Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Uncertainties of numerical results

  1. Apr 21, 2013 #1
    How do people generally determine uncertainties on results that are based on Monte Carlo simulations? Take this fictive example, just so we have something specific to talk about:

    I look at 106 particles, confined to a box. There is a small hole in one of the walls, and at some time t0 I am interested in knowing how many particles N have diffused out of the box. This can be simulated by a Monte Carlo approach (Brownian motion).

    This number N will vary each time I perform the simulation, but it will converge the larger I make the initial sample. Nonetheless, I guess an uncertainty is still present - how can we determine that in general?

    Thanks for input in advance.
     
  2. jcsd
  3. Apr 21, 2013 #2
    I'm not sure if there's a more elegant method, but I'd repeat the simulation multiple times and take the standard deviation of the results. Perhaps if it's too computationally expensive to do this with a very high N, you can repeat it for a few low N and extrapolate the uncertainty as a function of N using a curve fit? I assume it would be 1/sqrt(N)?
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook




Similar Discussions: Uncertainties of numerical results
  1. Numerical physics? (Replies: 4)

  2. Resultant force (Replies: 3)

  3. Resultant vector (Replies: 24)

Loading...