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In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the…

Computational Physics · Physics 2023-02-09 Emanuel Casiano-Diaz , Kipton Barros , Ying Wai Li , Adrian Del Maestro

Radiative transfer (RT) simulations are a powerful tool that enables the calculation of synthetic images of a wide range of astrophysical objects. These simulations are often based on the Monte Carlo (MC) method, as it provides the needed…

Instrumentation and Methods for Astrophysics · Physics 2023-11-23 Anton Krieger , Sebastian Wolf

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

We prove a moderate deviation principle for the continuous time interpolation of discrete time recursive stochastic processes. The methods of proof are somewhat different from the corresponding large deviation result, and in particular the…

Probability · Mathematics 2014-01-24 Paul Dupuis , Dane Johnson

We demonstrate the feasibility of performing sufficient configurational sampling of disordered oxides directly from first principles without resorting to the use of fitted models such as cluster expansion. This is achieved by harnessing the…

Materials Science · Physics 2019-01-30 Shusuke Kasamatsu , Osamu Sugino

Background: Path integrals are a powerful tool for solving problems in quantum theory that are not amenable to a treatment by perturbation theory. Most path integral computations require an analytic continuation to imaginary time. While…

Nuclear Theory · Physics 2020-07-01 W. N. Polyzou , Ekaterina Nathanson

In this work, within the framework of path integral Monte Carlo, we construct a pseudo-fermion propagator by replacing the original fermionic determinant with its absolute value. This modified propagator defines an auxiliary system free…

Computational Physics · Physics 2026-03-31 Yunuo Xiong , Hongwei Xiong

We introduce and implement an importance-sampling Monte Carlo algorithm to study systems of globally-coupled oscillators. Our computational method efficiently obtains estimates of the tails of the distribution of various measures of…

Chaotic Dynamics · Physics 2017-07-12 Shamik Gupta , Jorge C. Leitao , Eduardo G. Altmann

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

Leveraging the coherent exploration of Hamiltonian flow, Hamiltonian Monte Carlo produces computationally efficient Monte Carlo estimators, even with respect to complex and high-dimensional target distributions. When confronted with…

Methodology · Statistics 2015-02-06 M. J. Betancourt

The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…

Computational Physics · Physics 2010-02-11 Norbert Nemec

We present numerical results which are needed to evaluate all non-trivial master integrals for four-loop massless propagators, confirming the recent analytic results of[1]and evaluating an extra order in $\ep$ expansion for each master…

High Energy Physics - Phenomenology · Physics 2014-11-20 A. V. Smirnov , M. Tentyukov

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

A number of algorithms have been developed to solve probabilistic inference problems on belief networks. These algorithms can be divided into two main groups: exact techniques which exploit the conditional independence revealed when the…

Artificial Intelligence · Computer Science 2013-04-08 Ross D. Shachter , Mark Alan Peot

In recent years efficient algorithms have been developed for the numerical computation of relativistic single-particle path integrals in quantum field theory. Here, we adapt this "worldline Monte Carlo" approach to the standard problem of…

We introduce modifications to Monte Carlo simulations of the Feynman path integral that improve sampling of localised interactions. The new algorithms generate trajectories in simple background potentials designed to concentrate them about…

Quantum Physics · Physics 2025-08-06 Ivan Ahumada , James P. Edwards

Dynamic Monte Carlo simulations are used to study coupled transport (co-transport) through sub-nanometer-diameter pores. In this classic Hodgkin-Keynes mechanism, an ion species uses the large flux of an abundant ion species to move against…

Soft Condensed Matter · Physics 2013-11-27 Dezső Boda , Éva Csányi , Dirk Gillespie , Tamás Kristóf

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

A novel approach for simulating potential propagation in neuronal branches with high accuracy is developed. The method relies on high-order accurate difference schemes using the Summation-By-Parts operators with weak boundary and interface…

Numerical Analysis · Mathematics 2015-06-11 David Amsallem , Jan Nordstrom

A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…

Mathematical Physics · Physics 2015-05-28 Guillaume Bal , Anthony Davis , Ian Langmore
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