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Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a novel PMCMC algorithm…

Computation · Statistics 2014-09-17 Fredrik Lindsten , Michael I. Jordan , Thomas B. Schön

A simple C++ class structure for construction of a Monte Carlo event generators which can produce unweighted events within relativistic phase space is presented. The generator is self-adapting to the provided matrix element and acceptance…

High Energy Physics - Phenomenology · Physics 2018-12-18 R. A. Kycia , J. Chwastowski , R. Staszewski , J. Turnau

We derive analytically the leading beyond-mean field contributions to the zero-temperature equation of state and to the fermionic quasi-particle residue and effective mass of a dilute Bose-Fermi mixture in two dimensions. In the repulsive…

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

We have developed a path integral Monte Carlo method for simulating helium films and apply it to the second layer of helium adsorbed on graphite. We use helium-helium and helium-graphite interactions that are found from potentials which…

Condensed Matter · Physics 2009-10-31 Marlon Pierce , Efstratios Manousakis

Particle-in-Cell (PIC) Monte Carlo (MC) simulations are central to plasma physics but face increasing challenges on heterogeneous HPC systems due to excessive data movement, synchronization overheads, and inefficient utilization of multiple…

The Monte Carlo program {\tt WWGENPV}, designed for computing distributions and generating events for four-fermion production in $e^+ e^- $ collisions, is described. The new version, 2.0, includes the full set of the electroweak (EW)…

High Energy Physics - Phenomenology · Physics 2009-10-28 D. G. Charlton , G. Montagna , O. Nicrosini , F. Piccinini

Particle-based ensemble semi-classical Monte Carlo (MC) methods employ quantum corrections (QCs) to address quantum confinement and degenerate carrier populations to model tomorrow's ultra-scaled MOSFETs. Here we present new approaches to…

Mesoscale and Nanoscale Physics · Physics 2016-04-04 Dax M. Crum , Amithraj Valsaraj , John K. David , Leonard F. Register , Sanjay K. Banerjee

Colloids have a striking relevance in a wide spectrum of industrial formulations, spanning from personal care products to protective paints. Their behaviour can be easily influenced by extremely weak forces, which disturb their…

Soft Condensed Matter · Physics 2018-06-14 Daniel Corbett , Alejandro Cuetos , Matthew Dennison , Alessandro Patti

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…

Numerical Analysis · Mathematics 2018-06-15 Yuji Nakatsukasa

We present MadFlow, a first general multi-purpose framework for Monte Carlo (MC) event simulation of particle physics processes designed to take full advantage of hardware accelerators, in particular, graphics processing units (GPUs). The…

Computational Physics · Physics 2021-08-18 Stefano Carrazza , Juan Cruz-Martinez , Marco Rossi , Marco Zaro

Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on…

Computational Physics · Physics 2009-10-30 Richard Kreckel

A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…

Computational Finance · Quantitative Finance 2022-12-19 Michael E. Mura

Event-chain Monte Carlo (ECMC) accelerates the sampling of hard-sphere systems, and has been generalized to the potentials used in classical molecular simulation. Rather than imposing detailed balance on transition probabilities, the method…

Statistical Mechanics · Physics 2022-08-31 A. C. Maggs , Werner Krauth

An approximate treatment of exchange in finite-temperature path integral Monte Carlo simulations for fermions has been proposed. In this method, some of the fine details of density matrix due to permutations have been smoothed over or…

Statistical Mechanics · Physics 2015-05-13 D. Y. Sun

Generative modeling is a promising task for near-term quantum devices, which can use the stochastic nature of quantum measurements as a random source. So called Born machines are purely quantum models and promise to generate probability…

Quantum Physics · Physics 2022-08-23 Oriel Kiss , Michele Grossi , Enrique Kajomovitz , Sofia Vallecorsa

We describe CPMC-Lab, a Matlab program for the constrained-path and phaseless auxiliary-field Monte Carlo methods. These methods have allowed applications ranging from the study of strongly correlated models, such as the Hubbard model, to…

Strongly Correlated Electrons · Physics 2014-10-14 Huy Nguyen , Hao Shi , Jie Xu , Shiwei Zhang

Quantum computing (QC) has the potential to revolutionise the future of scientific simulations. To harness the capabilities that QC offers, we can integrate it into hybrid quantum-classical simulations, which can boost the capabilities of…

Plasma Physics · Physics 2026-01-08 Lucas I. Iñigo Gamiz , Óscar Amaro , Efstratios Koukoutsis , Marija Vranić