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The phase diagram of numerous materials of technological importance features high-symmetry high-temperature phases that exhibit phonon instabilities. Leading examples include shape-memory alloys, as well as ferroelectric, refractory, and…

Materials Science · Physics 2017-02-06 Sara Kadkhodaei , Qi-Jun Hong , Axel van de Walle

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Computational Finance · Quantitative Finance 2019-01-23 Zhiyi Shen , Chengguo Weng

While kinetic Monte Carlo simulations can provide long-time simulations of the dynamics of physical and chemical systems, it is not yet possible in general to identify the inverse Monte Carlo attempt frequency with a physical timescale.…

Materials Science · Physics 2007-05-23 I. Abou Hamad , P. A. Rikvold , G. Brown

Monte Carlo techniques play a central role in statistical mechanics approaches for connecting macroscopic thermodynamic and kinetic properties to the electronic structure of a material. This paper describes the implementation of Monte Carlo…

Materials Science · Physics 2023-09-22 Brian Puchala , John C. Thomas , Anton Van der Ven

The principles behind the computation of protein-ligand binding free energies by Monte Carlo integration are described in detail. The simulation provides gas-phase binding free energies that can be converted to aqueous energies by solvation…

Chemical Physics · Physics 2017-01-25 Matthew Clark , Jeffrey S. Wiseman

The pseudopotential and free energy models are two popular extensions of the lattice Boltzmann method for multiphase flows. Until now, they have been developed apart from each other in the literature. However, important questions about…

Kinetic Monte Carlo (kMC) simulations have emerged as a key tool for microkinetic modeling in heterogeneous catalysis and other materials applications. Systems, where site-specificity of all elementary reactions allows a mapping onto a…

Materials Science · Physics 2014-04-28 M. J. Hoffmann , S. Matera , K. Reuter

The calculation of disconnected diagram contributions to physical signals is a computationally expensive task in Lattice QCD. To extract the physical signal, the trace of the inverse Lattice Dirac operator, a large sparse matrix, must be…

High Energy Physics - Lattice · Physics 2022-12-09 Travis Whyte , Andreas Stathopoulos , Eloy Romero , Kostas Orginos

The recently developed method Lasso Monte Carlo (LMC) for uncertainty quantification is applied to the characterisation of spent nuclear fuel. The propagation of nuclear data uncertainties to the output of calculations is an often required…

Computational Physics · Physics 2023-09-04 Arnau Albà , Andreas Adelmann , Dimitri Rochman

A method for making realistic estimates of the density of levels in even-even nuclei is presented making use of the Monte Carlo shell model (MCSM). The procedure follows three basic steps: (1) computation of the thermal energy with the…

Nuclear Theory · Physics 2009-10-30 W. E. Ormand

Pairing correlations in nuclei play a decisive role in determining nuclear drip-lines, binding energies, and many collective properties. In this work a new Configuration-Space Monte-Carlo (CSMC) method for treating nuclear pairing…

Nuclear Theory · Physics 2015-03-23 Mark Lingle , Alexander Volya

The MeMC is an open-source software package for monte-carlo simulation of elastic shells. It is designed as a tool to interpret the force-distance data generated by indentation of biological nano-vesicles by atomic force microscopes. The…

Computational Physics · Physics 2022-06-28 Vipin Agrawal , Vikash Pandey , Hanna Kylhammar , Apurba Dev , Dhrubaditya Mitra

Building on our previously introduced Multi-cell Monte Carlo (MC)^2 method for modeling phase coexistence, this paper provides important improvements for efficient determination of phase equilibria in solids. The (MC)^2 method uses multiple…

Materials Science · Physics 2020-07-01 Edwin Antillon , Maryam Ghazisaeidi

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

We describe a Monte Carlo scheme which, in a single simulation, yields a measurement of the chemical potential of a crystalline solid. Within the isobaric ensemble, this immediately provides an estimate of the system free energy, with…

Statistical Mechanics · Physics 2015-06-11 Nigel B. Wilding , Peter Sollich

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

We propose a new variational Monte Carlo (VMC) method with an energy variance extrapolation for large-scale shell-model calculations. This variational Monte Carlo is a stochastic optimization method with a projected correlated condensed…

Nuclear Theory · Physics 2012-02-14 Takahiro Mizusaki , Noritaka Shimizu

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…

Computational Finance · Quantitative Finance 2021-05-18 Yuriy Krepkiy , Asif Lakhany , Amber Zhang

We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…

Statistical Mechanics · Physics 2007-06-27 P. A. McClarty

Quantum Monte Carlo (QMC) methods offer exact solutions for quantum many-body systems but face severe limitations in fermionic systems like atomic nuclei due to the sign problem. While sign-problem-free QMC algorithms exist and provide…

Nuclear Theory · Physics 2026-01-06 Zhong-Wang Niu , Bing-Nan Lu