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A major challenge facing existing sequential Monte-Carlo methods for parameter estimation in physics stems from the inability of existing approaches to robustly deal with experiments that have different mechanisms that yield the results…

Quantum Physics · Physics 2017-09-13 Christopher Granade , Nathan Wiebe

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

We developed a consistent mathematical model for isotropic crystal growth on a substrate covered by the mask material with a periodic series of parallel long trenches where the substrate is exposed to the vapor phase. Surface diffusion and…

Materials Science · Physics 2009-11-07 M. Khenner , R. J. Braun , M. G. Mauk

Stochastic algorithms are among the best for solving computationally hard search and reasoning problems. The runtime of such procedures is characterized by a random variable. Different algorithms give rise to different probability…

Artificial Intelligence · Computer Science 2013-02-08 Carla P. Gomes , Bart Selman

This is a short review of Monte Carlo methods for approximating filter distributions in state space models. The basic algorithm and different strategies to reduce imbalance of the weights are discussed. Finally, methods for more difficult…

Statistics Theory · Mathematics 2013-10-01 Hans R. Künsch

We consider stochastic volatility models using piecewise constant parameters. We suggest a hybrid optimization algorithm for fitting the models to a volatility surface and provide some numerical results. Finally, we provide an outlook on…

Pricing of Securities · Quantitative Finance 2010-10-07 Wolfgang Putschoegl

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

Statistical Mechanics · Physics 2010-08-23 Mykyta V. Chubynsky , Gary W. Slater

We consider atomistic systems consisting of interacting particles arranged in atomic lattices whose quasi-static evolution is driven by time-dependent boundary conditions. The interaction of the particles is modeled by classical interaction…

Analysis of PDEs · Mathematics 2022-11-01 Rufat Badal , Manuel Friedrich , Joscha Seutter

We investigate the structural and thermodynamic properties of a new class of patchy colloids, referred to as inverse patchy colloids (IPCs) in their fluid phase via both theoretical methods and simulations. IPCs are nano- or micro- meter…

Soft Condensed Matter · Physics 2015-06-23 Yurij V. Kalyuzhnyi , Emanuela Bianchi , Silvano Ferrari , Gerhard Kahl

Complex crystal structures are composed of multiple local environments, and how this type of order emerges spontaneously during crystal growth has yet to be fully understood. We study crystal growth across various structures and along…

Soft Condensed Matter · Physics 2024-06-03 Maya M. Martirossyan , Matthew Spellings , Hillary Pan , Julia Dshemuchadse

A symplectic, symmetric, second-order scheme is constructed for particle evolution in a time-dependent field with a fixed spatial step. The scheme is implemented in one space dimension and tested, showing excellent adequacy to experiment…

Computational Physics · Physics 2012-07-12 Alberto Ruzzon , Yves Elskens , Fabrice Doveil

The implicit particle filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability regions via a sequence of steps that includes minimizations. We present a new and more general…

Data Analysis, Statistics and Probability · Physics 2017-02-01 Ethan Atkins , Matthias Morzfeld , Alexandre J. Chorin

To extend rational materials design and discovery into the space of metastable polymorphs, rapid and reliable assessment of their lifetimes is essential. Motivated by the early work of Buerger (1951), here we investigate the routes to…

Materials Science · Physics 2018-04-04 Vladan Stevanovic , Ryan Trottier , Felix Therrien , Charles Musgrave , Aaron Holder , Peter Graf

We numerically study a simple fluid composed of particles having a hard-core repulsion, complemented by two short-ranged attractive (sticky) spots at the particle poles, which provides a simple model for equilibrium polymerization of linear…

Soft Condensed Matter · Physics 2009-11-13 F. Sciortino , E. Bianchi , J. F. Douglas , P. Tartaglia

The simulation methods for the channeling phenomena in GeV/TeV energy range in ideal or distorted crystal lattices are discussed. Monte Carlo predictions for feed-out and feed-in rates, dislocation dechanneling, and deflection efficiencies…

High Energy Physics - Experiment · Physics 2009-11-07 Valery M. Biryukov

The processes of radiation defects formation and evolution have been simulated in cubic dielectric crystals by the computational method of cellular automata. If suppose that the defects concentration as a parameter, which characterizes a…

Cellular Automata and Lattice Gases · Physics 2011-05-03 K. Baktybekov , Ye. Vertyagina

Variational quantum algorithms are poised to have significant impact on high-dimensional optimization, with applications in classical combinatorics, quantum chemistry, and condensed matter. Nevertheless, the optimization landscape of these…

Quantum Physics · Physics 2022-02-02 Taylor L. Patti , Omar Shehab , Khadijeh Najafi , Susanne F. Yelin

We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Materials Science · Physics 2018-11-13 Changning Niu , You Rao , Wolfgang Windl , Maryam Ghazisaeidi

Crystal Structure Prediction (CSP) aims to discover solid crystalline materials by optimizing periodic arrangements of atoms, ions or molecules. CSP takes weeks of supercomputer time because of slow energy minimizations for millions of…

Materials Science · Physics 2021-08-17 Jakob Ropers , Marco M Mosca , Olga Anosova , Vitaliy Kurlin , Andrew I Cooper

Predicting phase stabilities of crystal polymorphs is central to computational materials science and chemistry. Such predictions are challenging because they first require searching for potential energy minima and then performing arduous…

Materials Science · Physics 2020-07-15 Aleks Reinhardt , Chris J. Pickard , Bingqing Cheng
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