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We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential equations with random coefficients. By combining the multi-index sampling idea with randomly shifted rank-1 lattice rules, the algorithm…

Numerical Analysis · Mathematics 2017-06-20 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

The Monte Carlo method in the canonical ensemble is used to investigate magnetization reversal in amorphous transition metal - rare earth multilayers. Our study is based on a model containing diluted clusters which exhibit an effective…

Materials Science · Physics 2009-12-01 Etienne Talbot , Denis Ledue , Pierre Emmanuel Berche

By considering the appropriate finite-size effect, we explain the connection between Monte Carlo simulations of two-dimensional anisotropic Heisenberg antiferromagnet in a field and the early renormalization group calculation for the…

Statistical Mechanics · Physics 2009-11-11 Chenggang Zhou , D. P. Landau , Thomas C. Schulthess

Anisotropy at the level of the inter-particle interaction provides the particles with specific instructions for the self-assembly of target structures. The ability to synthesize non-spherical colloids, together with the possibility of…

Soft Condensed Matter · Physics 2020-01-03 Carina Karner , Christoph Dellago , Emanuela Bianchi

We present a new antithetic multilevel Monte Carlo (MLMC) method for the estimation of expectations with respect to laws of diffusion processes that can be elliptic or hypo-elliptic. In particular, we consider the case where one has to…

Numerical Analysis · Mathematics 2025-04-29 Yuga Iguchi , Ajay Jasra , Mohamed Maama , Alexandros Beskos

The safety concern for unmanned systems, namely the concern for the potential casualty caused by system abnormalities, has been a bottleneck for their development, especially in populated areas. Evidently, the collision between the unmanned…

Robotics · Computer Science 2020-03-10 Zhang Hepeng , Quan Quan

A high-accuracy solution of the diffraction problem has become necessary for the treatment of certain special questions of statistical physics. This article reports the creation of a computer program that serves as an instrumental method of…

Optics · Physics 2013-08-30 Vladimir V. Savukov , Igor V. Golubenko

We consider a wide range of matrix models and study them using the Monte Carlo technique in the large $N$ limit. The results we obtain agree with exact analytic expressions and recent numerical bootstrap methods for models with one and two…

High Energy Physics - Theory · Physics 2022-04-05 Raghav G. Jha

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

We present results of Monte-Carlo simulations for finite 2D single and bilayer systems. Strong Coulomb correlations lead to arrangement of particles in configurations resembling a crystal lattice. For binary layers, there exists a…

Mesoscale and Nanoscale Physics · Physics 2015-06-24 A. V. Filinov , M. Bonitz , Yu. E. Lozovik

Employing the neural network framework, we obtain empirical fits to the electron-scattering cross sections for carbon over a broad kinematic region, extending from the quasielastic peak through resonance excitation to the onset of…

High Energy Physics - Phenomenology · Physics 2024-07-17 Beata E. Kowal , Krzysztof M. Graczyk , Artur M. Ankowski , Rwik Dharmapal Banerjee , Hemant Prasad , Jan T. Sobczyk

Over the past decade, massive modeling practices on low temperature plasma (LTP) reveal that input data such as microscopic scattering cross sections are crucial to output macroscopic phenomena. In Monte Carlo collision (MCC) modeling on…

Plasma Physics · Physics 2023-08-14 Wei Yang

We study the finite-temperature behaviour of two-dimensional S=1/2 Heisenberg antiferromagnets with very weak easy-axis and easy-plane exchange anisotropies. By means of quantum Monte Carlo simulations, based on the continuous-time loop and…

Strongly Correlated Electrons · Physics 2007-05-23 Alessandro Cuccoli , Tommaso Roscilde , Valerio Tognetti , Ruggero Vaia , Paola Verrucchi

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

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

We perform the first global QCD analysis of polarized inclusive and semi-inclusive deep-inelastic scattering and single-inclusive $e^+e^-$ annihilation data, fitting simultaneously the parton distribution and fragmentation functions using…

High Energy Physics - Phenomenology · Physics 2017-10-04 J. J. Ethier , N. Sato , W. Melnitchouk

In statistical data assimilation (SDA) and supervised machine learning (ML), we wish to transfer information from observations to a model of the processes underlying those observations. For SDA, the model consists of a set of differential…

Data Analysis, Statistics and Probability · Physics 2020-01-22 Zheng Fang , Adrian S. Wong , Kangbo Hao , Alexander J. A. Ty , Henry D. I. Abarbanel

Sequential Monte Carlo squared (SMC$^2$) methods can be used for parameter inference of intractable likelihood state-space models. These methods replace the likelihood with an unbiased particle filter estimator, similarly to particle Markov…

Computation · Statistics 2022-10-24 Imke Botha , Robert Kohn , Leah South , Christopher Drovandi

In recent years many procedures have been proposed to check the anisotropy of a dataset. We present a new simple procedure, based on a scale dependent approach, to detect anisotropy signatures in a given distribution with particular…

Instrumentation and Methods for Astrophysics · Physics 2017-08-23 M. Scuderi , M. De Domenico , A. Insolia , H. Lyberis

Solving the continuum radiative transfer equation in high opacity media requires sophisticated numerical tools. In order to test the reliability of such tools, we present a benchmark of radiative transfer codes in a 2D disc configuration.…

Solar and Stellar Astrophysics · Physics 2015-05-13 C. Pinte , T. J. Harries , M. Min , A. M. Watson , C. P. Dullemond , P. Woitke , F. Menard , M. C. Duran-Rojas