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We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…

Numerical Analysis · Mathematics 2025-11-24 Johannes Krotz , Ryan G. McClarren

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

The Metropolis Monte Carlo (MC) method is used to extract reaction kinetics from a given equilibrium distribution of states of a complex system. The approach is illustrated by the folding/unfolding reaction for two proteins - a model…

Biological Physics · Physics 2022-03-23 Sergei F. Chekmarev

We consider a class of density-driven flow problems. We are particularly interested in the problem of the salinization of coastal aquifers. We consider the Henry saltwater intrusion problem with uncertain porosity, permeability, and…

Numerical Analysis · Mathematics 2023-02-16 Alexander Litvinenko , Dmitry Logashenko , Raul Tempone , Ekaterina Vasilyeva , Gabriel Wittum

We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…

Statistical Mechanics · Physics 2012-12-04 B. M. Rubenstein , J. E. Gubernatis , J. D. Doll

Quantum Monte Carlo approaches such as the diffusion Monte Carlo (DMC) method are among the most accurate many-body methods for extended systems. Their scaling makes them well suited for defect calculations in solids. We review the various…

Materials Science · Physics 2014-04-23 William D. Parker , John W. Wilkins , Richard G. Hennig

Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of…

Biological Physics · Physics 2015-05-28 Elijah Flenner , Lorant Janosi , Bogdan Barz , Adrian Neagu , Gabor Forgacs , Ioan Kosztin

A continuum model of crystalline solid equilibrium is presented in which the underlying periodic lattice structure is taken explicitly into account. This model also allows for both point and line defects in the bulk of the lattice and at…

Materials Science · Physics 2009-10-31 Paolo Cermelli , Shaun Sellers

A new Monte Carlo algorithm for phase-space sampling, named (MC)**3, is presented. It is based on Markov Chain Monte Carlo techniques but at the same time incorporates prior knowledge about the target distribution in the form of suitable…

High Energy Physics - Phenomenology · Physics 2015-06-12 Kevin Kroeninger , Steffen Schumann , Benjamin Willenberg

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

A consistent and conservative Phase-Field method, including both the model and scheme, is developed for multiphase flows with an arbitrary number of immiscible and incompressible fluid phases. The consistency of mass conservation and the…

Computational Physics · Physics 2022-02-15 Ziyang Huang , Guang Lin , Arezoo M. Ardekani

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

Active matter has been intensely studied for its wealth of intriguing properties such as collective motion, motility-induced phase separation (MIPS), and giant fluctuations away from criticality. However, the precise connection of active…

Statistical Mechanics · Physics 2019-04-17 Juliane U. Klamser , Sebastian C. Kapfer , Werner Krauth

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

Alloying Ag into Cu(In,Ga)Se$_2$ has enabled record solar-cell efficiencies ($\sim23.6\%$), yet their long-term stability remains in question because initio calculations predict a Ag-Cu miscibility gap near ambient temperature. By…

Materials Science · Physics 2026-05-19 Vasilios Karanikolas , Delwin Perera , Linus Erhard , Jochen Rohrer , Karsten Albe

We show how to generalize the Lattice Switch Monte Carlo method to calculate the phase diagram of a binary system. A global coordinate transformation is combined with a modification of particle diameters, enabling the multi-component system…

Statistical Mechanics · Physics 2009-11-13 A. N. Jackson , G. J. Ackland

We apply diffusion quantum Monte Carlo (DMC) to a broad set of solids, benchmarking the method by comparing bulk structural properties (equilibrium volume and bulk modulus) to experiment and DFT based theories. The test set includes…

Materials Science · Physics 2015-06-17 Luke Shulenburger , Thomas R. Mattsson

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

A model for two-dimensional colloids confined laterally by "structured boundaries" (i.e., ones that impose a periodicity along the slit) is studied by Monte Carlo simulations. When the distance D between the confining walls is reduced at…

Statistical Mechanics · Physics 2012-03-09 Dorothea Wilms , Nigel B. Wilding , Kurt Binder