Related papers: A Monte Carlo method for solving the NEGF equation…
A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…
The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…
We propose an efficient method for Monte Carlo simulation of quantum lattice models. Unlike most other quantum Monte Carlo methods, a single run of the proposed method yields the free energy and the entropy with high precision for the whole…
This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…
A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…
We introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming…
A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…
We present a Monte Carlo code dedicated to the simulation of bremsstrahlung arising in collisions of polarized electrons with thin target foils. The program consists of an electron transport algorithm taking into account elastic…
Context: The Monte Carlo method is probably the most widely used approach to solve the radiative transfer problem, especially in a general 3D geometry. The physical processes of emission, absorption, and scattering are easily incorporated…
We study the Monte Carlo method for solving a linear system of the form $x = H x + b$. A sufficient condition for the method to work is $\| H \| < 1$, which greatly limits the usability of this method. We improve this condition by proposing…
A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…
The effectiveness of the recently developed Fixed-Node Quantum Monte Carlo method for lattice fermions, developed by van Leeuwen and co-workers, is tested by applying it to the 1D Kondo lattice, an example of a one-dimensional model with a…
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…
We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…
We generalize a recently developed method for accelerated Monte Carlo calculation of path integrals to the physically relevant case of generic many-body systems. This is done by developing an analytic procedure for constructing a hierarchy…
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…
We present a velocity-based Monte Carlo fluid solver that overcomes the limitations of its existing vorticity-based counterpart. Because the velocity-based formulation is more commonly used in graphics, our Monte Carlo solver can be readily…
The new {\em ab initio} quantum path integral Monte Carlo approach has been developed and applied for the entropy difference calculations for the strongly coupled degenerated uniform electron gas (UEG), a well--known model of simple metals.…
The microphysics of electron and photon propagation in liquid argon is a key component of detector design and calibrations needed to construct and perform measurements within a wide range of particle physics experiments. As experiments grow…
General relativistic radiation hydrodynamics simulations are necessary to accurately model a number of astrophysical systems involving black holes and neutron stars. Photon transport plays a crucial role in radiatively dominated accretion…