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We introduce a new method to simulate the physics of rare events. The method, an extension of the Temperature Accelerated Molecular Dynamics, comes in use when the collective variables introduced to characterize the rare events are either…

Computational Physics · Physics 2017-09-13 Giovanni Ciccotti , Simone Meloni

Monte Carlo simulations are performed for the S = 1/2 XY and ferro- and antiferromagnetic Heisenberg model in two dimensions using the loop algorithm. Thermodynamic properties of all these models are investigated in wide temperature range.…

Statistical Mechanics · Physics 2013-02-07 A. K. Murtazaev , M. A. Magomedov

In many applications, such as plasma edge simulation of a nuclear fusion reactor, a coupled PDE/kinetic description is required, which is usually solved with a coupled finite-volume/Monte-Carlo method. Different procedures have been…

Numerical Analysis · Mathematics 2020-12-17 Bert Mortier , Martine Baelmans , Giovanni Samaey

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

Plasma Physics · Physics 2026-01-13 Kentaro Sakai , Kentaro Tomita , Takeo Hoshi , Ryo Yasuhara

The deposition of a metal on a foreign substrate is studied by means of grand canonical Monte Carlo simulations and a lattice-gas model with pair potential interactions between nearest neighbors. The influence of temperature and surface…

Statistical Mechanics · Physics 2009-11-13 M. Cecilia Gimenez , Antonio J. Ramirez-Pastor , Ezequiel P. M. Leiva

Estimating the unknown density from which a given independent sample originates is more difficult than estimating the mean, in the sense that for the best popular non-parametric density estimators, the mean integrated square error converges…

Statistics Theory · Mathematics 2021-09-08 Pierre L'Ecuyer , Florian Puchhammer , Amal Ben Abdellah

Several Monte Carlo algorithms and applications that are useful for understanding the concepts of temperature and chemical potential are discussed. We then introduce a generalization of the demon algorithm that measures the chemical…

Physics Education · Physics 2009-11-10 Jan Tobochnik , Harvey Gould , Jonathan Machta

The Fermi gas at unitarity is a particularly interesting system of cold atoms, being dilute and strongly interacting at the same time. It can be studied non-perturbatively with Monte Carlo methods, like the recently developed worm…

Quantum Gases · Physics 2010-11-05 Olga Goulko , Matthew Wingate

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

In this work we consider a class of uncertainty quantification problems where the system performance or reliability is characterized by a scalar parameter $y$. The performance parameter $y$ is random due to the presence of various sources…

Numerical Analysis · Mathematics 2016-07-20 Keyi Wu , Jinglai Li

We present a quantum Monte Carlo method which allows calculations on many-fermion systems at finite temperatures without any sign decay. This enables simulations of the grand-canonical ensemble at large system sizes and low temperatures.…

Condensed Matter · Physics 2009-10-31 Shiwei Zhang

In this work, we present a linear uncertainty (LU) propagation treatment of measurement and model uncertainties in multiline thru-reflect-line (TRL) calibration. The proposed method is in accordance with the ISO Guide to the Expression of…

Signal Processing · Electrical Eng. & Systems 2022-07-01 Ziad Hatab , Michael Gadringer , Wolfgang Bösch

In the study of phase transitions a very few models are accessible to exact solution. In the most cases analytical simplifications have to be done or some numerical technique has to be used to get insight about their critical properties.…

Statistical Mechanics · Physics 2017-05-24 B. V. Costa , L. A. S. Mól , J. C. S. Rocha

Monte Carlo simulations have been performed to determine the excess energy and the equation of state of fcc solids with Sutherland potentials for wide ranges of temperatures, densities and effective potential ranges. The same quantities…

Statistical Mechanics · Physics 2007-05-23 A. Diez , J. Largo , J. R. Solana

Bayesian analysis often concerns an evaluation of models with different dimensionality as is necessary in, for example, model selection or mixture models. To facilitate this evaluation, transdimensional Markov chain Monte Carlo (MCMC)…

Methodology · Statistics 2018-08-13 Daniel W. Heck , Antony M. Overstall , Quentin F. Gronau , Eric-Jan Wagenmakers

The calculation of thermal conductivity in insulating solids at temperatures below the Debye temperature is problematic, due to the breakdown of classical and semi-classical approaches. In this work, we present a fully quantum methodology…

Statistical Mechanics · Physics 2026-02-19 Vladislav Efremkin , Stefano Mossa , Jean-Louis Barrat , Markus Holzmann

This work describes the formalism for estimating thermonuclear reaction rates for astrophysical applications, emphasizing modern statistical approaches such as Monte-Carlo sampling and Bayesian models. We discuss related topics including…

Solar and Stellar Astrophysics · Physics 2026-03-11 Christian Iliadis , Richard Longland , Kiana Setoodehnia , Caleb Marshall , Peter Mohr , Athanasios Psaltis

Radiative processes such as synchrotron radiation and Compton scattering play an important role in astrophysics. Radiative processes are fundamentally stochastic in nature, and the best tools currently used for resolving these processes…

High Energy Astrophysical Phenomena · Physics 2024-06-28 William Charles , Alexander Y. Chen

Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…

Instrumentation and Methods for Astrophysics · Physics 2016-03-16 Will Vousden , Will M. Farr , Ilya Mandel

In plasma edge simulations, kinetic Monte Carlo (MC) is often used to simulate neutral particles and estimate source terms. For large-sized reactors, like ITER and DEMO, high particle collision rates lead to a substantial computational cost…

Computational Engineering, Finance, and Science · Computer Science 2025-09-16 Zhirui Tang , Emil Løvbak , Julian Koellermeier , Giovanni Samaey