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We introduce a new class of Sequential Monte Carlo (SMC) methods, which we call free energy SMC. This class is inspired by free energy methods, which originate from Physics, and where one samples from a biased distribution such that a given…

Computation · Statistics 2010-06-16 Nicolas Chopin , Pierre Jacob

We describe the implementation of the frozen-orbital and downfolding approximations in the auxiliary-field quantum Monte Carlo (AFQMC) method. These approaches can provide significant computational savings compared to fully correlating all…

Computational Physics · Physics 2013-11-18 Wirawan Purwanto , Shiwei Zhang , Henry Krakauer

Operator learning is a rapidly growing field that aims to approximate nonlinear operators related to partial differential equations (PDEs) using neural operators. These rely on discretization of input and output functions and are, usually,…

Machine Learning · Computer Science 2026-02-04 James Rowbottom , Stefania Fresca , Pietro Lio , Carola-Bibiane Schönlieb , Nicolas Boullé

In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…

Applications · Statistics 2026-04-29 Xianghao Meng , James L. Beck , Yong Huang , Hui Li

We explore a self-learning Markov chain Monte Carlo method based on the Adversarial Non-linear Independent Components Estimation Monte Carlo, which utilizes generative models and artificial neural networks. We apply this method to the…

Disordered Systems and Neural Networks · Physics 2021-01-06 Matija Medvidovic , Juan Carrasquilla , Lauren E. Hayward , Bohdan Kulchytskyy

In this comprehensive and detailed study, vacancy-mediated self-diffusion of A- and B-elements in 'triple-defect' B2-ordered ASB(1-S) binaries is simulated by means of a kinetic Monte Carlo (KMC) algorithm involving atomic jumps to…

Materials Science · Physics 2019-10-16 Jan Betlej , Piotr Sowa , Rafal Kozubski , Graeme E. Murch , Irina V. Belova

Atomistic rigid lattice Kinetic Monte Carlo is an efficient method for simulating nano-objects and surfaces at timescales much longer than those accessible by molecular dynamics. A laborious part of constructing any Kinetic Monte Carlo…

In the framework of SOS models, the dynamics of isolated and pairs of surface steps of monoatomic height is studied, for step--edge diffusion and for evaporation kinetics, using Monte Carlo techniques. In particular, various interesting…

Statistical Mechanics · Physics 2009-10-31 F. Szalma , W. Selke , S. Fischer

Significance: Monte Carlo radiation transfer (MCRT) is the gold standard of modeling light transport in turbid media. Typical MCRT models use voxels or meshes to approximate experimental geometry. A voxel based geometry does not allow for…

Graphics · Computer Science 2022-11-23 Lewis McMillan , Graham D. Bruce , Kishan Dholakia

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

Computational Physics · Physics 2020-06-19 Ji Qiang

A hybrid Monte Carlo (HMC) approach is employed to quantify the influence of inelastic deformation on the microstructural evolution of polycrystalline materials. This approach couples a time explicit material point method (MPM) for…

Materials Science · Physics 2015-05-19 Liangzhe Zhang , Remi Dingreville , Timothy Bartel , Mark T. Lusk

We interpret uncertainty in a model for seismic wave propagation by treating the model parameters as random variables, and apply the Multilevel Monte Carlo (MLMC) method to reduce the cost of approximating expected values of selected,…

Numerical Analysis · Mathematics 2019-09-06 Marco Ballesio , Joakim Beck , Anamika Pandey , Laura Parisi , Erik von Schwerin , Raul Tempone

Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Machine Learning · Statistics 2016-12-13 Umut Şimşekli , Roland Badeau , A. Taylan Cemgil , Gaël Richard

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

High Energy Physics - Lattice · Physics 2021-01-04 Karl Jansen , Eike Hermann Müller , Robert Scheichl

We propose and investigate a new multi-level Monte Carlo scheme for numerical solutions of the kinetic Boltzmann equation for neutral species in edge plasmas. In particular, this method explicitly exploits a key structural property of…

Plasma Physics · Physics 2025-12-11 Gregory J. Parker , Maxim V. Umansky , Benjamin D. Dudson

Structural and kinetic aspects of 2-D irreversible metal deposition under potentiostatic conditions are analyzed by means of dynamic Monte Carlo simulations employing embedded atom potentials for a model system. Three limiting models, all…

Materials Science · Physics 2007-05-23 M. Cecilia Gimenez , Mario G. Del Popolo , Ezequiel P. M. Leiva

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…

Computational Physics · Physics 2015-07-29 Kevin Rasch , Lubos Mitas

Here, a dynamical Monte-Carlo (DMC) method is used to study temperature-dependent dynamical magnetization of famous Mn2Ni system as typical example of single-chain magnets with strong magnetic anisotropy. Simulated magnetization curves are…

Mesoscale and Nanoscale Physics · Physics 2015-05-21 Jun Li , Bang-Gui Liu

Ab initio auxiliary-field quantum Monte Carlo (AFQMC) is a systematically improvable many-body method, but its application to extended solids has been severely limited by unfavorable computational scaling and memory requirements that…

Strongly Correlated Electrons · Physics 2026-02-25 Jinghong Zhang , Meng-Fu Chen , Adam Rettig , Tong Jiang , Paul J. Robinson , Hieu Q. Dinh , Anton Z. Ni , Joonho Lee
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