Related papers: A First-Passage Kinetic Monte Carlo Algorithm for …
Recently, fictitious identical particles have provided a promising way to overcome the fermion sign problem and have been used in path integral Monte Carlo (PIMC) to accurately simulate warm dense matter with up to 1000 electrons (T.…
The solar atmosphere is a complex environment with diverse species and varying ionization states, especially in the chromosphere, where significant ionization variations occur. This region transitions from highly collisional to weakly…
We present a technique that enables the evaluation of perturbative expansions based on one-loop-renormalized vertices up to large expansion orders. Specifically, we show how to compute large-order corrections to the random phase…
We address the problem of parameter estimation for diffusion driven stochastic volatility models through Markov chain Monte Carlo (MCMC). To avoid degeneracy issues we introduce an innovative reparametrisation defined through…
The Radial Point Interpolation Mixed Collocation (RPIMC) method is proposed in this paper for transient analysis of diffusion problems. RPIMC is an efficient purely meshless method where the solution of the field variable is obtained…
We show that for a subdiffusive continuous time random walk with scale-free waiting time distribution the first-passage dynamics on a finite interval can be optimised by introduction of a piecewise linear potential barrier. Analytical…
The influence of lateral adsorbate diffusion on the dynamics of the first-order phase transition in a two-dimensional Ising lattice gas with attractive nearest-neighbor interactions is investigated by means of kinetic Monte Carlo…
Computer simulation plays a central role in modern day materials science. The utility of a given computational approach depends largely on the balance it provides between accuracy and computational cost. Molecular crystals are a class of…
Many materials science phenomena, such as growth and self-organisation, are dominated by activated diffusion processes and occur on timescales that are well beyond the reach of standard-molecular dynamics simulations. Kinetic Monte Carlo…
Calibration of individual based models (IBMs), successful in modeling complex ecological dynamical systems, is often performed only ad-hoc. Bayesian inference can be used for both parameter estimation and uncertainty quantification, but its…
Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…
Context. The interpretation of polarised radiation emerging from a planetary atmosphere must rely on solutions to the vector Radiative Transport Equation (vRTE). Monte Carlo integration of the vRTE is a valuable approach for its flexible…
We consider the problem of determining the arrival statistics of unbiased planar random walkers to complex target configurations. In contrast to problems posed in finite domains, simple moments of the distribution, such as the mean (MFPT)…
Traditional Markov Chain Monte Carlo methods suffer from low acceptance rate, slow mixing and low efficiency in high dimensions. Hamiltonian Monte Carlo resolves this issue by avoiding the random walk. Hamiltonian Monte Carlo (HMC) is a…
Recent studies on diffusion-based sampling methods have shown that Langevin Monte Carlo (LMC) algorithms can be beneficial for non-convex optimization, and rigorous theoretical guarantees have been proven for both asymptotic and finite-time…
Ultracold atomic systems have been of great research interest in the past, with more recent attention being paid to systems of mixed species. In this work we carry out non-perturbative Path Integral Monte Carlo (PIMC) simulations of N…
We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…
This paper discusses a novel probabilistic approach for the design of robust model predictive control (MPC) laws for discrete-time linear systems affected by parametric uncertainty and additive disturbances. The proposed technique is based…
A macroscopic mesoscopic, deterministic stochastic coupling strategy is proposed to accelerate the direct simulation Monte Carlo (DSMC) method for chemical reaction. First, a macroscopic synthetic equation is formulated by integrating…
The standard kinetic Monte Carlo algorithm is an extremely efficient method to carry out serial simulations of dynamical processes such as thin-film growth. However, in some cases it is necessary to study systems over extended time and…