Monte Carlo methodMonte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.
Stochastic calculusStochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese mathematician Kiyosi Itô during World War II. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces.
Grain growthIn materials science, grain growth is the increase in size of grains (crystallites) in a material at high temperature. This occurs when recovery and recrystallisation are complete and further reduction in the internal energy can only be achieved by reducing the total area of grain boundary. The term is commonly used in metallurgy but is also used in reference to ceramics and minerals. The behaviors of grain growth is analogous to the coarsening behaviors of grains, which implied that both of grain growth and coarsening may be dominated by the same physical mechanism.
Stochastic differential equationA stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the derivative of a Brownian motion or more generally a semimartingale.
Global optimizationGlobal optimization is a branch of applied mathematics and numerical analysis that attempts to find the global minima or maxima of a function or a set of functions on a given set. It is usually described as a minimization problem because the maximization of the real-valued function is equivalent to the minimization of the function . Given a possibly nonlinear and non-convex continuous function with the global minima and the set of all global minimizers in , the standard minimization problem can be given as that is, finding and a global minimizer in ; where is a (not necessarily convex) compact set defined by inequalities .
CrayCray Inc., a subsidiary of Hewlett Packard Enterprise, is an American supercomputer manufacturer headquartered in Seattle, Washington. It also manufactures systems for data storage and analytics. Several Cray supercomputer systems are listed in the TOP500, which ranks the most powerful supercomputers in the world. Cray manufactures its products in part in Chippewa Falls, Wisconsin, where its founder, Seymour Cray, was born and raised.
Infinitesimal generator (stochastic processes)In mathematics — specifically, in stochastic analysis — the infinitesimal generator of a Feller process (i.e. a continuous-time Markov process satisfying certain regularity conditions) is a Fourier multiplier operator that encodes a great deal of information about the process. The generator is used in evolution equations such as the Kolmogorov backward equation, which describes the evolution of statistics of the process; its L2 Hermitian adjoint is used in evolution equations such as the Fokker–Planck equation, also known as Kolmogorov forward equation, which describes the evolution of the probability density functions of the process.
Stationary processIn mathematics and statistics, a stationary process (or a strict/strictly stationary process or strong/strongly stationary process) is a stochastic process whose unconditional joint probability distribution does not change when shifted in time. Consequently, parameters such as mean and variance also do not change over time. If you draw a line through the middle of a stationary process then it should be flat; it may have 'seasonal' cycles around the trend line, but overall it does not trend up nor down.
Grain boundaryIn materials science, a grain boundary is the interface between two grains, or crystallites, in a polycrystalline material. Grain boundaries are two-dimensional defects in the crystal structure, and tend to decrease the electrical and thermal conductivity of the material. Most grain boundaries are preferred sites for the onset of corrosion and for the precipitation of new phases from the solid. They are also important to many of the mechanisms of creep.
Triangulated irregular networkIn computer graphics, a triangulated irregular network (TIN) is a representation of a continuous surface consisting entirely of triangular facets (a triangle mesh), used mainly as Discrete Global Grid in primary elevation modeling. The vertices of these triangles are created from field recorded spot elevations through a variety of means including surveying through conventional techniques, Global Positioning System Real-Time Kinematic (GPS RTK), photogrammetry, or some other means.
Molecular dynamicsMolecular dynamics (MD) is a computer simulation method for analyzing the physical movements of atoms and molecules. The atoms and molecules are allowed to interact for a fixed period of time, giving a view of the dynamic "evolution" of the system. In the most common version, the trajectories of atoms and molecules are determined by numerically solving Newton's equations of motion for a system of interacting particles, where forces between the particles and their potential energies are often calculated using interatomic potentials or molecular mechanical force fields.
Jaguar (supercomputer)Jaguar or OLCF-2 was a petascale supercomputer built by Cray at Oak Ridge National Laboratory (ORNL) in Oak Ridge, Tennessee. The massively parallel Jaguar had a peak performance of just over 1,750 teraFLOPS (1.75 petaFLOPS). It had 224,256 x86-based AMD Opteron processor cores, and operated with a version of Linux called the Cray Linux Environment. Jaguar was a Cray XT5 system, a development from the Cray XT4 supercomputer. In both November 2009 and June 2010, TOP500, the semiannual list of the world's top 500 supercomputers, named Jaguar as the world's fastest computer.
