Related papers: Path Integral Monte-Carlo Calculations for Relativ…
Stochastic partial differential equations (SPDEs) are often difficult to solve numerically due to their low regularity and high dimensionality. These challenges limit the practical use of computer-aided studies and pose significant barriers…
Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…
A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…
The Monte Carlo Hamiltonian method developed recently allows to investigate ground state and low-lying excited states of a quantum system, using Monte Carlo algorithm with importance sampling. However, conventional MC algorithm has some…
We present a novel strategy to strongly reduce the severity of the sign problem, using line integrals along paths of changing imaginary action. Highly oscillating regions along these paths cancel out, decreasing their contributions. As a…
Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…
We study the properties of marginal distributions-projections of the phase space representation of a physical system-under relativistic transforms. We consider the Galileo case as well as the Lorentz transforms exploiting the relativistic…
This paper presents a novel event camera simulation system fully based on physically based Monte Carlo path tracing with adaptive path sampling. The adaptive sampling performed in the proposed method is based on a statistical technique,…
In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…
A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…
The Dirac oscillators are shown to be an excellent expansion basis for solutions of the Dirac equation by $R$-matrix techniques. The combination of the Dirac oscillator and the $R$-matrix approach provides a convenient formalism for…
This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the…
Building on Paper I of this series, which introduced path integral Monte Carlo (PIMC) estimators for the derivative of the potential of mean force (PMF), we propose two path integral molecular dynamics (PIMD) integrators that can make use…
In this paper we present a Path Integral Monte Carlo (PIMC) simulation of the orthorhombic phase of crystalline polyethylene, using an explicit atom force field with unconstrained bond lengths and angles. This work represents a quantum…
We study unconstrained and constrained linear quadratic problems and investigate the suboptimality of the model predictive control (MPC) method applied to such problems. Considering MPC as an approximate scheme for solving the related fixed…
The Rational Hybrid Monte Carlo (RHMC) algorithm extends the Hybrid Monte Carlo algorithm for lattice QCD simulations to situations involving fractional powers of the determinant of the quadratic Dirac operator. This avoids the updating…
We develop a mathematically well-defined path integral formalism for general symplectic manifolds. We argue that in order to make a path integral quantization covariant under general coordinate transformations on the phase space and involve…
Systems with singular higher order- Lagrangians are investigated by using the extended form of the canonical method. Besides, the canonical path integral formulation is generalized using the Hamilton- jacobi formulation to investigate…
A path-integral hybrid Monte Carlo approach with enveloping bridging potentials (PIHMC-EBP) is proposed for calculating numerically exact tunneling splittings in molecular systems. The central idea is to construct an approximately…