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Polymer translocation across a corrugated channel is a paradigmatic stochastic process encountered in diverse systems. The instance of time when a polymer first arrives to some prescribed location defines an important characteristic time…

Soft Condensed Matter · Physics 2019-01-30 Paolo Malgaretti , Gleb Oshanin

This work presents self-rewarding sequential Monte Carlo (SMC), an inference-time scaling algorithm enabling effective sampling of masked diffusion language models (MDLMs). Our algorithm stems from the observation that most existing MDLMs…

Machine Learning · Computer Science 2026-02-03 Ziwei Luo , Ziqi Jin , Lei Wang , Lidong Bing , Thomas B. Schön

The numerical simulation of rarefied gas mixture dynamics with disparate masses using the direct simulation Monte Carlo (DSMC) method is slow, primarily because the time step is constrained by that of the lighter species, necessitating an…

Fluid Dynamics · Physics 2025-08-26 Liyan Luo , Jianan Zeng , Yanbin Zhang , Wei Li , Qi Li , Lei Wu

Efficient continuous time quantum Monte Carlo (CT-QMC) algorithms that do not suffer from time discretization errors have become the state-of-the-art for most discrete quantum models. They have not been widely used yet for fermionic quantum…

Strongly Correlated Electrons · Physics 2015-07-08 Mauro Iazzi , Matthias Troyer

We provide a mathematical study of the modified Diffusion Monte Carlo (DMC) algorithm introduced in the companion article \cite{DMC}. DMC is a simulation technique that uses branching particle systems to represent expectations associated…

Probability · Mathematics 2014-04-11 Martin Hairer , Jonathan Weare

For many decades, quantum chemical method development has been dominated by algorithms which involve increasingly complex series of tensor contractions over one-electron orbital spaces. Procedures for their derivation and implementation…

Computational Physics · Physics 2014-10-10 George H. Booth , Simon D. Smart , Ali Alavi

We present computer simulations of a dynamic Monte Carlo algorithm for polymer chains on the FCC lattice which takes explicitly into account the possibility to overcome topological constraints by controlling the rate at which nearby polymer…

Soft Condensed Matter · Physics 2021-12-01 Mattia Alberto Ubertini , Angelo Rosa

We present a simple derivation of a Feynman-Kac type formula to study fermionic systems. In this approach the real time or the imaginary time dynamics is expressed in terms of the evolution of a collection of Poisson processes. A computer…

High Energy Physics - Lattice · Physics 2007-05-23 Matteo Beccaria , Carlo Presilla , Gian Fabrizio De Angelis , Giovanni Jona-Lasinio

Continuous-time stochastic processes play an important role in the description of random phenomena, it is therefore of prime interest to study particular variables depending on their paths, like stopping time for example. One approach…

Probability · Mathematics 2023-01-09 Samuel Herrmann , Nicolas Massin

We describe the development of a new object kinetic Monte Carlo code where the elementary defect objects are off-lattice atomistic configurations. Atomic-level transitions are used to transform and translate objects, to split objects and to…

Materials Science · Physics 2019-09-04 Daniel R. Mason , Andrea E. Sand , Sergei L. Dudarev

Preliminary low-thrust spacecraft mission design is a global search problem characterized by a complex solution landscape, multiple objectives, and numerous local minima. During this phase, mission parameters are often not yet fully…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Jannik Graebner , Ryne Beeson

The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…

Numerical Analysis · Mathematics 2025-09-05 Thijs Steel , Vince Maes , Giovanni Samaey

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

We present a novel Exchange Monte Carlo (EMC) method designed for application in continuous-space Path Integral Monte Carlo (PIMC) simulations at finite temperature. Traditional PIMC methods for bosonic systems suffer from long…

Statistical Mechanics · Physics 2026-05-26 Xun Zhao , Synge Todo

Recently there have been exciting developments in Monte Carlo methods, with the development of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has…

Computation · Statistics 2020-09-29 Paul Fearnhead , Joris Bierkens , Murray Pollock , Gareth O Roberts

We study the dynamics of one-dimensional (1D) interacting particles simulated with the event-chain Monte Carlo algorithm (ECMC). We argue that previous versions of the algorithm suffer from a mismatch in the factor potential between…

Statistical Mechanics · Physics 2019-04-10 Ze Lei , Werner Krauth , A. C. Maggs

The combinatorial sequential Monte Carlo (CSMC) has been demonstrated to be an efficient complementary method to the standard Markov chain Monte Carlo (MCMC) for Bayesian phylogenetic tree inference using biological sequences. It is…

Computation · Statistics 2020-08-12 Shijia Wang , Liangliang Wang

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

Numerical Analysis · Mathematics 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

Object kinetic Montecarlo (OkMC) is a fundamental tool for modeling defect evolution in volumes and times far beyond atomistic models. The elastic interaction between defects is classically considered using a dipolar approximation but this…

Materials Science · Physics 2024-03-15 Rodrigo Santos-Güemes , Christophe J. Ortiz , Javier Segurado

Polynomial approximations to the inverse of the fermion matrix are used to filter the dynamics of the upper energy scales in HMC simulations. The use of a multiple time-scale integration scheme allows the filtered pseudofermions to be…

High Energy Physics - Lattice · Physics 2015-05-28 Waseem Kamleh , Mike Peardon