What is Monte carlo: Definition and 127 Discussions

Monte Carlo (; Italian: [ˈmonte ˈkarlo]; French: Monte-Carlo [mɔ̃te kaʁlo], or colloquially Monte-Carl [mɔ̃te kaʁl]; Monégasque: Munte Carlu; lit. '"Mount Charles"') is officially an administrative area of the Principality of Monaco, specifically the ward of Monte Carlo/Spélugues, where the Monte Carlo Casino is located. Informally, the name also refers to a larger district, the Monte Carlo Quarter (corresponding to the former municipality of Monte Carlo), which besides Monte Carlo/Spélugues also includes the wards of La Rousse/Saint Roman, Larvotto/Bas Moulins and Saint Michel. The permanent population of the ward of Monte Carlo is about 3,500, while that of the quarter is about 15,000. Monaco has four traditional quarters. From west to east they are: Fontvieille (the newest), Monaco-Ville (the oldest), La Condamine, and Monte Carlo.
Monte Carlo is situated on a prominent escarpment at the base of the Maritime Alps along the French Riviera. Near the quarter's western end is the world-famous Place du Casino, the gambling center which has made Monte Carlo "an international byword for the extravagant display and reckless dispersal of wealth". It is also the location of the Hôtel de Paris, Café de Paris and Salle Garnier (the casino theatre which is the home of the Opéra de Monte-Carlo). The quarter's eastern part includes the community of Larvotto with Monaco's only public beach, as well as its new convention center (the Grimaldi Forum), and the Monte-Carlo Bay Hotel & Resort. At the quarter's eastern border, one crosses into the French town of Beausoleil (sometimes referred to as Monte-Carlo-Supérieur), and 8 kilometres (5 mi) to its east is the western border of Italy.

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  1. G

    Lattice-gas Monte Carlo Simulation

    Hi all... Im trying to model a simple lattice-gas ( ising model ) system , using MC metropolis algorithm. I am having trouble with the code. I am trying to do it in matlab. My lattice gas does not show the characteristics it should. I used my old Ising Model code, which I modified to do...
  2. C

    Monte Carlo integration method: sampling in region?

    I want to use this method to evaluate a triple integral that is otherwise impossible (not elementary). The region is the unit sphere. The Monte Carlo method sounds simple, but if I were to use MATLAB to do this, how would I pick my random sample points so that they are INSIDE the region...
  3. K

    Projects on monte carlo simulations

    Hi all... I am just starting off with the monte carlo methods... I have done some work with self avoiding walks and ising models.. Can someone suggest some project that can be taken on as part of a Master's thesis.. thanks..
  4. D

    Simulating flow with Direct Simulation Monte Carlo

    Hello everyone! So far I am simulating a Maxwell-Boltzmann distributed gas at 273K in a cube. The walls are thermal but also set to 273K. So the temperature should stay the same throughout the box, which it does. But now I'm trying to get the gas to flow. I'm trying something, but I'm not...
  5. H

    Monte Carlo Computational Physics Project

    Hi, I am doing an undergraduate physics project by writing a C++ code to implement the Metropolis algorithm to a simple 2d one component plasma. In short, I have to determine the equilibrium configuration at each temperature by means of the Metropolis algorithm and then compute ensemble...
  6. D

    Strange problem with Direct Simulation Monte Carlo

    Hi everyone! I'm running and modifying some code from the Alejandro Garcia book, "Numerical Methods for Physics". I generalized it to three dimensions, but noticed a problem when calculating the average temperature. Then I went back to the original, untouched program, and found that the problem...
  7. CFDFEAGURU

    Use of Monte Carlo Method to Solve Geometrical Problems in Radiation Transfer

    Hello all, I am curious to know if any of you have ever used the Monte Carlo method to solve problems involving thermal radiation exchange. An overview of the problems that can be solved using this method is described here...
  8. T

    Monte Carlo Integration - Importance Sampling

    Hi! I'm trying to write an algorithm that performes Importance Sampling Monte Carlo integration. I found some info about it, but I have trouble understanding how it actually can be implemented. Let f(x) be the function we want to integrate and p(x) the non-uniform probability...
  9. T

    Monte Carlo Integration: Error Estimate Reliability for Non-Square Integrables

    Hi! I need help with the monte carlo integration: reliability of the error estimate for functions that are not square integrable. I'm supposed to investigate this topic.*Hence my first question is what is a function that is not square integrable? I found that such a function is 1/sqrt(x) on...
  10. C

    Monte Carlo Method (generating random numbers)

    Homework Statement Determine a method to generate random observations for the extreme valued pdf given by: e^{x-e^x} \ \ \ \ \ - \infty < x < \infty Homework Equations The Attempt at a Solution So I start by finding it's CDF: \int^{x}_{-\infty}e^{x-e^x} dx and this is...
  11. C

    Winning Prizes with Monte Carlo Method

    Hello guys, I need some help on my AP CS class assignment. The assignment is as follows: "Write a program that uses the Monte Carlo sampling method to estimate the average number of bottles of Boost someone would have to drink to win a prize. There is a one in five chance that a bottle cap...
  12. S

    Monte Carlo and Inverse Monte Carlo - Good Sources for Self Study?

    Hello there, Does anyone know some good sources (preferably on the Internet) for Monte Carlo and Inverse Monte Caro methods (especially the latter)? There is plenty of stuff to find on Monte Carlo, I am particulary pleased with Stefan Weinzierl's 'Introduction to Monte Carlo methods'...
  13. belliott4488

    Correlating input and output in Monte Carlo simulations

    I'm pretty ignorant when it comes to statistics, so I'm hoping that there's an easy answer to my question (this is the good part of ignorance): If I have run a set of Monte Carlo simulations of some process, where I have some set of input parameters that I've drawn from known distributions...
  14. S

    Monte carlo without detailed balancing

    Hello, I am finishing a computational project, one that is using monte carlo to simulate a lennard-jones fluid. Very straightforward project - the only twist is one that asks to come up with an algorithm/method that moves all particles at once, rather than the trad method of one at a time...
  15. T

    Markov Chain/ Monte Carlo Simulation

    Let \bold{X} be a discrete random variable whose set of possible values is \bold{x}_j, \ j \geq 1 . Let the probability mass function of \bold{X} be given by P \{\bold{X} = \bold{x}_j \}, \ j \geq 1 , and suppose we are interested in calculating \theta = E[h(\bold{X})] =...
  16. H

    Monte Carlo Method, What should a beginner do?

    Okay, as soon as I started inquiring about the study of particle accelerator I realize none of professors at my institution is working on this subject. Sadly, we don't even have a particle accelerator. Anyway, further inquiry into this subject led me to believe, I could study something of...
  17. C

    An alternative to Metropolis Monte Carlo

    Has anyone come across this? I 'invented' it last night, but I'm sure it was discovered decades ago- either that, or it's wrong. The standard problem is to sample according to a probability distribution P(x). In standard MMC, this is achieved by: 1) Pick a trial point x' at random...
  18. malawi_glenn

    What are some suggestions for a Monte Carlo simulation in nuclear physics?

    Hi! Iam about to have a home assignment to perform a monte carlo simulation of a non-trival function with several variables, that is related to our interestests of study. My interest is Nuclear physics, and I was wondering if any of you guys have suggestions for problem in nuclear physics...
  19. A

    Troubleshooting Monte Carlo Simulation Compiler Issues

    Hello, my colleague has a problem. He has a Monte Carlo simulation written in C. But his program gives different outputs in case he compile it using g++ or icc. He has nothing changed in his source. He is using standard random number generator drand() with initialization srand((unsigned) time...
  20. M

    Is Java a Suitable Language for Monte Carlo Modelling of Magnetic Nanoparticles?

    Hello guys, I am trying to do monte carlo modelling for a system of magnetic nanoparticles that my lab is studying (optinally in external magnetic fields). I played around with this last summer and wrote some simple monte carlo code in csharp (i wanted to learn it). Now ... its time for this to...
  21. I

    What is romberg's and monte carlo method?

    anybody knows what is romberg's method and monte carlo method?
  22. S

    How can I use Monte Carlo integration for non-rectangular regions?

    Dear friends I have been trying to write a code in Mathematica for solving a double integral with a non rectangular region through monte carlo integration, I have written a code that will solve for rectangular regions but i have no idea how to change it to work for non rectangular regions...
  23. R

    Can Monte Carlo Methods Simulate Quantum Spin Flips for Enhanced SNR?

    I am trying to simulate a two-point quantum measurment on an ensemble of spin-1/2 nuclei. The purpose of this measurment is to mitigate the effects of quantum statistical noise. If we assume that the signal-to-noise ratio (SNR) looks P*SQRT(N) where P is the net polarization of spins in a...
  24. M

    Free energy estimation (Monte Carlo)

    Can anyone point me to some source code for monte carlo methods for free energy estimation. Standard metropolis/hamiltonian don't work since its the integral not the expectation I'm interested in. candidates seem to be path sampling/ bridge sampling and annealed importance sampling of which...
  25. F

    Monte Carlo method for Smoluchowski equation

    Hi every body, i've a simple question in the programation for a certain methode called Monte Carlo method for Smoluchowski equation: i programe this method in maple but the problem is that the positions of particules z[l]is not changing ( it most be changed ): can anyone tell me where is the...
  26. S

    Cubist Art and the Monte Carlo Effect

    This idea of dimension seemed an appropriate response to what I see in the Monte Carlo effect. I mean here we are trying to descibe what dimenison might mean in terms of a gravity issue. Brane world scenarios. Are we not also trying give dimension a boost here in what we understand of the...
  27. M

    Question: Can Monte Carlo Simulation Predict Human Brain Activity?

    Future is not unpredictable. The day is not far away when human brain will be predicted with the use of Monte Carlo Simulation.
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