Monte Carlo Simulator
The Metropolis-Hastings Sampler is the most common Markov-Chain-Monte-Carlo (MCMC) algorithm used to sample from arbitrary probability density functions (PDF). Suppose you want to simulate samples from a random variable which can be described by an arbitrary PDF, i.e., any function which...
Platforms: Windows, Mac, *nix, Python, BSD Solaris
License: Freeware | Download (56): Metropolis-Hastings Sampler Download |
The MATLAB program simulates binary frequency shift keying (BFSK) at baseband through Monte Carlo method. The goal is to simulate bit error rate (BER) over an additive white Gaussian noise (AWGN) channel. For realizing that, the effect of noise is represented in the baseband with Gaussian random...
Platforms: Matlab
License: Freeware | Size: 102.4 KB | Download (46): BER of BFSK in AWGN Channel Download |
The MATLAB program simulates binary phase shift keying (BPSK) at baseband through Monte Carlo method. The goal is to simulate bit error rate (BER) over an additive white Gaussian noise (AWGN) channel. For realizing that, the effect of noise is represented in the baseband with Gaussian random...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): BER of BPSK in AWGN Channel Download |
ALAMOUTI performs Monte-Carlo simulation and estimates Bit Error Rate (BER) of Alamouti Scheme [1] over Rayleigh channel. The scheme presumes 2 transmit (Tx) and arbitrary number of receive (Rx) elements. If Rx=1 (one receive element) the ALAMOUTI is transformed to the order 2 transmit diversity...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (51): Alamouti Scheme with GUI Download |
In Evolutionary Multiobjective Optimization (EMO), an algorithm produces a set of points in the performance space as an estimation of the Pareto front. A quantitive measure is desired to estimate the closeness of the estimated data points to the true Pareto front.One of such measures is the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): Hypervolume Indicator Download |
Revised from Dr. Wang Lihong's MCML. Tested ok on windowsXP+Matlab7.0. Performes about 30% to 40% faster than MCML.Beta version 1.01.qiang.2@osu.edu
Platforms: Matlab
License: Freeware | Size: 204.8 KB | Download (45): Monte Carlo Simulation for Photon Migration Inside Biological Tissue Download |
Simulates the wall effect in a gaseous thermal neutron detector with a gaseous neutron converter (He-3) using the Monte Carlo method. Based on the gap thickness (in m) and the partial pressure of helium-3 (in bar), this program computes the fraction of events that suffers to some extent from the...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): WallEffect Download |
Compute European call option price using the Heston model and a conditional Monte-Carlo method [call_prices, std_errs] = Heston(S0, r, V0, eta, theta, kappa, strike, T, M, N)*******************************************************************************INPUTS: S0 - Current price of the underlying...
Platforms: Matlab
License: Freeware | Size: 92.16 KB | Download (41): Heston Option Pricer Download |
As a coursework, we are required to price a double barriers knock-in binary put option. We used finite difference method in 24 ways and multinomial lattice in 12 ways. We also implemented analytic and Markov chain method. At the end, we compared these four methods and Monte Carlo method.In this...
Platforms: Matlab
License: Freeware | Size: 358.4 KB | Download (53): An Example of Markov Chain and multinominal option pricing Download |
A Monte-Carlo simulation meant to calculate the position of micronsized particles in an optical trap (seen as an harmonic potential). It returns the position in meters. Bead radius, corner frequency/ trapping stiffness, sampling frequency and number of sampled points can be varied. It is small...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (40): BeadFluct Download |
The STP XY Model program implements a Monte Carlo simulation of the planar ferromagnet or XY Model of spins on a lattice. The simulation returns the configuration of spins with the option of showing the vortices. The default system is a lattice of linear dimension L = 20 at temperature T = 0.89....
Platforms: Mac
License: Freeware | Size: 489.47 KB | Download (41): XY Model Download |
(p)IPHULA is a software that investigates parameters of population history based on a Monte Carlo simulation using the maximum likelihood framework. Further details on how to compile, install, run, and use this program can be found in the (p)IPHULA manual (PDF). Reference: The method is...
Platforms: Mac
License: Freeware | Size: 706.56 KB | Download (44): (p)IPHULA Download |
The Fermat Light Ray model shows a light ray traveling left to right through N homogeneous regions with different refractive indicies. Because light travels in a straight line through a homogenous medium, the path is determined by the vertical coordinates at each boundary. A data table allows...
Platforms: Mac
License: Freeware | Size: 757.76 KB | Download (35): Fermat Light Ray Model Download |
The STP Hard Disks Metropolis program is a Monte Carlo simulation of hard disks in two dimensions. The default initial condition is a rectangular configuration of N=64 particles in a box of length L = 40. You can slowly increase the density of the gas (by setting the minimum scale length between...
Platforms: Mac
License: Freeware | Size: 468.99 KB | Download (43): Hard Disks Metropolis Download |
The STP 1DIsing program is a Monte Carlo simulation of a one-dimensional Ising model in equilibrium with a heat bath at temperature T using the Metropolis algorithm. The default is N=64 spins up (s = 1) with no external field with heat bath temperature T=1. STP Ising1D is part of a suite of Open...
Platforms: Mac
License: Freeware | Size: 908.29 KB | Download (37): Ising 1D Download |
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.
Platforms: *nix
License: Freeware | Size: 71.68 KB | Download (37): clupan Download |
GNU Archimedes is the GNU package for the design and simulation of submicron semiconductor devices. It is a 2D Fast Monte Carlo simulator which can take into account all the relevant quantum effects, thank to the implementation of the Bohm effective potential method. The physics and geometry of a...
Platforms: *nix, C/C++, BSD
License: Freeware | Download (59): GNU Archimedes Download |
Cambridge Rocketry Simulator was designed as a simple and handy tool that allows you to perform six degree of freedom simulations of High Power Rocket (HPR) and model rocket flights.
The parachute descent is also simulated. 3D flight trajectories are produced as well as detailed tabular flight...
Platforms: Windows, Windows Vista, 7
License: Freeware | Download (452): Cambridge Rocketry Simulator Download |
Have you ever wondered how much income you could reliably maintain from your investments and wished that you could have a practice run? The ISG(TM) Investment Income Simulator allows you to do just that. It simulates real-life stock market variability so that you can practice making investment...
Platforms: Windows
License: Freeware | Download (60): Investment Income Simulator Download |
Play 11 popular and unique solitaire card games in the free verson of BigPatience!
Additional features: customizing solitaires rules, multi-level undo, restarting the game, saving unfinished games, selectable decks and backs of cards, game statistics, the detailed help.
Games included:...
Platforms: Windows
License: Freeware | Size: 1.81 MB | Download (342): BigPatience Download |