Lectures related to Monte Carlo methods: single particle diffusion

Simulation & Optimization: Poisson Process & Random Numbers

Explores simulation pitfalls, random numbers, discrete & continuous distributions, and Monte-Carlo integration.

Explores quantum random number generation, discussing the challenges and implementations of generating good randomness using quantum devices.

Brownian Motion: Theory and Applications

Covers the theory of Brownian motion, diffusion, and random walks, with a focus on Einstein's theory for one-dimensional motion.

Random Number Generation: Deterministic Sequences in C++

Covers the implementation of deterministic random number generation in C++ simulations.

Random Number Generators: Modulo Generator

Explores random number generators on computers, focusing on the Modulo generator and the criteria for pseudo random numbers.

Monte Carlo Methods: Multi-Particle Diffusion

Explores multi-particle diffusion using Monte Carlo methods in cementitious materials.

Maximum Entropy Principle: Stochastic Differential Equations

Explores the application of randomness in physical models, focusing on Brownian motion and diffusion.

Monte Carlo Methods: Thermal Radiation Applications

Discusses the application of Monte Carlo methods in thermal radiation analysis, focusing on probability functions and numerical integration techniques.

Diffusion in Fluids: Understanding Mass Transport

Covers diffusion, focusing on mass transport in fluids and its mathematical formulation.

Random Number Generators: Properties and Examples

Covers uniform and pseudo-random number generators, properties, examples, and quality assessment through empirical tests.

Stochastic Simulation: Random Number Generators

Explores random number generators, including Pseudo-RNG algorithms, properties, assessment methods, and independence testing.

Random Walk Simulation: Mean Displacement and Diffusion Coefficient

Covers random walk simulation, mean displacement, and diffusion coefficient calculations for weakly ionized particles.

Functional random generators

Explores functional random generators for various domains and their application in systematic random testing.

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Distributed Randomness: Drand

Explores distributed randomness using Drand, covering cryptographic tools, key exchange, elliptic curve cryptography, and practical applications in blockchain systems.

C++ Standard Library: Containers and Algorithms

Explores containers and algorithms in the C++ standard library, including find, copy, and sort functionalities.

Random Number Generators: Basics and Algorithms

Explores random number generators, from true random numbers to pseudo random algorithms, including the modulo generator and advanced techniques.

Random Numbers Visualization

Explains how constants affect the mean and variance of random numbers.

Mixture Models: Simulation-based Estimation

Explores mixture models, including discrete and continuous mixtures, and their application in capturing taste heterogeneity in populations.

Mass Transport: Fick's Law of Molecular Diffusion

Covers mass transport through molecular diffusion, explaining Fick's first law and diffusion coefficient values for various materials.