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We introduce the energy-stepping Monte Carlo (ESMC) method, a Markov chain Monte Carlo (MCMC) algorithm based on the conventional dynamical interpretation of the proposal stage but employing an energy-stepping integrator. The…

Mathematical Physics · Physics 2023-12-13 Ignacio Romero , Michael Ortiz

Calibration of individual based models (IBMs), successful in modeling complex ecological dynamical systems, is often performed only ad-hoc. Bayesian inference can be used for both parameter estimation and uncertainty quantification, but its…

Computation · Statistics 2017-11-09 Jonas Šukys , Mira Kattwinkel

We present an adaptive multilevel Monte Carlo (AMLMC) algorithm for approximating deterministic, real-valued, bounded linear functionals that depend on the solution of a linear elliptic PDE with a lognormal diffusivity coefficient and…

Numerical Analysis · Mathematics 2022-12-07 Joakim Beck , Yang Liu , Erik von Schwerin , Raúl Tempone

A new parallelized simulation code is presented, which uses a Monte Carlo method to determine particle spectra in the KATRIN source. Reaction chains are generated from the decay of tritium within the source. The code includes all relevant…

Computational Physics · Physics 2025-03-14 Christian Sendlinger , Jonas Kellerer , Felix Spanier

There is significant interest in rapid protein simulations because of the time-scale limitations of all-atom methods. Exploiting the low cost and great availability of computer memory, we report a Monte Carlo technique for incorporating…

Biological Physics · Physics 2008-12-04 Artem B. Mamonov , Divesh Bhatt , Derek J. Cashman , Daniel M. Zuckerman

Simulations of hadronic and nuclear interactions are essential in both collider and astroparticle physics. The Chromo package provides a unified Python interface to multiple widely used hadronic event generators, including EPOS, DPMJet,…

Computational Physics · Physics 2025-07-30 Anatoli Fedynitch , Hans Dembinski , Anton Prosekin

mVMC (many-variable Variational Monte Carlo) is an open-source software based on the variational Monte Carlo method applicable for a wide range of Hamiltonians for interacting fermion systems. In mVMC, we introduce more than ten thousands…

Quantum Monte Carlo methods find fruitful application in large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in a fluctuating one-body field;…

Nuclear Theory · Physics 2008-02-03 S. E. Koonin

We present BioNetFlux, an open-source Python framework for the numerical simulation of coupled systems of partial differential equations (PDEs) on one-dimensional multi-arc networks by the Hybridized Discontinuous Galerkin method. Its…

Mathematical Software · Computer Science 2026-04-03 Silvia Bertoluzza

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

Computational Finance · Quantitative Finance 2014-10-07 Denis Belomestny , Tigran Nagapetyan

The Fermilab crystal-extraction experiment E853 at Tevatron was simulated by Monte Carlo code CATCH [1] tested earlier in the CERN-SPS experiment [2-4]. Predictions for the extraction efficiency, angular scans and extracted beam profiles…

High Energy Physics - Experiment · Physics 2008-11-26 Valery M. Biryukov

Multi-type recurrent events are often encountered in medical applications when two or more different event types could repeatedly occur over an observation period. For example, patients may experience recurrences of multi-type nonmelanoma…

Methodology · Statistics 2021-06-10 Khaled F. Bedair , Yili Hong , Hussein R. Al-Khalidi

We study a trapped system of fermions with a zero-range two-body interaction using the shell-model Monte Carlo method, providing {\em ab initio} results for the low particle number limit where mean-field theory is not applicable. We present…

Superconductivity · Physics 2009-09-22 N. T. Zinner , K. Mølmer , C. Özen , D. J. Dean , K. Langanke

High-energy physics phenomenology often requires linking multiple computational tools to evaluate observables, likelihoods, and experimental constraints across nontrivial parameter spaces. In this work, we introduce Jarvis-HEP, a…

High Energy Physics - Phenomenology · Physics 2026-04-29 Erdong Guo , Paul Jackson , Jin Min Yang , Pengxuan Zhu

Quasi-Monte Carlo (QMC) methods have developed over several decades. With the explosion in computational science, there is a need for great software that implements QMC algorithms. We summarize the QMC software that has been developed to…

Numerical Analysis · Mathematics 2023-11-13 Sou-Cheng T. Choi , Yuhan Ding , Fred J. Hickernell , Jagadeeswaran Rathinavel , Aleksei G. Sorokin

A numerical method to implement a linearized Coulomb collision operator in the two-weight $\delta f$ Monte Carlo method for multi-ion-species neoclassical transport simulation is developed. The conservation properties and the adjointness…

flowMC is a Python library for accelerated Markov Chain Monte Carlo (MCMC) leveraging deep generative modeling. It is built on top of the machine learning libraries JAX and Flax. At its core, flowMC uses a local sampler and a learnable…

Instrumentation and Methods for Astrophysics · Physics 2022-11-14 Kaze W. K. Wong , Marylou Gabrié , Daniel Foreman-Mackey

Significance: Monte Carlo (MC) methods are the gold-standard for modeling light-tissue interactions due to their accuracy. Mesh-based MC (MMC) offers enhanced precision for complex tissue structures using tetrahedral mesh models. Despite…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-01 Shijie Yan , Douglas Dwyer , David R. Kaeli , Qianqian Fang

In this work, we explore the use of an iterative Bayesian Monte Carlo (IBM) procedure for nuclear data evaluation within a Talys Evaluated Nuclear data Library (TENDL) framework. In order to identify the model and parameter combinations…

Data Analysis, Statistics and Probability · Physics 2020-03-25 E. Alhassan , D. Rochman , A. Vasiliev , M. Wohlmuther , M. Hursin , A. J. Koning , H. Ferroukhi

A Monte Carlo program is presented that computes all four fermion processes in $e^+ e^-$ annihilation. QED initial state corrections and QCD contributions are included. Fermions are taken to be massless, allowing a very fast evaluation of…

High Energy Physics - Phenomenology · Physics 2009-10-28 F. Berends , R , Kleiss , R. Pittau
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