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Over the last decade, ingenuous developments in Monte Carlo methods have enabled the unbiased estimation of adjoint-weighted reactor parameters expressed as bilinear forms, such as kinetics parameters and sensitivity coefficients. A…

Computational Physics · Physics 2024-07-09 Eric Dumonteil , Emma Horton , Andreas E. Kyprianou , Andrea Zola

We investigate energy transport in several two-level atom or spin-1/2 models by a direct coupling to heat baths of different temperatures. The analysis is carried out on the basis of a recently derived quantum master equation which…

Quantum Physics · Physics 2009-11-13 Mathias Michel , Ortwin Hess , Hannu Wichterich , Jochen Gemmer

An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

Astrophysics · Physics 2012-12-12 Burkhard Zink

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

We present a simple approach to the fixed phase method in Quantum Monte Carlo. This applies to electrons in molecules and electron gas and is straightforwardly extended to the Schr\"odinger equation with magnetic field.

Computational Physics · Physics 2018-02-01 F. Delyon , B. Bernu

We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. Our algorithm, simplified from that of L. Lin et al. hep-lat/9905033, avoids the computation of almost…

High Energy Physics - Lattice · Physics 2009-10-31 T. Bakeyev , Ph. de Forcrand

We develop a quantum Monte Carlo method for many fermions that allows the use of any one-particle basis. It projects out the ground state by random walks in the space of Slater determinants. An approximate approach is formulated to control…

Condensed Matter · Physics 2009-02-20 Shiwei Zhang , Henry Krakauer

A survey of atomic binding energies used by general purpose Monte Carlo systems is reported. Various compilations of these parameters have been evaluated; their accuracy is estimated with respect to experimental data. Their effects on…

Computational Physics · Physics 2011-09-29 Maria Grazia Pia , Hee Seo , Matej Batic , Marcia Begalli , Chan Hyeong Kim , Lina Quintieri , Paolo Saracco

The conventional single-particle Monte Carlo simulation of charge transport in disordered media is based on the truncated density of localized states (DOLS) which benefits from very short time execution. Although this model successfully…

Disordered Systems and Neural Networks · Physics 2020-09-08 Mohammad Javadi , Yaser Abdi

In this paper, we propose a general framework for solving high-dimensional partial differential equations with tensor networks. Our approach uses Monte-Carlo simulations to update the solution and re-estimates the new solution from samples…

Numerical Analysis · Mathematics 2025-12-12 Yian Chen , Yuehaw Khoo , Ziang Yu

We develop an iterative, numerically exact approach for the treatment of nonequilibrium quantum transport and dissipation problems that avoids the real-time sign problem associated with standard Monte Carlo techniques. The method requires a…

Mesoscale and Nanoscale Physics · Physics 2015-05-19 Dvira Segal , Andrew J. Millis , David R. Reichman

The Neutron Transport Equation (NTE) describes the flux of neutrons over time through an inhomogeneous fissile medium. In the recent articles [5, 10], a probabilistic solution of the NTE is considered in order to demonstrate a…

Probability · Mathematics 2019-09-04 A. M. G. Cox , E. L. Horton , A. E. Kyprianou , D. Villemonais

Quantum Monte Carlo methods are used to calculate various ground state properties of charged bosons in two dimensions, throughout the whole density range where the fluid phase is stable. Wigner crystallization is predicted at $r_s\simeq…

Condensed Matter · Physics 2018-05-01 S. De Palo , S. Conti , S. Moroni

Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…

Analysis of PDEs · Mathematics 2017-04-05 Leila Taghizadeh , Amirreza Khodadadian , Clemens Heitzinger

A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…

Numerical Analysis · Mathematics 2019-06-19 Juan A. Acebron

We introduce a new framework for efficient sampling from complex probability distributions, using a combination of optimal transport maps and the Metropolis-Hastings rule. The core idea is to use continuous transportation to transform…

Computation · Statistics 2019-06-11 Matthew Parno , Youssef Marzouk

The Derivative Source Method (DSM) takes derivatives of a particle transport equation with respect to selected parameters and solves them via the standard Monte Carlo random walk simulation along with the original transport problem. The…

Computational Physics · Physics 2025-01-14 Ilham Variansyah , Ryan G. McClarren , Todd S. Palmer

The conventional second-order Path Integral Monte Carlo method is plagued with the sign problem in solving many-fermion systems. This is due to the large number of anti-symmetric free fermion propagators that are needed to extract the…

Computational Physics · Physics 2015-06-23 Siu A. Chin

A typical problem with Monte Carlo simulations in statistical physics is that they do not allow for a direct calculation of the free energy. For systems at criticality, this means that one cannot calculate the central charge in a Monte…

Statistical Mechanics · Physics 2009-10-30 Paul J. M. Bastiaansen , Hubert J. F. Knops

Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and…

Computational Physics · Physics 2017-01-06 Li Huang , Lei Wang