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Fixed-node diffusion Monte Carlo (DMC) is a stochastic algorithm for finding the lowest energy many-fermion wave function with the same nodal surface as a chosen trial function. It has proved itself among the most accurate methods available…

Condensed Matter · Physics 2009-10-31 W. M. C. Foulkes , Randolph Q. Hood , R. J. Needs

An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The…

Computational Physics · Physics 2011-01-28 Jindrich Kolorenc , Lubos Mitas

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

A method for making realistic estimates of the density of levels in even-even nuclei is presented making use of the Monte Carlo shell model (MCSM). The procedure follows three basic steps: (1) computation of the thermal energy with the…

Nuclear Theory · Physics 2009-10-30 W. E. Ormand

Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

Statistical Mechanics · Physics 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

Diffusion Monte Carlo (DMC) based on fixed-node approximation has enjoyed significant developments in the past decades and become one of the go-to methods when accurate ground state energy of molecules and materials is needed. The remaining…

Chemical Physics · Physics 2023-08-07 Weiluo Ren , Weizhong Fu , Xiaojie Wu , Ji Chen

The study of alloys using computational methods has been a difficult task due to the usually unknown stoichiometry and local atomic ordering of the different structures experimentally. In order to combat this, first-principles methods have…

Materials Science · Physics 2021-12-08 Daniel Wines , Kayahan Saritas , Can Ataca

While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…

Statistical Mechanics · Physics 2009-10-31 Parthapratim Biswas , G. T. Barkema , Normand Mousseau , W. F. van der Weg

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer

Monte Carlo simulation code has been developed and tested for studying the passage of charged particle beams and radiation through the crystalline matter at energies from tens of MeV up to hundreds of GeV. The developed Monte Carlo code…

Computational Physics · Physics 2007-05-23 Armen Apyan

In the study of phase transitions a very few models are accessible to exact solution. In the most cases analytical simplifications have to be done or some numerical technique has to be used to get insight about their critical properties.…

Statistical Mechanics · Physics 2017-05-24 B. V. Costa , L. A. S. Mól , J. C. S. Rocha

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

A theoretical model of vapor-liquid phase transition in a system of charged hard cores of different diameters is suggested (with the parameters of the transition obtained in a number of studies using the Monte Carlo method). The model is…

Plasma Physics · Physics 2007-05-23 A. L. Khomkin , I. A. Mulenko

A first-order liquid-liquid phase transition in high-pressure hydrogen between molecular and atomic fluid phases has been predicted in computer simulations using ab initio molecular dynamics approaches. However, experiments indicate that…

Statistical Mechanics · Physics 2007-05-23 Kris T. Delaney , Carlo Pierleoni , D. M. Ceperley

We report a new multicanonical Monte Carlo (MC) algorithm to obtain the density of states (DOS) for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain an analytical form for the DOS…

Computational Physics · Physics 2017-07-25 Ying Wai Li , Markus Eisenbach