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A stochastic simulation is a simulation of a system that has variables that can change ... (PDF). J. Chem. ... easy to use Python package for stochastic simulations ...
In contrast, the Gillespie algorithm allows a discrete and stochastic simulation of a system with few reactants because every reaction is explicitly simulated. A trajectory corresponding to a single Gillespie simulation represents an exact sample from the probability mass function that is the solution of the master equation.
Stochastic optimization (SO) are optimization methods that generate and use random variables. For stochastic optimization problems, the objective functions or constraints are random. Stochastic optimization also include methods with random iterates .
In the field of mathematical optimization, stochastic programming is a framework for modeling optimization problems that involve uncertainty. A stochastic program is an optimization problem in which some or all problem parameters are uncertain, but follow known probability distributions .
Stochastic simulation is a simulation where some variable or process is subject to random variations and is projected using Monte Carlo techniques using pseudo-random numbers. Thus replicated runs with the same boundary conditions will each produce different results within a specific confidence band.
Stochastic ray tracing is the application of Monte Carlo simulation to the computer graphics ray tracing algorithm. " Distributed ray tracing samples the integrand at many randomly chosen points and averages the results to obtain a better approximation.
Simultaneous perturbation stochastic approximation (SPSA) is an algorithmic method for optimizing systems with multiple unknown parameters. It is a type of stochastic approximation algorithm. As an optimization method, it is appropriately suited to large-scale population models, adaptive modeling, simulation optimization , and atmospheric ...
Download as PDF; Printable version; In other projects Wikidata item; ... Pages in category "Stochastic simulation" The following 23 pages are in this category, out of ...