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In this work, we develop a novel Monte Carlo method for solving the electromagnetic scattering problem. The method is based on a formal solution of the scattering problem as a modified Born series whose coefficients are found by a conformal…

Computational Physics · Physics 2022-05-25 Hector Lopez-Menchon , Juan M. Rius , Alexander Heldring , Eduard Ubeda

Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…

Strongly Correlated Electrons · Physics 2016-12-08 Mingpu Qin , Hao Shi , Shiwei Zhang

In the bond percolation model on a lattice, we colour vertices with $n_c$ colours independently at random according to Bernoulli distributions. A vertex can receive multiple colours and each of these colours is individually observable. The…

Statistics Theory · Mathematics 2019-06-14 Felix Beck , Bence Mélykúti

We propose a sequential Monte Carlo algorithm for parameter learning when the studied model exhibits random discontinuous jumps in behaviour. To facilitate the learning of high dimensional parameter sets, such as those associated to neural…

Machine Learning · Statistics 2024-12-19 John-Joseph Brady , Yuhui Luo , Wenwu Wang , Víctor Elvira , Yunpeng Li

Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…

Computation · Statistics 2017-10-11 Roland Lamberti , Yohan Petetin , François Desbouvries , François Septier

Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…

Methodology · Statistics 2015-02-27 Shirin Golchi , David A. Campbell

In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…

Numerical Analysis · Mathematics 2017-06-27 Laura Scarabosio

We report on a Monte Carlo method that generates one-dimensional trajectories for Bohm's formulation of quantum mechanics that doesn't involve differentiation or integration of any equations of motion. At each time, t=n\delta t…

Quantum Physics · Physics 2009-11-13 T. M. Coffey , R. E. Wyatt , W. C. Schieve

The macroscopic quantizations of matter into macro-atoms and radiant and thermal energies into r- and k-energy packets initiated in Paper I is completed with the definition of transition probabilities governing energy flows to and from the…

Astrophysics · Physics 2009-11-07 L. B. Lucy

Subtraction schemes provide a systematic way to compute fully-differential cross sections beyond the leading order in the strong coupling constant. These methods make singular real-emission corrections integrable in phase space by the…

High Energy Physics - Phenomenology · Physics 2020-01-29 Vittorio Del Duca , Nicolas Deutschmann , Simone Lionetti

In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Giacomo Dimarco , Lorenzo Pareschi

We employ unsupervised machine learning techniques to learn latent parameters which best describe states of the two-dimensional Ising model and the three-dimensional XY model. These methods range from principal component analysis to…

Statistical Mechanics · Physics 2017-08-23 Sebastian Johann Wetzel

We present iterative Monte Carlo algorithm for which the temperature variable is attracted by a critical point. The algorithm combines techniques of single histogram reweighting and linear filtering. The 2d Ising model of ferromagnet is…

Statistical Mechanics · Physics 2015-06-24 M. Gmitra , D. Horvath

A Monte Carlo generator of the final state of hadrons emitted from an ultrarelativistic nuclear collision is introduced. An important feature of the generator is a possible fragmentation of the fireball and emission of the hadrons from…

Nuclear Theory · Physics 2010-02-10 Boris Tomasik

Phonon Monte Carlo (PMC) is a versatile stochasic technique for solving the Boltzmann transport equation for phonons. It is particularly well suited for analyzing thermal transport in structures that have real-space roughness or are too…

Mesoscale and Nanoscale Physics · Physics 2016-02-26 L. N. Maurer , S. Mei , I. Knezevic

We present the extension of the completely local subtraction scheme CoLoRFulNNLO to color-singlet production in hadron collisions. We provide explicit momentum mappings and the complete set of double-real counterterms required for this…

High Energy Physics - Phenomenology · Physics 2025-12-08 Vittorio Del Duca , Gábor Somogyi , Francesco Tramontano

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

Strongly Correlated Electrons · Physics 2016-06-10 Kensaku Takai , Kota Ido , Takahiro Misawa , Youhei Yamaji , Masatoshi Imada

Particle Markov Chain Monte Carlo methods are used to carry out inference in non-linear and non-Gaussian state space models, where the posterior density of the states is approximated using particles. Current approaches usually perform…

Computation · Statistics 2019-09-30 Eduardo F. Mendes , Christopher K. Carter , David Gunawan , Robert Kohn

Monte Carlo techniques based on indivisible energy packets are described for computing light curves and spectra for 3-D supernovae. The radiative transfer is time-dependent and includes all effects of O(v/c). Monte Carlo quantization is…

Astrophysics · Physics 2009-11-10 L. B. Lucy
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