Math & Numerical Methods
Monte Carlo & Uncertainty Simulators
A focused Math & Numerical Methods hub for monte carlo & uncertainty tools, keeping related formulas, assumptions, and engineering checks together.
20 simulators
Adjacent categories
Simulator list
Bayesian Calibration via MCMC (Metropolis–Hastings) Simulator
Monte Carlo & Uncertainty
Bayesian Calibration via MCMC (Metropolis–Hastings) Simulator: Calibrate a CAE model parameter the Bayesian way: feed in a prior, a likelihood and ob…
Bootstrap Confidence Interval Simulator
Monte Carlo & Uncertainty
Compute 95% bootstrap confidence intervals for the mean and median in real time. Resample with replacement and vary N and B to watch the distribution converge.
Brownian Motion & Random Walk Simulator
Monte Carlo & Uncertainty
Simulate Brownian motion and random walks in real time. Adjust particles, step size, and trails to verify Einstein's diffusion formula and explore parameters.
Buffon's Needle Simulator — Estimating Pi by Probability
Monte Carlo & Uncertainty
Buffon's Needle Simulator: estimate pi through probability and geometry.
Control Variates Simulator
Monte Carlo & Uncertainty
Control Variates Simulator compares how control response, stability margin, and tuning assumptions shifts as the main assumptions change.
FFT Spectrum Analyzer — Time-Domain Signal to Frequency Spectrum
Monte Carlo & Uncertainty
Analyze time-series signals with the Fast Fourier Transform. Tweak window functions, sampling frequency and signal components to feel aliasing and leakage.
Gibbs Sampling Simulator
Monte Carlo & Uncertainty
Gibbs Sampling Simulator compares how statistical or numerical assumptions and sensitivity shifts as the main assumptions change.
Importance Sampling — Efficient Tail Probability Estimation
Monte Carlo & Uncertainty
Importance Sampling for tail probability estimation: reduce Monte Carlo variance by tuning proposal distributions.
Latin Hypercube Sampling — LHS vs Plain Monte Carlo
Monte Carlo & Uncertainty
Latin Hypercube Sampling vs Monte Carlo: stratified design sampling technique for improved integration accuracy and uncertainty quantification in CAE.
MCMC Metropolis-Hastings Sampler — Acceptance & Autocorrelation
Monte Carlo & Uncertainty
MCMC Metropolis-Hastings Sampler — Acceptance & Autocorrelation compares how nearby design assumptions and key metrics shifts as the main assumptions change.
Monte Carlo Pi Estimator
Monte Carlo & Uncertainty
Estimate π using random numbers! This Monte Carlo simulation drops points into a square to reveal the value of Pi through probability and error analysis.
Monte Carlo Statistics Simulator — π, Integration, CLT
Monte Carlo & Uncertainty
Explore Monte Carlo methods: estimate π, test the Central Limit Theorem, perform integration, and simulate random processes with this interactive statistics simulator.
Morris Elementary Effects Method Simulator
Monte Carlo & Uncertainty
Morris Elementary Effects Method Simulator: Run the cheapest global sensitivity method — the Morris Elementary Effects (EE) screening — directly in y…
Polynomial Chaos Expansion (PCE) Simulator
Monte Carlo & Uncertainty
Polynomial Chaos Expansion (PCE) Simulator focuses on nearby design assumptions and key metrics, giving a compact read on the current case and the trend that matters nex…
Quasi-Monte Carlo Simulator — Sobol Sequence
Monte Carlo & Uncertainty
Quasi-Monte Carlo Simulator — Sobol Sequence compares how statistical or numerical assumptions and sensitivity shifts as the main assumptions change.
2D Random Walk Simulator — MSD & Diffusion Coefficient
Monte Carlo & Uncertainty
Simulate 2D random walks in real time. Visualize diffusion laws with MSD plots and switch between lattice, Gaussian, and Lévy flight modes.
Rejection Sampling Simulator — Monte Carlo Sample Generation
Monte Carlo & Uncertainty
Rejection Sampling Simulator — Monte Carlo Sample Generation compares how statistical or numerical assumptions and sensitivity shifts as the main assumptions change.
Sobol Sensitivity Indices Simulator
Monte Carlo & Uncertainty
Sobol Sensitivity Indices Simulator compares how physics-model assumptions and visualization shifts as the main assumptions change.
Central Limit Theorem Simulator — Sampling Distribution Visualization
Monte Carlo & Uncertainty
Central Limit Theorem Simulator — Sampling Distribution Visualization focuses on statistical or numerical assumptions and sensitivity, giving a compact read on the curre…
Stratified Sampling Simulator
Monte Carlo & Uncertainty
Stratified Sampling Simulator: A tool for experiencing stratified sampling, a way to boost the accuracy of Monte Carlo integration for free.
About this category
Browser-based Monte Carlo & Uncertainty tools for monte carlo & uncertainty tools, keeping related formulas, assumptions, and engineering checks together — free, no signup, with real-time results, formulas, and worked examples. Use the list above, the search box, or the adjacent categories to pick a simulator.