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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

In arXiv:2305.03945 [math.NA], a first-order optimization algorithm has been introduced to solve time-implicit schemes of reaction-diffusion equations. In this research, we conduct theoretical studies on this first-order algorithm equipped…

Numerical Analysis · Mathematics 2025-04-01 Shu Liu , Xinzhe Zuo , Stanley Osher , Wuchen Li

We present a new Monte Carlo muon propagation algorithm MUM (MUons+Medium) which possesses some advantages over analogous algorithms presently in use. The most important features of algorithm are described. Results on the test for accuracy…

High Energy Physics - Phenomenology · Physics 2014-11-17 I. A. Sokalski , E. V. Bugaev , S. I. Klimushin

Light propagation in turbid media is driven by the equation of radiative transfer. We give a formal probabilistic representation of its solution in the framework of biological tissues and we implement algorithms based on Monte Carlo methods…

Computation · Statistics 2014-10-16 Laura Vinckenbosch , Céline Lacaux , Samy Tindel , Magalie Thomassin , Tiphaine Obara

Biological tissues are complex structures composed of many elements which make light-based tissue diagnostics challenging. Over the past decades, Monte Carlo technique has been used as a fundamental and versatile approach toward modeling…

Optics · Physics 2024-05-17 Maryam Ghahremani

An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…

Chemical Physics · Physics 2009-11-10 L. Muehlbacher , J. Ankerhold , C. Escher

We present a Monte Carlo method that efficiently computes the density of states for spin models having any number of interaction per spin. By combining a random-walk in the energy space with collective updates controlled by the…

Statistical Mechanics · Physics 2009-11-11 Sylvain Reynal , Hung-The Diep

Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…

Robotics · Computer Science 2025-08-28 Makram Chahine , T. Konstantin Rusch , Zach J. Patterson , Daniela Rus

We have developed a Monte Carlo technique for self-consistently calculating the hydrodynamic structure of oblique, steady-state shocks, together with the first-order Fermi acceleration process and associated non-thermal particle…

Astrophysics · Physics 2009-10-28 Donald C. Ellison , Matthew G. Baring , Frank C. Jones

The implementation and reliability of a quadratic diffusion Monte Carlo method for the study of ground-state properties of atoms are discussed. We show in the simple yet non-trivial calculation of the binding energy of the Li atom that the…

Condensed Matter · Physics 2009-11-07 A. Sarsa , J. Boronat , J. Casulleras

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

Preliminary mission design of low-thrust spacecraft trajectories in the Circular Restricted Three-Body Problem is a global search characterized by a complex objective landscape and numerous local minima. Formulating the problem as sampling…

Systems and Control · Electrical Eng. & Systems 2025-12-10 Jannik Graebner , Ryne Beeson

We propose in this work a Monte Carlo method for three dimensional scalar radiative transfer equations with non-integrable, space-dependent scattering kernels. Such kernels typically account for long-range statistical features, and arise…

Numerical Analysis · Mathematics 2023-07-19 Christophe Gomez , Olivier Pinaud

We develop generalization of the fixed-phase diffusion Monte Carlo method for Hamiltonians which explicitly depend on particle spins such as for spin-orbit interactions. The method is formulated in zero variance manner and is similar to…

Strongly Correlated Electrons · Physics 2016-04-13 Cody A. Melton , Minyi Zhu , Shi Guo , Alberto Ambrosetti , Francesco Pederiva , Lubos Mitas

Back-diffusion is the phenomenon by which random walkers revisit binding sites on a lattice. This phenomenon must occur on interstellar dust particles, slowing down dust-grain reactions, but it is not accounted for by standard rate-equation…

Astrophysics of Galaxies · Physics 2018-09-12 Eric R. Willis , Robin T. Garrod

We show that reaction-diffusion processes in three dimensions can be efficiently handled by event-driven numerical simulations, based on statistical waiting times (Gillespie's Monte-Carlo method). The algorithm is efficient for dilute…

Statistical Mechanics · Physics 2024-12-11 Vincent Rossetto

Rate-equation models are a widely-used and inexpensive tool for the simulation of interstellar chemistry under a range of physical conditions. However, their application to grain-surface chemical systems necessitates a number of simplifying…

Astrophysics of Galaxies · Physics 2017-05-24 Eric R. Willis , Robin T. Garrod

Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…

Numerical Analysis · Mathematics 2020-12-02 Miranda Holmes-Cerfon

We present a hybrid Brownian dynamics / Monte Carlo algorithm for simulating solutions of highly entangled semiflexible polymers or filaments. The algorithm combines a Brownian dynamics time-stepping approach with an efficient scheme for…

Soft Condensed Matter · Physics 2015-06-25 Shriram Ramanathan , David C Morse

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

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