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Recent years have seen a rise in the application of machine learning techniques to aid the simulation of hard-to-sample systems that cannot be studied using traditional methods. Despite the introduction of many different architectures and…
Within a microscopic theory, we study the quantum Brownian motion of a skyrmion in a magnetic insulator coupled to a bath of magnon-like quantum excitations. The intrinsic skyrmion-bath coupling gives rise to damping terms for the skyrmion…
A large class of quantum and statistical field theoretical models, encompassing relevant condensed matter and non-abelian gauge systems, are defined in terms of complex actions. As the ordinary Monte-Carlo methods are useless in dealing…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…
We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…
We propose a new numerical method for one dimensional stochastic differential equations (SDEs). The main idea of this method is based on a representation of a weak solution of a SDE with a time changed Brownian motion, dated back to Doeblin…
Starting from a microscopic theory, we derive a master equation for a harmonic oscillator coupled to a bath of non-interacting oscillators. We follow a non-perturbative approach, proposed earlier by us for the free Brownian particle. The…
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…
It is shown that the standard quantum Brownian equation (QBE) can violate positivity not only past the thermal correlation time, but at arbitrarily long times at high system frequencies. In an effort to improve the standard QBE, exact…
Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…
On the basis of the dynamical-quantization approach to open quantum systems, we can derive a non-Markovian Caldeira-Leggett quantum master equation as well as a non-Markovian quantum Smoluchowski equation in phase space. On the one hand, we…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
Treating the fermionic ground state problem as a constrained stochastic optimization problem, a formalism for fermionic quantum Monte Carlo is developed that makes no reference to a trial wavefunction. Exchange symmetry is enforced by…
We present a method aimed at sampling charge density fluctuations in Coulomb systems. The derivation follows from a functional integral representation of the partition function in terms of charge density fluctuations. Starting from the…
The diffusion Monte Carlo method is applied to describe a trapped atomic Bose-Einstein condensate at zero temperature, fully quantum mechanically and nonperturbatively. For low densities, $n(0)a^3 \le 2 \cdot 10^{-3}$ [n(0): peak density,…
We extend a recently developed method to solve semi-linear PDEs to the case of a degenerated diffusion. Being a pure Monte Carlo method it does not suffer from the so called curse of dimensionality and it can be used to solve problems that…
This article is devoted to methods of construction and study of stochastic models based on Monte Carlo method. A model of Brownian motion, the construction and processing which brings to a world of random numbers and mathematical…