Related papers: Monteswitch: A package for evaluating solid-solid …
Atomistic rigid lattice Kinetic Monte Carlo is an efficient method for simulating nano-objects and surfaces at timescales much longer than those accessible by molecular dynamics. A laborious part of constructing any Kinetic Monte Carlo…
We show that the standard Lanczos algorithm can be efficiently implemented statistically and self consistently improved, using the stochastic reconfigurat ion method, which has been recently introduced to stabilize the Monte Carlo sign…
The paper contains a development of the previously proposed generalized lattice model (GLM). In contrast to usual lattice models, the difference of the specific atomic volumes of the components is taken in account in GLM. In addition to…
Recent technical advances in dealing with finite-size errors make quantum Monte Carlo methods quite appealing for treating extended systems in electronic structure calculations, especially when commonly-used density functional theory (DFT)…
We report several important observations that underscore the distinctions between the constrained-path Monte Carlo method and the continuum and lattice versions of the fixed-node method. The main distinctions stem from the differences in…
The multilevel Monte Carlo (MLMC) method for continuous-time Markov chains, first introduced by Anderson and Higham (SIAM Multiscal Model. Simul. 10(1), 2012), is a highly efficient simulation technique that can be used to estimate various…
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multilevel MCMC methods, we additionally consider level-dependent…
Linear instability of high-speed boundary layers is routinely examined assuming quiescent edge conditions, without reference to the internal structure of shocks or to instabilities potentially generated in them. Our recent work has shown…
Pressure-induced phase transitions of spin-crossover materials were simulated by a Monte Carlo simulation in the constant pressure ensemble for the first time. Here, as the origin of the cooperative interaction, we adopt elastic interaction…
A two-dimensional lattice hard-core boson system with a small fraction of bosonic or fermionic impurity particles is studied. The impurities have the same hopping and interactions as the dominant bosons and their effects are solely due to…
L\"uscher has suggested a method to determine phase shifts from the finite volume dependence of the two-particle energy spectrum. We apply this to two models in d=2: (a) the Ising model, (b) a system of two Ising fields with different mass…
We perform large-scale shell model Monte Carlo (SMMC) calculations for many nuclei in the mass range A=56-65 in the complete pfg_{9/2}d_{5/2} model space using an effective quadrupole-quadrupole+pairing residual interaction. Our…
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…
We consider a hybrid Monte Carlo algorithm which is applicable to lattice theories defined on Lefschetz thimbles. In the algorithm, any point (field configuration) on a thimble is parametrized uniquely by the flow-direction and the…
Calculating relative free energies is a topic of substantial interest and has many applications including solvation and binding free energies, which are used in computational drug discovery. However, there remain the challenges of accuracy,…
Message-Passing Monte Carlo (MPMC) was recently introduced as a novel low-discrepancy sampling approach leveraging tools from geometric deep learning. While originally designed for generating uniform point sets, we extend this framework to…
We carry out highly accurate \emph{ab initio} path integral Monte Carlo (PIMC) simulations to directly estimate the free energy of various warm dense matter systems including the uniform electron gas and hydrogen without any nodal…
Uncertainty quantification (UQ) is an active area of research, and an essential technique used in all fields of science and engineering. The most common methods for UQ are Monte Carlo and surrogate-modelling. The former method is…
In general, the pricing of variable annuities with guarantees can be done by solving the corresponding optimal stochastic control problem if the contract withdrawal strategy is assumed to be optimal. This is typically solved as a dynamic…
We develop the impurity lattice Monte Carlo formalism, for the case of two distinguishable impurities in a bath of polarized fermions. The majority particles are treated as explicit degrees of freedom, while the impurities are described by…