Related papers: A scalable parallel Monte Carlo algorithm for atom…
We establish epigraphical and uniform laws of large numbers for sample-based approximations of law invariant risk functionals. These sample-based approximation schemes include Monte Carlo (MC) and certain randomized quasi-Monte Carlo…
Due to a hard dependency between time steps, large-scale simulations of gas using the Direct Simulation Monte Carlo (DSMC) method proceed at the pace of the slowest processor. Scalability is therefore achievable only by ensuring that the…
The uncertainty and robustness of Computable General Equilibrium models can be assessed by conducting a Systematic Sensitivity Analysis. Different methods have been used in the literature for SSA of CGE models such as Gaussian Quadrature…
In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…
Parton jets in the hot and dense medium of a Quark Gluon Plasma (QGP) can undergo multiple processes of scatterings off medium particles as well as processes of coherent medium induced radiations. A Monte-Carlo algorithm and resulting…
The deposition of a metal on a foreign substrate is studied by means of grand canonical Monte Carlo simulations and a lattice-gas model with pair potential interactions between nearest neighbors. The influence of temperature and surface…
We develop a GPU-accelerated hybrid quantum Monte Carlo (QMC) algorithm to solve the fundamental yet difficult problem of $U(1)$ gauge field coupled to fermions, which gives rise to a $U(1)$ Dirac spin liquid state under the description of…
We present a novel cluster-expansion (CE) approach for the first-principles modeling of temperature and concentration dependent alloy properties. While the standard CE method includes temperature effects only via the configurational entropy…
Self-learning Monte Carlo (SLMC) methods are recently proposed to accelerate Markov chain Monte Carlo (MCMC) methods using a machine learning model. With latent generative models, SLMC methods realize efficient Monte Carlo updates with less…
We describe a Monte Carlo scheme for the grand canonical simulation study of fluid phase equilibria in highly size-asymmetrical binary mixtures. The method utilizes an expanded ensemble in which the insertion and deletion of large particles…
In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs). Our algorithm allows massive parallelization of…
Non-equilibrium Markov Chain Monte Carlo (NE-MCMC) simulations provide a well-understood framework based on Jarzynski's equality to sample from a target probability distribution. By driving a base probability distribution out of…
Here we present the derivation, description and results of a Monte Carlo-based algorithm for simulating inelastic scattering of photo-electrons when passing through some scattering medium, such as a gas atmosphere or a solid material. The…
A faithful description of chemical processes requires exploring extended regions of the molecular potential energy surface (PES), which remains challenging for strongly correlated systems. Transferable deep-learning variational Monte Carlo…
While it is known that alloy components can segregate to grain boundaries (GBs), and that the atomic mobility in GBs greatly exceeds the atomic mobility in the lattice, little is known about the effect of GB segregation on GB diffusion.…
A novel family of dynamical Monte Carlo algorithms for lattice polymers is proposed. Our central idea is to simulate an extended ensemble in which the self-avoiding condition is systematically weakened. The degree of the self-overlap is…
Vacancy-mediated diffusion of an Al atom in pure Mg matrix is studied using the atomistic, on-lattice self-learning kinetic Monte Carlo (SLKMC) method. Activation barriers for vacancy-Mg and vacancy-Al atom exchange processes are calculated…
We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…
We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…
We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…