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Computer simulation of stochastic processes through model‐sampling (Monte Carlo) techniques
Author(s) -
Sheppard C.W.
Publication year - 1969
Publication title -
febs letters
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.593
H-Index - 257
eISSN - 1873-3468
pISSN - 0014-5793
DOI - 10.1016/0014-5793(69)80071-2
Subject(s) - monte carlo method , statistical physics , random walk , monte carlo molecular modeling , monte carlo method in statistical physics , sampling (signal processing) , dynamic monte carlo method , computer science , hybrid monte carlo , diffusion , monte carlo integration , quasi monte carlo method , simple (philosophy) , boundary (topology) , stochastic process , markov chain monte carlo , mathematics , physics , statistics , thermodynamics , mathematical analysis , philosophy , epistemology , filter (signal processing) , computer vision
A simple Monte Carlo simulation program is outlined which can be used for the investigation of random‐walk problems, for example in diffusion, or the movement of tracers in the blood circulation. The results given by the simulation are compared with those predicted by well‐established theory, and it is shown how the model can be expanded to deal with drift, and with reflexion from or adsorption at a boundary.