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We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

In Part I (arXiv:1911.00619) of this article, we proposed an importance sampling algorithm to compute rare-event probabilities in forward uncertainty quantification problems. The algorithm, which we termed the "Bayesian Inverse Monte Carlo…

Computation · Statistics 2019-11-06 Siddhant Wahal , George Biros

The Monte Carlo event generators (MC) are used for the simulation of different processes in high energy physics. To achieve the best description of the data, the parameters of simulations are adjusted (tuned) with different methods. In this…

High Energy Physics - Experiment · Physics 2018-01-23 Fabian Klimpel

Quantum computing (QC) has the potential to revolutionise the future of scientific simulations. To harness the capabilities that QC offers, we can integrate it into hybrid quantum-classical simulations, which can boost the capabilities of…

Plasma Physics · Physics 2026-01-08 Lucas I. Iñigo Gamiz , Óscar Amaro , Efstratios Koukoutsis , Marija Vranić

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…

Optimization and Control · Mathematics 2020-07-09 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

This manual describes version 2.2 of the Monte Carlo event generator UNIBAB for large angle Bhabha scattering at LEP and SLC. UNIBAB implements higher order electromagnetic radiative corrections and the effects of soft photon exponentiation…

High Energy Physics - Experiment · Physics 2007-05-23 H. Anlauf , H. D. Dahmen , P. Manakos , T. Ohl

Monte Carlo event generators are in a modern terminology the digital twins of collider-based particle physics experiment. We give an introduction into the application of MC generators for particle physics, discuss their different components…

High Energy Physics - Phenomenology · Physics 2025-09-29 Jürgen Reuter

In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…

Statistical Mechanics · Physics 2014-08-12 T. Schoof , S. Groth , M. Bonitz

MOCABA is a combination of Monte Carlo sampling and Bayesian updating algorithms for the prediction of integral functions of nuclear data, such as reactor power distributions or neutron multiplication factors. Similarly to the established…

Nuclear Theory · Physics 2015-01-08 Axel Hoefer , Oliver Buss , Maik Hennebach , Michael Schmid , Dieter Porsch

Monte Carlo event generators are an essential tool for data analysis in collider physics. To include subleading quantum corrections, these generators often need to produce negative weight events, which leads to statistical dilution of the…

High Energy Physics - Phenomenology · Physics 2020-10-21 Benjamin Nachman , Jesse Thaler

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Methodology · Statistics 2023-07-04 David Gunawan , Chris Carter , Robert Kohn

Copulas are mathematical tools for modeling joint probability distributions. Since copulas enable one to conveniently treat the marginal distribution of each variable and the interdependencies among variables separately, in the past 60…

Quantum Physics · Physics 2022-06-28 Daiwei Zhu , Weiwei Shen , Annarita Giani , Saikat Ray Majumder , Bogdan Neculaes , Sonika Johri

Computer simulation plays a central role in modern day materials science. The utility of a given computational approach depends largely on the balance it provides between accuracy and computational cost. Molecular crystals are a class of…

The binary Monte Carlo (MC) collision algorithm is a standard and robust method to include binary Coulomb collision effects in particle-in-cell (PIC) simulations of plasmas. Here, we show that the coupling between PIC and MC algorithms can…

Plasma Physics · Physics 2021-01-15 E. Paulo Alves , Warren B. Mori , Frederico Fiuza

We present a novel way of performing kinetic Monte Carlo simulations which does not require an {\it a priori} list of diffusion processes and their associated energetics and reaction rates. Rather, at any time during the simulation,…

Materials Science · Physics 2009-11-11 Oleg Trushin , Altaf Karim , Abdelkader Kara , Talat S. Rahman

Sherpa is a general-purpose Monte Carlo event generator for the simulation of particle collisions in high-energy collider experiments. We summarise new developments, essential features, and ongoing improvements within the Sherpa 3 release…

MCgrid is a software package that provides access to the APPLgrid interpolation tool for Monte Carlo event generator codes, allowing for fast and flexible variations of scales, coupling parameters and PDFs in cutting edge leading and…

High Energy Physics - Phenomenology · Physics 2016-11-25 Luigi Del Debbio , Nathan P. Hartland , Steffen Schumann

A Monte Carlo event generator is constructed for a two-Higgs-doublet model with maximal CP symmetry, the MCPM. The model contains five physical Higgs bosons; the $\rho'$, behaving similarly to the standard-model Higgs boson, two extra…

High Energy Physics - Phenomenology · Physics 2015-06-11 J. Brehmer , V. Lendermann , M. Maniatis , O. Nachtmann , H. -C. Schultz-Coulon , R. Stamen

It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In…

Quantum Physics · Physics 2020-09-02 Koichi Miyamoto , Kenji Shiohara