Related papers: Efficient determination of solid-state phase equil…
This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…
In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…
We consider the generic problem of performing sequential Bayesian inference in a state-space model with observation process y, state process x and fixed parameter theta. An idealized approach would be to apply the iterated batch importance…
In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…
In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…
The kinetic Monte Carlo (kMC) method is used in many scientific fields in applications involving rare-event transitions. Due to its discrete stochastic nature, efforts to parallelize kMC approaches often produce unbalanced time evolutions…
New hybrid Molecular Dynamics-Monte Carlo methods are proposed to increase the efficiency of constant-pressure simulations. Two variations of the isobaric Molecular Dynamics component of the algorithms are considered. In the first, we use…
A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…
The requisites for the persistence of small colonies of self-replicating molecules living in a two-dimensional lattice are investigated analytically in the infinite diffusion or mean-field limit and through Monte Carlo simulations in the…
A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…
Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…
Most solved dynamic structural macrofinance models are non-linear and/or non-Gaussian state-space models with high-dimensional and complex structures. We propose an annealed controlled sequential Monte Carlo method that delivers numerically…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…
We develop a quantum Monte Carlo method for many fermions that allows the use of any one-particle basis. It projects out the ground state by random walks in the space of Slater determinants. An approximate approach is formulated to control…
We present a concurrent Monte Carlo (MC) - molecular dynamics (MD) approach to modeling of matter response to excitation of its electronic system. The two methods are combined on-the-fly at each time step in one code, TREKIS-4. The MC model…
The many-body diffusion quantum Monte Carlo (DMC) method with twist-averaged boundary conditions is used to calculate the ground-state equation of state and the energetics of point defects in fcc aluminum using supercells up to 1331 atoms.…
Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…
Accurate determination of electronic properties of correlated oxides remains a significant challenge for computational theory. Traditional Hubbard-corrected density functional theory (DFT+U) frequently encounters limitations in precisely…
We present a new and general Monte Carlo iteration method for generalized ensembles. It consists of two elements: (1) a simple algorithm to distinguish between distributions arising from respectively equilibrium- and non-equilibrium…