Metric tensorIn the mathematical field of differential geometry, a metric tensor (or simply metric) is an additional structure on a manifold M (such as a surface) that allows defining distances and angles, just as the inner product on a Euclidean space allows defining distances and angles there. More precisely, a metric tensor at a point p of M is a bilinear form defined on the tangent space at p (that is, a bilinear function that maps pairs of tangent vectors to real numbers), and a metric tensor on M consists of a metric tensor at each point p of M that varies smoothly with p.
Weyl tensorIn differential geometry, the Weyl curvature tensor, named after Hermann Weyl, is a measure of the curvature of spacetime or, more generally, a pseudo-Riemannian manifold. Like the Riemann curvature tensor, the Weyl tensor expresses the tidal force that a body feels when moving along a geodesic. The Weyl tensor differs from the Riemann curvature tensor in that it does not convey information on how the volume of the body changes, but rather only how the shape of the body is distorted by the tidal force.
Inverse transform samplingInverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, Smirnov transform, or the golden rule) is a basic method for pseudo-random number sampling, i.e., for generating sample numbers at random from any probability distribution given its cumulative distribution function. Inverse transformation sampling takes uniform samples of a number between 0 and 1, interpreted as a probability, and then returns the smallest number such that for the cumulative distribution function of a random variable.
Prior probabilityA prior probability distribution of an uncertain quantity, often simply called the prior, is its assumed probability distribution before some evidence is taken into account. For example, the prior could be the probability distribution representing the relative proportions of voters who will vote for a particular politician in a future election. The unknown quantity may be a parameter of the model or a latent variable rather than an observable variable.
Computer simulationComputer simulation is the process of mathematical modelling, performed on a computer, which is designed to predict the behaviour of, or the outcome of, a real-world or physical system. The reliability of some mathematical models can be determined by comparing their results to the real-world outcomes they aim to predict. Computer simulations have become a useful tool for the mathematical modeling of many natural systems in physics (computational physics), astrophysics, climatology, chemistry, biology and manufacturing, as well as human systems in economics, psychology, social science, health care and engineering.
SimulationA simulation is the imitation of the operation of a real-world process or system over time. Simulations require the use of models; the model represents the key characteristics or behaviors of the selected system or process, whereas the simulation represents the evolution of the model over time. Often, computers are used to execute the simulation. Simulation is used in many contexts, such as simulation of technology for performance tuning or optimizing, safety engineering, testing, training, education, and video games.
Numerical integrationIn analysis, numerical integration comprises a broad family of algorithms for calculating the numerical value of a definite integral, and by extension, the term is also sometimes used to describe the numerical solution of differential equations. This article focuses on calculation of definite integrals. The term numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals.
Home computerHome computers were a class of microcomputers that entered the market in 1977 and became common during the 1980s. They were marketed to consumers as affordable and accessible computers that, for the first time, were intended for the use of a single nontechnical user. These computers were a distinct market segment that typically cost much less than business, scientific or engineering-oriented computers of the time such as those running CP/M or the IBM PC, and were generally less powerful in terms of memory and expandability.
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.
