Related papers: Fast Convergence of Path Integrals for Many-body S…
The new {\em ab initio} quantum path integral Monte Carlo approach has been developed and applied for the entropy difference calculations for the strongly coupled degenerated uniform electron gas (UEG), a well--known model of simple metals.…
We have developed a Python package ZMCintegral for multi-dimensional Monte Carlo integration on multiple Graphics Processing Units(GPUs). The package employs a stratified sampling and heuristic tree search algorithm. We have built three…
We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…
We created an efficient algorithm suitable for graphics processing units (GPUs) to perform Monte Carlo simulations of a subset of reaction-diffusion models. The algorithm uses techniques that are specific to GPU programming, and combines…
We demonstrate that substantial progress can be achieved in the study of the phase structure of 4-dimensional compact QED by a joint use of hybrid Monte Carlo and multicanonical algorithms, through an efficient parallel implementation. This…
A simple and efficient method for quantum Monte Carlo simulation is presented, based on discretization of the action in the path integral, and a Gaussian averaging of the potential, which works well e.g. with the Coulomb potential.
Finite detector resolution and limited acceptance require to apply unfolding methods in high energy physics experiments. Information on the detector resolution is usually given by a set of Monte Carlo events. Based on the experience with a…
The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…
We investigate a hybrid numerical algorithm aimed at the large-scale cosmological N-body simulation for the on-going and the future high precious sky surveys. It makes use of a truncated Fast Multiple Method (FMM) for short-range gravity,…
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…
We present a new Monte Carlo method which couples Path Integral for finite temperature protons with Quantum Monte Carlo for ground state electrons, and we apply it to metallic hydrogen for pressures beyond molecular dissociation. This…
We present an approach to calculation of point defect optical and thermal ionization energies based on the highly accurate quantum Monte Carlo methods. The use of an inherently many-body theory that directly treats electron correlation…
We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…
We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…
Methods for computing the integral of the Planck blackbody function over a finite spectral range, the so-called incomplete Planck integral, are necessary to perform multigroup radiative transfer calculations. We present a comparison, in…
We introduce a new strategy for coupling the parallel in time (parareal) iterative methodology with multiscale integrators. Following the parareal framework, the algorithm computes a low-cost approximation of all slow variables in the…
A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…
We present a new Monte Carlo method which couples Path Integral for finite temperature protons with Quantum Monte Carlo for ground state electrons, and we apply it to metallic hydrogen for pressures beyond molecular dissociation. We report…
We propose quantum algorithms that provide provable speedups for Markov Chain Monte Carlo (MCMC) methods commonly used for sampling from probability distributions of the form $\pi \propto e^{-f}$, where $f$ is a potential function. Our…
The multi-level Monte Carlo method proposed by M. Giles (2008) approximates the expectation of some functionals applied to a stochastic process with optimal order of convergence for the mean-square error. In this paper, a modified…