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We modify the reweighting factor of the projector used in diffusion Monte Carlo to reduce the time-step error of the total energy. Further, we present a reweighting scheme that has the desirable feature that it is exactly size-consistent,…

Chemical Physics · Physics 2024-03-18 Tyler A. Anderson , Manolo C. Per , C. J. Umrigar

We propose a novel sequential Monte Carlo (SMC) method for sampling from unnormalized target distributions based on a reverse denoising diffusion process. While recent diffusion-based samplers simulate the reverse diffusion using…

Computation · Statistics 2025-11-06 Luhuan Wu , Yi Han , Christian A. Naesseth , John P. Cunningham

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

Numerical Analysis · Mathematics 2024-12-12 Anastasia Istratuca , Aretha Teckentrup

Radiative transfer describes the propagation of electromagnetic radiation through an interacting medium. This process is often simulated by the use of the Monte Carlo method, which involves the probabilistic determination and tracking of…

Instrumentation and Methods for Astrophysics · Physics 2020-03-31 A. Krieger , S. Wolf

Molecule generation is a very important practical problem, with uses in drug discovery and material design, and AI methods promise to provide useful solutions. However, existing methods for molecule generation focus either on 2D graph…

Machine Learning · Computer Science 2024-02-07 Chenqing Hua , Sitao Luan , Minkai Xu , Rex Ying , Jie Fu , Stefano Ermon , Doina Precup

Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…

Computation · Statistics 2021-07-20 Luca Martino , Víctor Elvira

In this paper an analytical model is introduced to describe the impulse response of the diffusive channel between a pointwise transmitter and a given fully-absorbing (FA) receiver in a molecular communication (MC) system. The presence of…

Information Theory · Computer Science 2021-11-25 Marco Ferrari , Fardad Vakilipoor , Eric Regonesi , Mariangela Rapisarda , Maurizio Magarini

Biological tissues are complex structures composed of many elements which make light-based tissue diagnostics challenging. Over the past decades, Monte Carlo technique has been used as a fundamental and versatile approach toward modeling…

Optics · Physics 2024-05-17 Maryam Ghahremani

We generalize a simple Monte Carlo (MC) model for dilute gases to consider the transport behavior of positrons and electrons in Percus-Yevick model liquids under highly non-equilibrium conditions, accounting rigorously for coherent…

Computational Physics · Physics 2015-04-22 W. J. Tattersall , D. G. Cocks , G. J. Boyle , R. D. White

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

Discrete diffusion models have become highly effective across various domains. However, real-world applications often require the generative process to adhere to certain constraints. To this end, we propose a Sequential Monte Carlo (SMC)…

Machine Learning · Computer Science 2026-03-17 Zijing Ou , Chinmay Pani , Yingzhen Li

On the base of Diffusion Monte-Carlo method it is developed a new Complex Diffusion Monte-Carlo (CDMC) method allowing to simulate the quantum systems with complex wave function. There are no approximations on the calculation of modulus and…

Condensed Matter · Physics 2007-05-23 B. Abdullaev , M. Musakhanov , A. Nakamura

Molecular dynamics (MD) has long been the de facto choice for simulating complex atomistic systems from first principles. Recently deep learning models become a popular way to accelerate MD. Notwithstanding, existing models depend on…

Computational Engineering, Finance, and Science · Computer Science 2023-01-10 Fang Wu , Stan Z. Li

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

Computation · Statistics 2018-05-11 Jonas Latz , Iason Papaioannou , Elisabeth Ullmann

In a diffusion-based molecular communication system, molecules are employed to convey information. When propagation and reception processes are considered in a framework of first passage processes, we need to focus on absorbing receivers.…

Emerging Technologies · Computer Science 2016-09-05 H. Birkan Yilmaz , Gee-Yong Suk , Chan-Byoung Chae

We develop a multilevel Monte Carlo (MLMC)-FEM algorithm for linear, elliptic diffusion problems in polytopal domain $\mathcal D\subset \mathbb R^d$, with Besov-tree random coefficients. This is to say that the logarithms of the diffusion…

Numerical Analysis · Mathematics 2023-02-02 Christoph Schwab , Andreas Stein

Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…

Methodology · Statistics 2021-06-11 Paul A. Jenkins , Murray Pollock , Gareth O. Roberts , Michael Sørensen

Quantum Monte Carlo is an efficient technique for finding the ground-state energy and related properties of small molecules. A major challenge remains in accurate determination of a molecule's geometry, i.e. the optimal location of its…

Computational Physics · Physics 2017-04-12 Jan Vrbik

The Diffusion Monte Carlo (DMC) method is applied to the water monomer, dimer, and hexamer, using q-TIP4P/F, one of the most simple, empirical water models with flexible monomers. The bias in the time step ($\Delta\tau$) and population size…

Chemical Physics · Physics 2016-09-28 Joel D. Mallory , Sandra E. Brown , Vladimir A. Mandelshtam

A Monte Carlo model was used to study the scattering error of an absorption meter with a divergent light beam and a limited acceptance angle of the receiver. Reflections at both ends of the tube were taken into account. Calculations of the…

Atmospheric and Oceanic Physics · Physics 2009-11-06 Jacek Piskozub , Piotr J. Flatau , J. V. R. Zaneveld
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