Related papers: Derivation and quantitative analysis of the differ…
Free energy calculations based on atomistic Hamiltonians and sampling are key to a first principles understanding of biomolecular processes, material properties, and macromolecular chemistry. Here, we generalize the Free Energy Perturbation…
We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…
Theoretical predictions need quantified uncertainties for a meaningful comparison to experimental results. This is an idea which presently permeates the field of theoretical nuclear physics. In light of the recent progress in estimating…
We present a Monte Carlo method for direct incorporation of nuclear inputs in primordial nucleosynthesis calculations. This method is intended to remedy shortcomings of current error estimation, by eliminating intermediate data evaluations…
Employing a recently developed Monte Carlo model, we study the fission of 240Pu induced by neutrons with energies from thermal to just below the threshold for second chance fission. Current measurements of the mean number of prompt neutrons…
In a recent Letter, Baer et al. present a stochastic method for Kohn-Sham density functional theory calculations. Their convergence criterion is the self-averaging total energy per electron, which requires a number of statistical samples…
In this paper, we provide an integral equation characterization of the solution to a Cauchy problem associated to the Feynman-Kac formula for a regime-switching diffusion. We give a sufficient condition to guarantee the uniqueness of…
We show how information on the uniformity properties of a point set employed in numerical multidimensional integration can be used to improve the error estimate over the usual Monte Carlo one. We introduce a new measure of (non-)uniformity…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
In this letter, a theoretical method for the analysis of diffusive flux/current to limited scale self-affine random fractals is presented and compared with experimentally measured electrochemical current for such roughness. The theory…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
The approximation of the Feynman-Kac semigroups by systems of interacting particles is a very active research field, with applications in many different areas. In this paper, we study the parallelization of such approximations. The total…
A recently introduced theoretical framework for modeling the dynamics of X-ray amplified spontaneous emission is based on stochastic sampling of the density matrix of quantum emitters and the radiation field, similarly to other phase-space…
The Auxiliary Field Diffusion Monte Carlo method has been applied to simulate droplets of 7 and 8 neutrons. Results for realistic nucleon-nucleon interactions, which include tensor, spin--orbit and three--body forces, plus a standard…
We show that Monte Carlo sampling of the Feynman diagrammatic series (DiagMC) can be used for tackling hard fermionic quantum many-body problems in the thermodynamic limit by presenting accurate results for the repulsive Hubbard model in…
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…
The Campbell theorem, relating the variance of the current of a fission chamber (a "filtered Poisson process") to the intensity of the detection events and to the detector pulse shape, becomes invalid when the neutrons generating the…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…
"Leaping" methods show great promise for significantly accelerating stochastic simulations of complex biochemical reaction networks. However, few practical applications of leaping have appeared in the literature to date. Here, we address…