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We present a comparison of the kinetic Activation-Relaxation Technique (k-ART) and the Self-Evolving Atomistic Kinetic Monte Carlo (SEAKMC), two off-lattice, on-the-fly kinetic Monte Carlo (KMC) techniques that were recently used to solve…

Computational Physics · Physics 2014-09-05 Laurent K Béland , Yuri Osetskiy , Roger Stoller , Haixuan Xu

We propose a kinetic Ising model to study phase separation driven by surface diffusion. This model is referred to as "Model S", and consists of the usual Kawasaki spin-exchange kinetics ("Model B") in conjunction with a kinetic constraint.…

Statistical Mechanics · Physics 2015-06-24 S. van Gemmert , G. T. Barkema , Sanjay Puri

Understanding material surfaces and interfaces is vital in applications like catalysis or electronics. By combining energies from electronic structure with statistical mechanics, ab initio simulations can in principle predict the structure…

The slow microstructural evolution of materials often plays a key role in determining material properties. When the unit steps of the evolution process are slow, direct simulation approaches such as molecular dynamics become prohibitive and…

We build on auto-encoding sequential Monte Carlo (AESMC): a method for model and proposal learning based on maximizing the lower bound to the log marginal likelihood in a broad family of structured probabilistic models. Our approach relies…

Machine Learning · Statistics 2018-04-06 Tuan Anh Le , Maximilian Igl , Tom Rainforth , Tom Jin , Frank Wood

While multilevel Monte Carlo (MLMC) methods for the numerical approximation of partial differential equations with random coefficients enjoy great popularity, combinations with spatial adaptivity seem to be rare. We present an adaptive MLMC…

Numerical Analysis · Mathematics 2017-12-20 Ralf Kornhuber , Evgenia Youett

The Multilevel Monte Carlo (MLMC) approach usually works well when estimating the expected value of a quantity which is a Lipschitz function of intermediate quantities, but if it is a discontinuous function it can lead to a much slower…

Numerical Analysis · Mathematics 2023-09-06 Michael B Giles

Inverse rendering methods have achieved remarkable performance in reconstructing high-fidelity 3D objects with disentangled geometries, materials, and environmental light. However, they still face huge challenges in reflective surface…

Computer Vision and Pattern Recognition · Computer Science 2024-11-22 Tengjie Zhu , Zhuo Chen , Jingnan Gao , Yichao Yan , Xiaokang Yang

Langevin Monte Carlo (LMC) algorithms are popular Markov Chain Monte Carlo (MCMC) methods to sample a target probability distribution, which arises in many applications in machine learning. Inspired by regime-switching stochastic…

Computation · Statistics 2025-09-03 Xiaoyu Wang , Yingli Wang , Lingjiong Zhu

In this paper we investigate the approximation properties of the coarse-graining procedure applied to kinetic Monte Carlo simulations of lattice stochastic dynamics. We provide both analytical and numerical evidence that the hierarchy of…

Numerical Analysis · Mathematics 2007-05-23 Markos A Katsoulakis , Petr Plechac , Alexandros Sopasakis

We propose a new strategy for Monte Carlo (MC) optimization on rugged multidimensional landscapes. The strategy is based on querying the statistical properties of the landscape in order to find the temperature at which the mean first…

Computational Physics · Physics 2015-06-04 Denis Tolkunov , Alexandre V. Morozov

We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and…

Numerical Analysis · Mathematics 2022-12-07 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of…

Biological Physics · Physics 2015-05-28 Elijah Flenner , Lorant Janosi , Bogdan Barz , Adrian Neagu , Gabor Forgacs , Ioan Kosztin

We report a kinetic Monte Carlo modeling study of nanocrystal layer sintering. Features that are of interest for the dynamics of the layer as a whole, especially the morphology of the evolving structure, are considered. It is found that the…

Materials Science · Physics 2014-11-11 Vyacheslav Gorshkov , Vasily Kuzmenko , Vladimir Privman

Quantum Monte Carlo methods have proven to predict atomic and bulk properties of light and non-light elements with high accuracy. Here we report on the first variational quantum Monte Carlo (VMC) calculations for solid surfaces. Taking the…

Materials Science · Physics 2009-10-31 R. Bahnsen , H. Eckstein , W. Schattke , N. Fitzer , R. Redmer

We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--1160], showing how algorithms which are approximations to an…

Statistics Theory · Mathematics 2009-04-01 Christophe Andrieu , Gareth O. Roberts

We present a scalable machine learning (ML) framework for large-scale kinetic Monte Carlo (kMC) simulations of itinerant electron Ising systems. As the effective interactions between Ising spins in such itinerant magnets are mediated by…

Statistical Mechanics · Physics 2024-12-02 Alexa Tyberg , Yunhao Fan , Gia-Wei Chern

We describe a regression-based method, generally referred to as the Least Squares Monte Carlo (LSMC) method, to speed up exposure calculations of a portfolio. We assume that the portfolio contains several exotic derivatives that are priced…

Computational Finance · Quantitative Finance 2021-05-18 Yuriy Krepkiy , Asif Lakhany , Amber Zhang

We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…

Numerical Analysis · Mathematics 2024-02-13 Tiangang Cui , Hans De Sterck , Alexander D. Gilbert , Stanislav Polishchuk , Robert Scheichl

Multilevel Monte Carlo (MLMC) is a flexible and effective variance reduction technique for accelerating reliability assessments of complex power system. Recently, data-driven surrogate models have been proposed as lower-level models in the…

Machine Learning · Computer Science 2025-07-31 Ruiqi Zhang , Simon H. Tindemans
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