Related papers: The Metropolis Monte Carlo Finite Element Algorith…
We present a novel quantum Monte Carlo method based on a path integral in Fock space, which allows to compute finite-temperature properties of a many-body nuclear system with a monopole pairing interaction in the canonical ensemble. It…
We design a sequential Monte Carlo scheme for the dual purpose of Bayesian inference and model selection. We consider the application context of urban mobility, where several modalities of transport and different measurement devices can be…
A classical Monte Carlo algorithm based on the quasi-classical approximation is applied to the pseudospin Hamiltonian of the model cuprate. The model takes into account both local and non-local correlations, Heisenberg spin-exchange…
We propose a fast and general predecision scheme for Metropolis Monte Carlo simulation of $d$-dimensional long-range interacting lattice models. For potentials of the form $V(r)=r^{-d-\sigma}$, this reduces the computational complexity from…
The electrostatic interaction between two non-identical, moderately charged colloids situated in close proximity of each other at a fluid interface is studied. By resorting to a well-justified model system, this problem is analytically…
An efficient O(N) cluster Monte Carlo method for Ising models with long-range interactions is presented. Our novel algorithm does not introduce any cutoff for interaction range and thus it strictly fulfills the detailed balance. The…
We use a Monte Carlo method to assemble finite element matrices for polynomial Chaos approximations of elliptic equations with random coefficients. In this approach, all required expectations are approximated by a Monte Carlo method. The…
The Monte Carlo carbyne model is modified to investigate the glass transition of the semi-flexible entangled polymer chains. The stochastic bombardment between monomers are monitored by Metropolis algorithm with help of the consideration of…
In this paper, we first derive Milstein schemes for an interacting particle system associated with point delay McKean-Vlasov stochastic differential equations (McKean-Vlasov SDEs), possibly with a drift term exhibiting super-linear growth…
We present explicit methods for simulating diffusions whose generator is self-adjoint with respect to a known (but possibly not normalizable) density. These methods exploit this property and combine an optimized Runge-Kutta algorithm with a…
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…
In recent years Quantum Monte Carlo techniques provided to be a valuable tool to study strongly interacting Fermi gases at zero temperature. We have used QMC methods to investigate several properties of the two-components Fermi gas at…
We consider Monte Carlo algorithms for the simulation of charged lattice gases with purely local dynamics. We study the mobility of particles as a function of temperature and show that the poor mobility of particles at low temperatures is…
We study a one-dimensional two-component Fermi gas in a harmonic trapping potential using finite temperature lattice quantum Monte Carlo methods. We are able to compute observables in the canonical ensemble via an efficient projective…
Ab initio Monte Carlo simulations have been performed to determine the equilibrium properties of liquid lithium and lithium clusters at different temperatures. First-principles density-functional methods were employed to calculate the…
An efficient method for computing thermodynamic equilibrium states at the micromagnetic length scale is introduced, using the Markov chain Monte Carlo method. Trial moves include not only rotations of vectors, but also a change in their…
We propose the clock Monte Carlo technique for sampling each successive chain step in constant time. It is built on a recently proposed factorized transition filter and its core features include its O(1) computational complexity and its…
Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…
This work investigates a fully discrete mixed finite element method for the stochastic Boussinesq system driven by multiplicative noise. The spatial discretization is performed using a standard mixed finite element method, while the…
In this work we introduce a worldline based fermion Monte Carlo algorithm for studying few body quantum mechanics of self-interacting fermions in the Hamiltonian lattice formulation. Our motivation to construct the method comes from our…