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We review quantum Monte Carlo methods for dealing with large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in fluctuating one-body fields; the…

Nuclear Theory · Physics 2009-10-30 S. E. Koonin , D. J. Dean , K. Langanke

A set of physics models and parameters pertaining to the simulation of proton energy deposition in matter are evaluated in the energy range up to approximately 65 MeV, based on their implementations in the Geant4 toolkit. The analysis…

Computational Physics · Physics 2016-11-17 Maria Grazia Pia , Marcia Begalli , Anton Lechner , Lina Quintieri , Paolo Saracco

These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration together with variance-reducing techniques…

High Energy Physics - Phenomenology · Physics 2007-05-23 Stefan Weinzierl

Zero- and two-dimensional crystal defects form in open statistical ensembles, such as the grand canonical, that are usually inaccessible with conventional simulation techniques. This longstanding challenge is overcome with a new Hamiltonian…

Materials Science · Physics 2026-01-16 Flynn Walsh , Babak Sadigh , Joseph T. McKeown , Timofey Frolov

We propose a novel approach to intranuclear cascades which takes as input quantum MonteCarlo nuclear configurations and uses a semi-classical, impact-parameter based algorithm to modelthe propagation of protons and neutrons in the nuclear…

High Energy Physics - Phenomenology · Physics 2021-02-03 Joshua Isaacson , William I. Jay , Alessandro Lovato , Pedro A. N. Machado , Noemi Rocco

The assisted Schwinger effect, which is predicted to display non-perturbative quantum tunnelling, is expected to be produced in precision lab experiments with electron beams and intense lasers. Indeed, many novel effects predicted by a…

High Energy Physics - Phenomenology · Physics 2025-10-08 Anthony Hartin

We present a method to facilitate Monte Carlo simulations in the grand canonical ensemble given a target mean particle number. The method imposes a fictitious dynamics on the chemical potential, to be run concurrently with the Monte Carlo…

Statistical Mechanics · Physics 2022-04-27 Cole Miles , Benjamin Cohen-Stead , Owen Bradley , Steven Johnston , Richard Scalettar , Kipton Barros

Since Giles introduced the multilevel Monte Carlo path simulation method [18], there has been rapid development of the technique for a variety of applications in computational finance. This paper surveys the progress so far, highlights the…

Computational Finance · Quantitative Finance 2013-08-21 Mike Giles , Lukasz Szpruch

Dynamical triangulations of four-dimensional Euclidean quantum gravity give rise to an interesting, numerically accessible model of quantum gravity. We give a simple introduction to the model and discuss two particularly important issues.…

High Energy Physics - Lattice · Physics 2008-11-26 B. Bruegmann , E. Marinari

The shell model Monte Carlo (SMMC) method is a powerful technique for calculating the statistical and collective properties of nuclei in the presence of correlations in model spaces that are many orders of magnitude larger than those that…

Nuclear Theory · Physics 2015-06-23 Y. Alhassid , M. Bonett-Matiz , A. Mukherjee , H. Nakada , C. Özen

GPU computing has become popular in computational finance and many financial institutions are moving their CPU based applications to the GPU platform. Since most Monte Carlo algorithms are embarrassingly parallel, they benefit greatly from…

Computational Finance · Quantitative Finance 2014-08-26 Linlin Xu , Giray Ökten

Ongoing investigations to introduce software techniques suitable to support new experimental requirements for multi-scale simulation are discussed.

One of the most active areas of physics in the last decades has been that of critical phenomena, and Monte Carlo simulations have played an important role as a guide for the validation and prediction of system properties close to the…

Biological Physics · Physics 2007-05-23 Maria del Pilar Monsivais-Alonso

Monte Carlo particle transport codes are well established on classical hardware and are considered as the reference tool for nuclear applications. In a growing number of domains, the design of algorithms is progressively shifting towards…

Quantum Physics · Physics 2024-10-28 Noé Olivier , Michel Nowak

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

We discuss a projector Monte Carlo method for quantum spin models formulated in the valence bond basis, using the S=1/2 Heisenberg antiferromagnet as an example. Its singlet ground state can be projected out of an arbitrary basis state as…

Strongly Correlated Electrons · Physics 2007-05-23 A. W. Sandvik , K. S. D. Beach

Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from…

Statistical Mechanics · Physics 2015-06-25 Robert H. Swendsen , Jian-Sheng Wang , Shing-Te Li , Brian Diggs , Christopher Genovese , Joseph B. Kadane

We discuss a novel use of the Geant4 simulation toolkit to model molecular transport in a vacuum environment, in the molecular flow regime. The Geant4 toolkit was originally developed by the high energy physics community to simulate the…

Computational Physics · Physics 2013-10-07 J. Singal , J. Langton , R. Schindler

Over the past years, we have developed GATE version 10, a major re-implementation of the long-standing Geant4-based Monte Carlo application for particle and radiation transport simulation in medical physics. This release introduces many new…

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan