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Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

We use the Path Integral Monte Carlo method to investigate the interplay between shell effects and electron correlations in single quantum dots with up to 12 electrons. By use of an energy estimator based on the hypervirial theorem of…

Statistical Mechanics · Physics 2009-02-05 Jens Harting , Oliver Muelken , Peter Borrmann

We present a Monte Carlo (MC) code we wrote to simulate the photospheric process and to study the photospheric spectrum above the peak energy. Our simulations were performed with a photon to electron ratio $N_{\gamma}/N_{e} = 10^{5}$, as…

High Energy Astrophysical Phenomena · Physics 2016-01-13 Rodolfo Santana , Patrick Crumley , Roberto A. Hernandez , Pawan Kumar

The bifurcation method is a way to do rare event sampling -- to estimate the probability of events that are too rare to be found by direct simulation. We describe the bifurcation method and use it to estimate the transition rate of a double…

Computational Physics · Physics 2016-06-06 Hongliang Liu , Jonathan Goodman

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

Many strongly correlated states, such as those arising in the fractional quantum Hall effect and spin liquids, are described by wave functions obtained by dividing particles into multiple clusters, constructing a readily evaluable wave…

Strongly Correlated Electrons · Physics 2025-10-24 Koyena Bose , Steven H. Simon , Ajit C. Balram

Objective: This study aimed at investigating through Monte Carlo simulations the limitations of a novel hybrid Cerenkov-scintillation detector and the associated method for irradiation angle measurements. Approach: Using Monte Carlo…

Medical Physics · Physics 2022-12-28 Emilie Jean , Simon Lambert-Girard , Francois Therriault-Proulx , Luc Beaulieu

Variational methods are used to calculate structural and thermodynamical properties of a titrating polyelectrolyte in a discrete representation. The Coulomb interactions are emulated by harmonic repulsive forces, the force constants being…

chem-ph · Physics 2008-02-03 B. Jönsson , M. Ullner , C. Peterson , O. Sommelius , B. Söderberg

Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

This paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely…

Quantum Physics · Physics 2023-10-02 Emilie Jong , Brynjar Sævarsson , Hjörtur Jóhannsson , Spyros Chatzivasileiadis

It has become increasingly feasible to use quantum Monte Carlo (QMC) methods to study correlated fermion systems for realistic Hamiltonians. We give a summary of these techniques targeted at researchers in the field of correlated electrons,…

Strongly Correlated Electrons · Physics 2016-08-24 Lucas K. Wagner , David M. Ceperley

A new method, based on the simulated annealing algorithm and aimed at the inverse problem in the analysis of intergalactic (interstellar) complex spectra of hydrogen and metal lines, is presented. We consider the process of line formation…

Astrophysics · Physics 2007-05-23 Sergei A. Levshakov , Irina I. Agafonova , Wilhelm H. Kegel

A scientometric analysis of Monte Carlo simulation and Monte Carlo codes has been performed over a set of representative scholarly journals related to radiation physics. The results of this study are reported and discussed. They document…

Computational Physics · Physics 2010-12-16 Maria Grazia Pia , Tullio Basaglia , Zane W. Bell , Paul V. Dressendorfer

The diffusion Monte Carlo technique is used to calculate and analyze the excitation spectrum of a single 3He atom bound to a cluster with N 4He atoms, with the aim of establishing the most adequate filling ordering of single-fermion orbits…

Soft Condensed Matter · Physics 2009-11-10 S. Fantoni , R. Guardiola , J. Navarro

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…

High Energy Physics - Lattice · Physics 2009-09-29 Ulli Wolff

The interaction and exchange-correlation contributions to the ground-state energy of an arbitrary many-electron system can be obtained from a spherical average of the wavevector-dependent diagonal structure factor (SF). We model the…

Materials Science · Physics 2015-06-25 R. Gaudoin , J. M. Pitarke

We present a data-adaptive spectral method - Monte Carlo Singular Spectrum Analysis (MC-SSA) - and its modification to tackle astrophysical problems. Through numerical simulations we show the ability of the MC-SSA in dealing with…

Instrumentation and Methods for Astrophysics · Physics 2016-06-29 G. Greco , D. Kondrashov , S. Kobayashi , M. Ghil , M. Branchesi , C. Guidorzi , G. Stratta , M. Ciszak , F. Marino , A. Ortolan

In this work we report on the Monte Carlo study performed to understand and reproduce experimental measurements of a new plastic \b{eta}-detector with cylindrical geometry. Since energy deposition simulations differ from the experimental…

Random non-commutative geometries are introduced by integrating over the space of Dirac operators that form a spectral triple with a fixed algebra and Hilbert space. The cases with the simplest types of Clifford algebra are investigated…

General Relativity and Quantum Cosmology · Physics 2016-06-22 John W. Barrett , Lisa Glaser