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We present results of a Monte Carlo study of temperature-programmed desorption in a model system with attractive lateral interactions. It is shown that even for weak interactions there are large shifts of the peak maximum temperatures with…

chem-ph · Physics 2009-10-28 A. P. J. Jansen

The calculation of multivariate normal probabilities is of great importance in many statistical and economic applications. This paper proposes a spherical Monte Carlo method with both theoretical analysis and numerical simulation. First,…

Computation · Statistics 2013-09-16 Huei-Wen Teng , Ming-Hsuan Kang , Cheng-Der Fuh

In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…

Numerical Analysis · Mathematics 2024-02-13 Paweł Przybyłowicz

We discuss modern ideas in Monte Carlo algorithms in the simplified setting of the one-dimensional anharmonic oscillator. After reviewing the connection between molecular dynamics and Monte Carlo, we introduce to the Metropolis and the…

Statistical Mechanics · Physics 2024-08-07 Gabriele Tartero , Werner Krauth

Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

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

Ladder polymers, known for their rigid, ladder-like structures, exhibit exceptional thermal stability and mechanical strength, positioning them as candidates for advanced applications. However, accurately determining their structure from…

Soft Condensed Matter · Physics 2025-05-23 Lijie Ding , Chi-Huan Tung , Zhiqiang Cao , Zekun Ye , Xiaodan Gu , Yan Xia , Wei-Ren Chen , Changwoo Do

We use a quantum Monte Carlo method to investigate various classes of 2D spin models with long-range interactions at low temperatures. In particular, we study a dipolar XXZ model with U(1) symmetry that appears as a hard-core boson limit of…

Quantum Gases · Physics 2016-11-11 Michal Maik , Philipp Hauke , Omjyoti Dutta , Jakub Zakrzewski , Maciej Lewenstein

Monte Carlo dropout may effectively capture model uncertainty in deep learning, where a measure of uncertainty is obtained by using multiple instances of dropout at test time. However, Monte Carlo dropout is applied across the whole network…

Signal Processing · Electrical Eng. & Systems 2020-02-03 Liangping Ma , John Kaewell

Owing to their capability of summarising interactions between elements of a system, networks have become a common type of data in many fields. As networks can be inhomogeneous, in that different regions of the network may exhibit different…

Methodology · Statistics 2018-02-27 Paulo Serra , Michel Mandjes

We present a practical implementation of a Monte Carlo method to estimate the significance of cross-correlations in unevenly sampled time series of data, whose statistical properties are modeled with a simple power-law power spectral…

Instrumentation and Methods for Astrophysics · Physics 2015-06-22 W. Max-Moerbeck , J. L. Richards , T. Hovatta , V. Pavlidou , T. J. Pearson , A. C. S. Readhead

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…

Computational Physics · Physics 2007-05-23 Carlo Pierleoni , David M. Ceperley , Markus Holzmann

We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…

Astrophysics · Physics 2007-05-23 Maxim A. Voronkov

Estimating the trace of the inverse of a large matrix is an important problem in lattice quantum chromodynamics. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials for the levels. The…

High Energy Physics - Lattice · Physics 2023-06-19 Paul Lashomb , Ronald B. Morgan , Travis Whyte , Walter Wilcox

We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…

Accurate control of light polarization represents a core building block in polarization metrology, imaging, and optical and quantum communications. Voltage-controlled liquid crystals offer an efficient way of polarization transformation.…

Quantum Physics · Physics 2022-05-27 Dominik Vašinka , Martin Bielak , Michal Neset , Miroslav Ježek

This chapter presents deep neural network based methods for enhancing the sensitivity of X-ray telescopic observations with imaging polarimeters. Deep neural networks can be used to determine photoelectron emission directions, photon…

Instrumentation and Methods for Astrophysics · Physics 2023-04-05 Abel L. Peirson

A Monte Carlo method is used to calculate the profiles and the polarization of the Raman scattered O VI lines(lambda lambda 6827,7088) in symbiotic stars. A point-like isotropic UV radiation source is assumed and a simple spherical wind…

Astrophysics · Physics 2015-06-24 K. W. Lee , Hee-Won Lee

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann
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