Related papers: Monte Carlo methods for linear and non-linear Pois…
We design an enhanced Event-Chain Monte Carlo algorithm to study 1D quantum dissipative systems, using their bosonized representation. Expressing the bosonized Hamiltonian as a path integral over a scalar field enables the application of…
Accurate modelling of electrostatic interactions and charge transfer is fundamental to computational chemistry, yet most machine learning interatomic potentials (MLIPs) rely on local atomic descriptors that cannot capture long-range…
A new Monte Carlo method for computing thermodynamical properties of very large polyelectrolytes is presented. It is based on a renormalization group relating the original polymer to a smaller system, where in addition to the naively…
Using the specific model of a system of like charged ions confined between two planar like charged surfaces, we compare the predictions for the energy and density profile of four simulation methods available to treat the long range Coulomb…
We extend the Worldline Monte Carlo approach to computationally simulating the Feynman path integral of non-relativistic multi-particle quantum-mechanical systems. We show how to generate an arbitrary number of worldlines distributed…
Ultracold atomic systems have been of great research interest in the past, with more recent attention being paid to systems of mixed species. In this work we carry out non-perturbative Path Integral Monte Carlo (PIMC) simulations of N…
We consider generalizations of the classical inverse problem to Bayesien type estimators, where the result is not one optimal parameter but an optimal probability distribution in parameter space. The practical computational tool to compute…
In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…
Stochastic domain decomposition is proposed as a novel method for solving the two-dimensional Maxwell's equations as used in the magnetotelluric method. The stochastic form of the exact solution of Maxwell's equations is evaluated using…
A permanent challenge in physics and other disciplines is to solve partial differential equations, thereby a beneficial investigation is to continue searching for new procedures to do it. In this Letter, a novel Monte-Carlo Metropolis…
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…
Kinetic descriptions of runaway electrons (RE) are usually based on Fokker-Planck models that determine the probability distribution function (PDF) of RE in 2-dimensional momentum space. Despite of the simplification involved, the…
A Monte Carlo method for dynamics simulation of all-atom protein models is introduced, to reach long times not accessible to conventional molecular dynamics. The considered degrees of freedom are the dihedrals at C$_\alpha$-atoms. Two Monte…
The mathematical theory of integrable Painleve/Toda type systems sheds new light on the behavior of solutions to the Poisson-Boltzmann equation for the potential due to a long rod-like macroion. We investigate here the case of symmetric…
Using the Monte Carlo simulation method for bosonic reaction-diffusion systems introduced recently [S.-C. Park, Phys. Rev. E {\bf 72}, 036111 (2005)], one dimensional bosonic models are studied and compared to the corresponding Langevin…
Since its formulation in the late 1940s, the Feynman-Kac formula has proven to be an effective tool for both theoretical reformulations and practical simulations of differential equations. The link it establishes between such equations and…
We examine nonlinear Kolmogorov partial differential equations (PDEs). Here the nonlinear part of the PDE comes from its Hamiltonian where one maximizes over all possible drift and diffusion coefficients which fall within a…
Swollen stacks of finite-size disc-like Laponite clay platelets are investigated within a Wigner-Seitz cell model. Each cell is a cylinder containing a coaxial platelet at its centre, together with an overall charge-neutral distribution of…
In this paper, we investigate the properties of standard and multilevel Monte Carlo methods for weak approximation of solutions of stochastic differential equations (SDEs) driven by the infinite-dimensional Wiener process and Poisson random…
The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…