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We calculate cross sections for low energy elastic exciton-exciton scattering within the effective mass approximation. Unlike previous theoretical approaches, we give a complete, non-perturbative treatment of the four-particle scattering…

Condensed Matter · Physics 2010-07-28 J. Shumway , D. M. Ceperley

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

Simulating properties of quantum materials is one of the most promising applications of quantum computation, both near- and long-term. While real-time dynamics can be straightforwardly implemented, the finite temperature ensemble involves…

Quantum Physics · Physics 2023-11-06 Khaldoon Ghanem , Alexander Schuckert , Henrik Dreyer

We introduce a theoretical approach to study the quantum-dissipative dynamics of electronic excitations in macromolecules, which enables to perform calculations in large systems and cover long time intervals. All the parameters of the…

Mesoscale and Nanoscale Physics · Physics 2016-07-20 S. A Beccara , F. Mascherpa , E. Schneider , P. Faccioli

We report on a diffusion Monte Carlo investigation of model electron systems in low dimensions, which should be relevant to the physics of systems obtainable nowadays in semiconductor heterostructures. In particular, we present results for…

Strongly Correlated Electrons · Physics 2007-05-23 A. Malatesta , Gaetano Senatore

On the base of Diffusion Monte-Carlo method it is developed a new Complex Diffusion Monte-Carlo (CDMC) method allowing to simulate the quantum systems with complex wave function. There are no approximations on the calculation of modulus and…

Condensed Matter · Physics 2007-05-23 B. Abdullaev , M. Musakhanov , A. Nakamura

Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…

Statistical Mechanics · Physics 2015-06-12 Alan R. Denton , Michael P. Schmidt

In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…

Numerical Analysis · Mathematics 2022-03-14 Zihao Yang , Jizu Huang , Xiaobing Feng , Xiaofei Guan

The linear response description for impurity diffusion in a granular fluid undergoing homogeneous cooling is developed in the preceeding paper. The formally exact Einstein and Green-Kubo expressions for the self-diffusion coefficient are…

Soft Condensed Matter · Physics 2009-11-07 James Lutsko , J. Javier Brey , James W. Dufty

An ensemble model of turbulence is proposed. The ensemble consists of flow fields in which the flux of an inviscid conserved quantity, such as energy (or enstrophy in two-dimensional flow fields), across the wavenumber $k$ is a constant…

Fluid Dynamics · Physics 2022-10-19 Kyo Yoshida

We develop a diagrammatic Monte Carlo method for the real-time dynamics of dissipative quantum impurity models. These are small open quantum systems with interaction and local Markovian dissipation, coupled to a large quantum bath. Our…

Strongly Correlated Electrons · Physics 2024-03-26 Matthieu Vanhoecke , Marco Schirò

Two models are first presented, of one-dimensional discrete-time quantum walk (DTQW) with temporal noise on the internal degree of freedom (i.e., the coin): (i) a model with both a coin-flip and a phase-flip channel, and (ii) a model with…

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

Methodology · Statistics 2022-08-26 Paul B. Rohrbach , Robert L. Jack

We propose a highly efficient and accurate methodology for generating synthetic financial market data using a diffusion model approach. The synthetic data produced by our methodology align closely with observed market data in several key…

Computational Finance · Quantitative Finance 2025-02-04 Andrew Lesniewski , Giulio Trigila

The diffusion-driven self-assembly of rod-like particles was studied by means of Monte Carlo simulation. The rods were represented as linear $k$-mers (i.e., particles occupying $k$ adjacent sites). In the initial state, they were deposited…

We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…

Condensed Matter · Physics 2009-10-28 N. V. Prokof'ev , B. V. Svistunov , I. S. Tupitsyn

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler
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