Simulation is the imitation of the operation of a real-world process or system over time.

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How to generate a random snowflake

'Tis the season... And it's about time I posed my first question on Mathematica Stack Exchange. So, here's an holiday quest for you Graphics (and P-Chem?) gurus. What is your best code for generating ...
17
votes
1answer
436 views

Simulating Theatre puzzle

I have been trying to simulate the process of the theatre puzzle from the Joy of X (Strogatz). The puzzle, and some relevant material are here. My simplistic coding for this process follows: ...
15
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4answers
1k views

Finding the volume of a sphere using the Monte Carlo algorithm

I used the following code to find the volume of the sphere $x^2+y^2+z^2 = 1$ in the first octant: ...
15
votes
2answers
3k views

Creating a simulation of our Solar System

As the title says, my objective is to create a simulation of the motion of the planets in our Solar System using Mathematica. All the theoretical background regarding the equations of motion of ...
14
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1answer
571 views

Simulating Stochastic Processes the MMA way

This question is really a specific problem and a methodological one concerning MMA best practices. I want to simulate a system of stochastic processes. If this were a geometric Brownian motion or ...
13
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1answer
508 views

Simulating discrete time stochastic dynamic systems

What is the canonical way of simulating discrete time stochastic dynamical systems in Mathematica using the new functionality of Random processes? To take a concrete example, lets consider the ...
12
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3answers
561 views

How can I simulate this toggle mechanism?

I've been introduced to Mathematica very recently. Basically, I haven't actually "solved" anything in my Mathematica lifetime, but I've done some simulations. With my fractional knowledge, I tried ...
12
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3answers
487 views

Simulate a simple spinner

I'm teaching some simple ideas in probability to students in grade 7. The "spinner" below works, but I'm wondering how I could make it just a bit more realistic by having it actually "spin" around a ...
12
votes
3answers
2k views

How to do System dynamics simulations / diagrams in Mathematica?

System dynamics is an approach to understanding the behaviour of complex systems over time. It deals with internal feedback loops and time delays that affect the behaviour of the entire system. What ...
12
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2answers
565 views

Efficient GeometricBrownianMotionProcess Monte Carlo simulation

Following the answers in this post, I'm trying to implement something similar. If the GBM stays inside the corridor [L, U] between predefined times it should return ...
11
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2answers
495 views

Fast Simulations with Compile

this post relates to another post that I didn't follow up propely. If I wanted to simulate a system of stochastic proesses like the following, and loop over this run many many times would writing the ...
11
votes
2answers
641 views

How to improve the accuracy of this Monte Carlo simulation

A friend of mine went on an interview and he was asked to calculate the angle between the hour hand and minute hand of an analog clock when the time was 3:15. Arguably, this is a trivial problem that ...
9
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2answers
581 views

Fluorescence Correlation Spectroscopy Simulation

I am simulating Fluorescence Correlation Spectroscopy which basically involves tracking the random motion of particles in a box with periodic boundary conditions and then calculating their intensity ...
8
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2answers
317 views

Impact Crater Simulation

I have been trying to model crater formation on a given planetary surface - $500\,\textrm{km}^2$. The locations of impacts are random, however, if an impact is within $30\,\textrm{km}$ of another, the ...
7
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4answers
1k views

3D Random Walk with Periodic Boundary Conditions

I am working on a 3D random walk with periodic boundary conditions and have written a program that will do this for me but it is extremely slow. Does anyone have any suggestions on how I could speed ...
7
votes
1answer
281 views

1D Random Walk with Excluded Sites and Variable Time-Step

Here is the physical problem I would like to simulate: Consider the following variations to the 1d random walk: allow for certain, random sites to be excluded with probability 1/2. allow for the ...
7
votes
0answers
168 views

Partial Differential Equation in Parallel

is there any native way to implement multi-core parallel solving of PDE in Wolfram Mathematica? WM 10 now supports Finite Elements Method, but it is actually useless without parallelization. Usually ...
7
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0answers
734 views

Resources on Mathematica and strong AI (a.k.a. AGI)

David Deutsch (physicist / quantum computing theorist) wrote an article for Aeon Magazine last year: On Artificial Intelligence that got me thinking. The article assesses and critiques the ...
6
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1answer
296 views

Optimizing Monte Carlo simulation of a Pred-Prey model

My assignment and code As part of an assignment for one of my classes, I'm trying to run a "massive" Monte Carlo simulation in Parallel on the follow model: ...
6
votes
1answer
814 views

Monte Carlo simulation using geometric Brownian motion

I'm relatively new to Mathematica programming, so forgive my rather unsophisticated question: I'm trying to do a Monte Carlo simulation using geometric Brownian motion (GBM). I want to write a ...
5
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2answers
2k views

Making mathematical animations with Mathematica

I recently stumbled upon the Cycloid and was working on finding its length and such when I found this animation on Wikipedia. Strikingly pretty and small in size too (66KB) So on searching how he ...
5
votes
1answer
518 views

Is there a free version of the Springer book “Mathematical Statistics with Mathematica”?

Is there a free version of the Springer book: $$\text{Mathematical Statistics with Mathematica}$$ by Rose and Smith ... available on the internet?
5
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3answers
233 views

Split list of states by run lengths and discontinuous changes in state

I was asked to look into writing some simulation code for a user, where the simulation output (x) would oscillate between three possible states: ...
5
votes
2answers
235 views

Simulating a Stochastic Process within certain bounds

I would like to simulate paths of a Geometric Brownian Motion till it hits one of two barriers, say 10 or 200. ...
5
votes
1answer
167 views

Simulation Sample Paths for Stochastic Approximation Algorithm

Let $X_t$ be IID random variables in $[0,1]$ and CDF $F(\cdot)$. Suppose there exists a variable $Y_t$ given by: $Y_1 = X_1$ and $Y_t = \phi(X_t, \overline{Y}_{t-1}), \forall t >1$, where ...
5
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1answer
575 views

How to start simulating physical problems?

I'm quite new to Mathematica, I have version 9. I need to use it to simulate some physical problems. I know the equations (like Maxwell's equations and Newton's laws and so on), but I have no real ...
4
votes
5answers
418 views

Problem using WhenEvent to constrain solution

Note: This question has also been posted at the Wolfram Community Problem: Simulate pressure in volume 1 and 2 for 1 second. The circuit is as follows: From this I set up the governing DE for ...
4
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4answers
897 views

Finding the area of a circle using monte carlo simulation [duplicate]

I wrote the following code to find the area of the circle $x^2+y^2=1$ using monte carlo simulation : ...
4
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1answer
161 views

Monte Carlo Volume Calculation and Speed Up

I am trying to do a Monte Carlo area calculation for an irregular area defined by: $$0 \le x \le 1, 10 \le y \le 13, y \ge 12 \cos(x), y \ge 10 + x^3$$ I used the code with modifications (so I can ...
4
votes
1answer
269 views

Changing a wave simulation

I want to adjust some code that I found on this Wolfram Demonstration: http://demonstrations.wolfram.com/WaterRipplesPassingThroughASlit/ Basically it shows a wave passing through a single slit. I ...
3
votes
1answer
259 views

Circular membrane vibration simulation

I'm new in Mathematica and I'm trying to simulate the vibration of a circular membrane for math project but I don't even know how to start. The wave equation describes the displacement of the ...
3
votes
1answer
296 views

Simulating a quick return mechanism

Last time, I got a satisfying answer for simulating a toggle mechanism, just as expected. NDSolve is great. I tried playing with it (as a matter of fact, @MichaelE2 ...
3
votes
2answers
342 views

How do I represent a system dynamics feedback loop?

In System Dynamics, if I want represent the relationship between Speed and Distances, I create a Flow (Speed) and a Stock (Distance) as you can see in this Insight Maker Sample . Heres an Image of how ...
3
votes
1answer
161 views

Simulating a bounded continuous random walk in $n$-dimensions

You're given three $n$-dimensional real vectors, $\mathbf{x_0}$, $\mathbf{a}$ and $\mathbf{b}$, with $\mathbf{a} \le \mathbf{x_0} \le \mathbf{b}$ (vector inequality means component-wise inequality). ...
3
votes
3answers
130 views

how can I make a control for my vector equation in my simulation?

I'm trying to build a control selector or menu for equations to put into my curvature simulations. However all the code I've tried hasn't worked.Does anyone know how I could make a control selector or ...
3
votes
1answer
114 views

How to simulate the 1-D motion of a particle under constant acceleration? [duplicate]

I am trying to represent the position of an object under freefall, but am completely lost. Here is my attempt so far: ...
3
votes
1answer
56 views

RandomVariate does not evaluate a Hyperbolic Distribution

Any Idea why I can't get a result from this expression: ...
3
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0answers
261 views

How to save (large) data generated from simulations

The following is a simple example of a much larger simulation that I want to run Define some processes ...
2
votes
1answer
104 views

Randomly generated polymer with certain spatial density

For simplicity's sake, let the polymer's composing particle be integer 3-tuples (on 3D Cartesian grid), such that: Polymer-ness -- for all particle there is an directly adjacent neighbor. i.e in ...
2
votes
1answer
264 views

Speed up iterated manipulations of a graph / table

I am trying to generate a version of Watts' model of cascading shocks to a network following the discussion on p. 20-25 of this article. The basic premise is to use the ...
2
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0answers
65 views

Determining the total illumination of a polygon

Is it possible to determine the total illumination of a particular polygon with the given light sources? I truly acknowledge that Mathematica is not supposed to do this modeling, but it is what ...
2
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0answers
675 views

Solar system simulation (n-body physics) with OpenCL

I would like to simulate a n-body solar system in Mathematica. I have found the following example: ...
1
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1answer
231 views

Potential hill simulation

I attempted to simulate the motion of a particle approaching to a potential hill. The particle should experience a force of -1/r^2, if the equation for the ...
1
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2answers
229 views

Problem in simulating discrete time stochastic

I have been playing with some stochastic questions and specially the problem here.It seems no matter for the first time in bet, gambler is going to lose the first bet.Am I right?How can we correct the ...
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2answers
539 views
1
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1answer
135 views

Simulation code performance tuning

The following simulation takes over 20 seconds for evaluation. I have difficulty re-coding it with Nest and Map or Compile functions to make it more efficient. Can some one help with this? The ...
1
vote
1answer
199 views

Calculating mean of multiple stochastic processes and setting a lower threshold

Thanks to “Rod Lm” I got some very nice input for the following problem. My intention is to simulate within a Manipulate function a given number of possible stock ...
1
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1answer
70 views

Stochastic Approximation and Simulation using Running Median

I have a function $$F(X_{t+1},Y_{t}^{med})= \alpha X_{t+1} + (1-\alpha) Y_{t}^{med},$$ where $$Y_{t}^{med} = Median(Y_1, Y_2,... Y_t).$$ Moreover, $Y_1 = X_1$ and $Y_t = F(X_{t},Y_{t-1}^{med})$ ...
1
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1answer
198 views

Making an animated simulation without procedural loops

I'm still new to Mathematica and this is the first time I've wanted to do something more complicated than plotting and changing parameters of mathematical functions. I want to make a simple ...
1
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1answer
117 views

Simulation Beta Distribution

Suppose a function such as: $\phi^{\alpha} (x,y) = \left\{ \begin{array}{l l} \alpha x & \quad \text{if $x < y$}\\ x & \quad \text{if $x = y$}\\ \alpha x + (1 -\alpha) & ...