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The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…

Biological Physics · Physics 2019-10-09 Nguiya P. Neo , Gary W. Slater

The so-called phaseless quantum Monte-Carlo method currently offers one of the best performing theoretical framework to investigate interacting Fermi systems. It allows to extract an approximate ground-state wavefunction by averaging…

Strongly Correlated Electrons · Physics 2017-03-31 Olivier Juillet , Alexandre Leprévost , Jérémy Bonnard , Raymond Frésard

We propose a method for estimating first passage time densities of one-dimensional diffusions via Monte Carlo simulation. Our approach involves a representation of the first passage time density as expectation of a functional of the…

Probability · Mathematics 2010-08-10 Tomoyuki Ichiba , Constantinos Kardaras

One-dimensional world is very unusual as there is an interplay between quantum statistics and geometry, and a strong short-range repulsion between atoms mimics Fermi exclusion principle, fermionizing the system. Instead, a system with a…

Quantum Gases · Physics 2016-11-16 N. Matveeva , G. E. Astrakharchik

We propose and analyze a quasi-Monte Carlo (QMC) algorithm for efficient simulation of wave propagation modeled by the Helmholtz equation in a bounded region in which the refractive index is random and spatially heterogenous. Our focus is…

Numerical Analysis · Mathematics 2021-01-27 M. Ganesh , Frances Y. Kuo , Ian H. Sloan

We present a method to infer the arbitrary space-dependent drift and diffusion of a nonlinear stochastic model driven by multiplicative fractional Gaussian noise from a single trajectory. Our method, fractional Onsager-Machlup optimisation…

Adaptation and Self-Organizing Systems · Physics 2023-11-07 Johannes A. Kassel , Benjamin Walter , Holger Kantz

Sequential Monte Carlo methods are typically not straightforward to implement on parallel architectures. This is because standard resampling schemes involve communication between all particles. The $\alpha$-sequential Monte Carlo method was…

Statistics Theory · Mathematics 2022-02-21 Deborshee Sen

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

Soft Condensed Matter · Physics 2010-11-22 Janne Juntunen , Juha Merikoski

This paper gives foundational results for the application of quasi-stationarity to Monte Carlo inference problems. We prove natural sufficient conditions for the quasi-limiting distribution of a killed diffusion to coincide with a target…

Methodology · Statistics 2018-12-07 Andi Q. Wang , Martin Kolb , Gareth O. Roberts , David Steinsaltz

An exact, nonlocal, finite step-size algorithm for Monte Carlo simulation of theories with dynamical fermions is proposed. The algorithm is based on obtaining the new configuration U' from the old one U by solving the equation $ M(U') \eta…

High Energy Physics - Lattice · Physics 2009-11-07 T. Bakeyev

Nuclear structure quantum Monte Carlo methods such as Green's function or auxiliary field diffusion Monte Carlo have used phenomenological local real-space potentials containing as few derivatives as possible, such as the Argonne-Urbana…

Nuclear Theory · Physics 2012-07-27 J. E. Lynn , K. E. Schmidt

In this work we introduce a worldline based fermion Monte Carlo algorithm for studying few body quantum mechanics of self-interacting fermions in the Hamiltonian lattice formulation. Our motivation to construct the method comes from our…

Nuclear Theory · Physics 2025-02-28 Shailesh Chandrasekharan , Son T. Nguyen , Thomas R. Richardson

We present extensive new \textit{ab intio} path integral Monte Carlo results for the momentum distribution function $n(\mathbf{k})$ of the uniform electron gas (UEG) in the warm dense matter (WDM) regime over a broad range of densities and…

Computational Physics · Physics 2021-05-26 Tobias Dornheim , Maximilian Böhme , Burkhard Militzer , Jan Vorberger

Path integral Monte Carlo (PIMC) simulations are used to calculate the momentum distribution of the homogeneous electron gas at finite temperature. This is done by calculating the off-diagonal elements of the real-space density matrix,…

Statistical Mechanics · Physics 2007-05-23 B. Militzer , E. L. Pollock , D. M. Ceperley

We introduce a neural network-based approach for modeling wave functions that satisfy Bose-Einstein statistics. Applying this model to small $^4He_N$ clusters (with N ranging from 2 to 14 atoms), we accurately predict ground state energies,…

Atomic and Molecular Clusters · Physics 2023-12-20 William Freitas , S. A. Vitiello

We discuss algorithms for domain wall fermions focussing on accelerating Hybrid Monte Carlo sampling of gauge configurations. Firstly a new multigrid algorithm for domain wall solvers and secondly a domain decomposed hybrid monte carlo…

High Energy Physics - Lattice · Physics 2022-04-01 Peter A Boyle , Dennis Bollweg , Christopher Kelly , Azusa Yamaguchi

A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…

Mathematical Physics · Physics 2015-05-28 Guillaume Bal , Anthony Davis , Ian Langmore

We present a finite-temperature canonical-ensemble determinant quantum Monte Carlo algorithm that enforces an exact fermion number and enables stable simulations of correlated lattice fermions. We propose a stabilized QR update that reduces…

Strongly Correlated Electrons · Physics 2026-01-21 Tu Hong , Kun Chen , Xiao Yan Xu

A class of evolution equations with nonlocal diffusion is considered in this work. These are integro-differential equations arising as models of propagation phenomena in continuum media with nonlocal interactions including neural tissue,…

Numerical Analysis · Mathematics 2019-12-24 Dmitry Kaliuzhnyi-Verbovetskyi , Georgi S. Medvedev

We study one-dimensional quantum gases in continuous space with cavity-mediated infinite-range interactions using variational and diffusion Monte Carlo methods. Starting from the exact two-body solution, we construct a non-translationally…

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