (to generate random points on the set I want to minimize over). The polytope is ...
3
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1answer
39 views

Hypercomputation & Higher Dimensional Variants of Conway's Game of Life

Conway's Game of Life is a simple and important mathematical game with some rules of evolution in a two dimensional space. It appears in many subjects in mathematics, artificial intelligence and ...
0
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0answers
14 views

R- generate sample that follows a geometric distribution

I'm having trouble coming up with an algorithm that generates a sample $(X_1,...,X_n)$ of size n, considering several values for n, where the random variable $X_i$ – “number of trials until the first ...
1
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0answers
19 views

Are these two approaches to calculating return rate mathematically consistent?

I have coded two C# programs, which use two different approaches to evaluate the outcome of a certain casino-style game (casino-style in the sense that the user pays points to take a turn, and ...
1
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0answers
50 views

Backward Euler method with a cross-product.

I want to solve the following differential equation with the backward Euler method ...
0
votes
0answers
18 views

Sampling from a random distribution with a margin of error

A survey of a population is taken using sampling. It is determined that 70% prefer option A and 30% prefer option B with a margin of error being 5%. Typically when simulating the process with the ...
0
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0answers
38 views

Transform this IVP into a first-order autonomous system with $\dot{x} = Ax + b$

I'm fairly new to differential equations and need some guidance with this following problem: Transform the following IVP into a first-order autonomous system in the form $\dot{x} = Ax + b$: $$ ...
0
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1answer
38 views

Conditional probability problem and Alias Method

I hopefully someone can help me with this problem of conditional probability: "A disk server receives requests from many client machines and requires 10 milliseconds to respond to each request. The ...
0
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0answers
29 views

Expected Probability of a Random Agent and a Probabilistic Agent

I'm running simulations on two agents: random agent and probabilistic agent. The world they are running in is the Wumpus World where the agent is dropped in a 4x4 grid where each cell has a 20% chance ...
2
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0answers
14 views

orderstatistics of uniform distributions on different ranges

During a simulation I discovered an interesting phenomenon: Given you have 3 agents. 2 are uniformly distributed between [0,1] and one between [0,2]. The question is how often do the smaller agents ...
0
votes
1answer
25 views

Simulating a controlled dynamical system

I am try to simulate a controlled dynamical system of the form $$\dot{x}=f(x,\phi(x)),$$ where $\phi$ is the controller. To do so, I am using Octave (an open source version of Matlab). My commands ...
0
votes
1answer
25 views

Approximation and Monte Carlo simulation.

I am a bit up over my head here, I will present an argument and then I hope you guys will say if my reasoning is correct or what should be changed, ultimately I am hoping to say something qualified ...
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2answers
39 views

Wrong simulation

I am simulating $(1+\eta)^{19}$ where $\eta$ is exponentially distributed with mean 0.15. I'm suppose to get on average 21 thousands. But my code below never output anything above 100. What am I ...
0
votes
1answer
52 views

Simple Monte Carlo simulation/approximation of 2 pair in a 5 card poker hand

I am very curious about simulation of an event where an estimating/sampling technique is used. In this example, the goal is to simulate a subset of all the roughly $2.6$ million $5$ card poker hands ...
0
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0answers
13 views

Individual particle tracking simulation

I want to do a simulation of a stochastic system. I have 4 types of cell, each will divide or die with a certain probability. Let's say : A-> A+A A -> A+B A -> A+C B-> B+B B-> die and so on... ...
0
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1answer
29 views

Distribution of hitting position of line by brownian motion.

What is known about the distribution of the hitting position of a line by a 2d brownian motion? I've tried to make some simulations of a 2d brownian motion where every computational step has a ...
0
votes
2answers
28 views

How to calculate the direction (of velocity of a ball) after collision with another ball?

Say I have two balls of same radius, in the 2-D Plane. So like a pool (billiard) game. I have the cue ball, moving with the velocity vector V, the magnitude is not important, so we only need an angle ...
3
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0answers
40 views

Maximize or find an upper bound of the function $kx^{k-1}\exp(-\mu(x^k-x))$

I was programming some random variable simulation using the acceptance-rejection method and I encounter with the Weibull$(k,\lambda)$ distribution. This random variable is posible to simulate with ...
0
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0answers
64 views

Water swallowing in Matlab

I want to simulate some water passing through a vertical cylinder in Matlab, and I would like to implement a 3d animation of it. I built the cylinder using the patch function, but I do not know how to ...
0
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0answers
19 views

Simulation Lévy process

I need to simulate a Lévy process from its characteristic triple $(\gamma,\Sigma,\nu)$ where $\nu$ is the Lévy measure. I know that I can simulate it by summing a brownian motion and a compound ...
1
vote
1answer
45 views

Simulate simple non-homogeneous Poisson proces

Consider a Poisson process whose conditional intensity is $$\lambda(t) = \alpha e^{-t}$$ starting at time $t=0$ for some parameter $\alpha>0$. I would like to simulate arrival/event/failure ...
0
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0answers
74 views

Estimation covariance of the Kalman filter state

I implemented Kalman filtering for a simplest 1D coordinate+velocity model. The prediction worked, but I wanted to estimate the prediction probability distribution. I.e. how likely it is that the ...
0
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1answer
41 views

How to simulate from a simple point process

Define a point process by the conditional intensity function $$\lambda^*(t) = \mu + \alpha \sum_{t_i < t} e^{-(t-t_i)}$$ where $\mu$ and $\alpha$ are positive parameters. I would like to ...
0
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0answers
10 views

Generating a given length sample and skewness whose normality is verified by one normality test but not by an other

I just want to generate 1 sample of length$=n>30$, |skewness$=S|<0.3$ and for which normality is not rejected by Shapiro wilk test of normality but rejected by Anderson darling test of ...
0
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0answers
13 views

spatial-partitioning based physical simulation

I've learnt that spatial-partitioning based physical simulation is kind of "approximate" computation. Is it because: since the whole space is partitioned into cells, and only the interactions of ...
1
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0answers
19 views

Stability of simulation of brownian noise

As I understand, Brownian noise can be simulated by the process $$x_{n+1}=x_n+R_n$$ where $R\sim U[-a,a]$. The expected value for $x_n$ is then $x_0$. But $\text{Var} x_n\to\infty$ as $n\to\infty$ ...
1
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1answer
57 views

Estimate arrival time of a ship given the average of the ships in a day in a Poisson Distribution

I'm working in a simulation of a Port where ships come to specific stations of the port. I already know that the average amount of ships is given by a Poisson distribution and the service time (On ...
1
vote
1answer
28 views

Simulation of orbiting bodies

I am writing a computer program to simulate orbiting bodies such as planets and stars. I wish to have a starting point in which a number of bodies are randomly scattered around a central heavy body. ...
1
vote
0answers
31 views

Distribution of phone calls during 24h

I would like to model the amount of phone calls at each time of the day. The phone calls should follow a poisson distribution and at 12:00 there should be the peak. So, semantically what I would like ...
-2
votes
2answers
58 views

Operations on distributions

Say we have two r.v X and Y which are independent and differently distributed ( for e.g X follows a bell curve and Y follows an exponential distribution with parameter $\lambda > 0$ What are the ...
0
votes
1answer
32 views

Simulation from cdf

Give a method for simulating from $$F(x) =\left\{\matrix{ \frac{(1-e^{-2x}+2x)}{3},& 0 < x < 1\cr \frac{3-e^{-2x}}{3}, & 1 < x < ∞}\right.$$ (Work out the pdf, and try to ...
0
votes
1answer
37 views

Calculate expectation under risk neutral measure: $\mathbb{E_Q}(\max(S-1,0))$

I am busy with a numerical simulation and I want the calculate the following expectation under the risk neutral measure: $\mathbb{E_Q}(\max(S-1,0))$. $S$ is some variable that I calculated using ...
1
vote
1answer
23 views

Proportion expected in a simulation

X and Y are independent random variables uniform taking values ​​in the sets {1, 2, 3} and {1, 2}, respectively. As can know by simulating the expected ratio for the pair $(X, Y)$ such that $X > ...
2
votes
1answer
40 views

Mean Value Function and CDF of Nonhomogeneous Poisson

Consider a nonhomogeneous Poisson process on $[0, T]$ with mean value function $m(t)$ for $t \in [0, T]$. Let $X_1$ denote the time of the first arrival. Show that $(X_1\,|\,N(T) = 1)$ has the ...
0
votes
1answer
28 views

Standard deviation shouldn't reduce?

I need to do a algorithm to calculate an integral via Monte Carlo Method, and for a purpose of simulation, I need to calculate the standard deviation of a sample generated in my program. My problem is ...
0
votes
1answer
61 views

Simulation - Find the maximum of a function with exponential decay

I need to run a program to calculate the integral of the following function with exponential decay $$t(x) = \exp(-Lx)(a\sin(bx) + d\cos(ex))$$ and for a simulation purpose, I need to find maximum of ...
1
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0answers
38 views

Forest fire simulation; analytically constructing a function for tree residual after fire

Consider a Cellular Automaton with an $n \times n$ grid, where each cell corresponds either to a tree or dirt. We assign a tree to cell $(i,j)$ by probability $p$. Next, we initiate a fire in some ...
2
votes
1answer
89 views

Proving that Markov Chain Monte Carlo converges

I am trying to understand how the very basic Markov Chain Monte Carlo approach works: We try to approximately calculate the expected value $E_{\pi(x)}[X]$ by drawing sequential samples from a Markov ...
1
vote
1answer
22 views

How to know when samples tend toward lowest number?

I am working on a computer simulation. In a perfect world, I only want to know what the minimum result value is from the simulation. (I have no a-priori knowledge about the range of numbers or their ...