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Assessing the time scale of biological processes using molecular dynamics (MD) simulations with sufficient statistical accuracy is a challenging task, as processes are often rare and/or slow events, which may extend largely beyond the time…

Computational Physics · Physics 2026-02-16 Wouter Vervust , Elias Wils , Sina Safaei , Daniel T. Zhang , An Ghysels

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

Statistical Mechanics · Physics 2019-01-31 S. De Nicola , B. Doyon , M. J. Bhaseen

We propose a novel estimation framework for path-dependent functionals of Levy processes from discretely observed data. Traditional approaches rely on Monte Carlo simulation of full paths, which requires complete model specification and…

Methodology · Statistics 2025-09-03 Yasutaka Shimizu , Hiroshi Shiraishi

The derivation of path integrals is reconsidered. It is shown that the expression for the discretized action is not unique, and the path integration domain can be deformed so that at least Gaussian path integrals become probabillistic. This…

Quantum Physics · Physics 2016-10-28 Evgeny A. Polyakov , Alexey N. Rubtsov

The path-integral formulation of the statistical mechanics of quantum many-body systems is described, with the purpose of introducing practicaltechniques for the simulation of solids. Monte Carlo and molecular dynamics methods for…

Materials Science · Physics 2014-03-11 Carlos P. Herrero , Rafael Ramirez

Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…

Statistical Mechanics · Physics 2007-05-23 Stephen D. Bond , Brian B. Laird , Benedict J. Leimkuhler

This paper presents a simplified implementation of the arc-length method for computing the equilibrium paths of nonlinear structural mechanics problems using the finite element method. In the proposed technique, the predictor is computed by…

Computational Engineering, Finance, and Science · Computer Science 2020-12-21 Chennakesava Kadapa

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

We present a numerical method to evaluate worldline (WL) path integrals defined on a curved Euclidean space, sampled with Monte Carlo (MC) techniques. In particular, we adopt an algorithm known as YLOOPS with a slight modification due to…

High Energy Physics - Theory · Physics 2020-12-30 Olindo Corradini , Maurizio Muratori

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

Computational Physics · Physics 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

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…

Quantum Gases · Physics 2017-10-19 William G. Dawkins , Alexandros Gezerlis

Demand for high-performance, robust, and safe autonomous systems has grown substantially in recent years. These objectives motivate the desire for efficient safety-theoretic reasoning that can be embedded in core decision-making tasks such…

Robotics · Computer Science 2022-12-27 Kristoffer M. Frey , Ted J. Steiner , Jonathan P. How

Rendering algorithms typically integrate light paths over path space. However, integrating over this one unified space is not necessarily the most efficient approach, and we show that partitioning path space and integrating each of these…

Computer Vision and Pattern Recognition · Computer Science 2025-01-14 Thomas Bashford-Rogers , Luis Paulo Santos

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak , Sergei Zakharov

We describe a particular approach for the construction of a nonequilibrium statistical ensemble formalism for the treatment of dissipative many-body systems. This is the so-called Nonequilibrium Statistical Operator Method, based on the…

Statistical Mechanics · Physics 2016-08-31 R. Luzzi , A. R. Vasconcellos , J. G. Ramos

Path integral quantum Monte Carlo (PIMC) is a method for estimating thermal equilibrium properties of stoquastic quantum spin systems by sampling from a classical Gibbs distribution using Markov chain Monte Carlo. The PIMC method has been…

Quantum Physics · Physics 2021-02-22 Elizabeth Crosson , Aram W. Harrow

Markov chain Monte Carlo (MCMC) methods are foundational algorithms for Bayesian inference and probabilistic modeling. However, most MCMC algorithms are inherently sequential and their time complexity scales linearly with the sequence…

Computation · Statistics 2025-12-03 David M. Zoltowski , Skyler Wu , Xavier Gonzalez , Leo Kozachkov , Scott W. Linderman

Multiscale Finite Element Methods (MsFEMs) are now well-established finite element type approaches dedicated to multiscale problems. They first compute local, oscillatory, problem-dependent basis functions that generate a suitable…

Numerical Analysis · Mathematics 2023-08-03 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

We present a fermionic description of non-equilibrium multi-level systems. Our approach uses the Keldysh path integral formalism and allows us to take into account periodic drives, as well as dissipative channels. The technique is based on…

This article presents a novel approach, named MCMP (Monte Carlo Motion Planning), to the problem of motion planning under uncertainty, i.e., to the problem of computing a low-cost path that fulfills probabilistic collision avoidance…

Robotics · Computer Science 2015-06-01 Lucas Janson , Edward Schmerling , Marco Pavone