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Monte Carlo (MC) methods are widely used for Bayesian inference and optimization in statistics, signal processing and machine learning. A well-known class of MC methods are Markov Chain Monte Carlo (MCMC) algorithms. In order to foster…

Computation · Statistics 2016-09-27 L. Martino , V. Elvira , D. Luengo , J. Corander , F. Louzada

Monte-Carlo diffusion simulations are a powerful tool for validating tissue microstructure models by generating synthetic diffusion-weighted magnetic resonance images (DW-MRI) in controlled environments. This is fundamental for…

Computational Engineering, Finance, and Science · Computer Science 2023-05-26 Juan Luis Villarreal-Haro , Remy Gardier , Erick J Canales-Rodriguez , Elda Fischi Gomez , Gabriel Girard , Jean-Philippe Thiran , Jonathan Rafael-Patino

We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…

Soft Condensed Matter · Physics 2009-11-10 Joerg Rottler , A. C. Maggs

Reactive molecular dynamics simulations are computationally demanding. Reaching spatial and temporal scales where interesting scientific phenomena can be observed requires efficient and scalable implementations on modern hardware. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-26 Hasan Metin Aktulga , Christopher Knight , Paul Coffman , Kurt A. O'Hearn , Tzu-Ray Shan , Wei Jiang

Simulating hybrid magnonic quantum systems remains a challenge due to the large disparity between the timescales of the two systems. We present a massively parallel GPU-based simulation framework that enables fully coupled, large-scale…

We present a cross-language C++/Python program for simulations of quantum mechanical systems with the use of Quantum Monte Carlo (QMC) methods. We describe a system for which to apply QMC, the algorithms of variational Monte Carlo and…

Computational Physics · Physics 2009-11-13 J. K. Nilsen

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

We present a scheme for the parallelization of quantum Monte Carlo on graphical processing units, focusing on bosonic systems and variational Monte Carlo. We use asynchronous execution schemes with shared memory persistence, and obtain an…

Computational Physics · Physics 2014-12-10 Y. Lutsyshyn

We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…

Astrophysics · Physics 2007-05-23 Maxim A. Voronkov

Efficient sampling of many-dimensional and multimodal density functions is a task of great interest in many research fields. We describe an algorithm that allows parallelizing inherently serial Markov chain Monte Carlo (MCMC) sampling by…

Computation · Statistics 2020-08-10 Vasyl Hafych , Philipp Eller , Oliver Schulz , Allen Caldwell

We have implemented a Monte Carlo algorithm to model and predict the response of various kinds of CCDs to X-ray photons and minimally-ionizing particles and have applied this model to the CCDs in the Chandra X-ray Observatory's Advanced CCD…

Astrophysics · Physics 2015-06-24 L. K. Townsley , P. S. Broos , G. Chartas , E. Moskalenko , J. A. Nousek , G. G. Pavlov

Multi-component polymer systems are important for the development of new materials because of their ability to phase-separate or self-assemble into nano-structures. The Single-Chain-in-Mean-Field (SCMF) algorithm in conjunction with a soft,…

Computational Physics · Physics 2018-09-05 Ludwig Schneider , Marcus Müller

The net charge of solvated entities, ranging from polyelectrolytes and biomolecules to charged nanoparticles and membranes, depends on the local dissociation equilibrium of individual ionizable groups. Incorporation of this phenomenon,…

Soft Condensed Matter · Physics 2022-01-25 Tine Curk , Jiaxing Yuan , Erik Luijten

We propose the powerful integration of the Hybrid Monte Carlo (hybridMC) algorithm and Well-Tempered Metadynamics. This new algorithm, hybridMC-MetaD, enhances the flexibility and applicability of metadynamics by allowing for the…

Materials Science · Physics 2025-08-25 Charlotte Shiqi Zhao , Sun-Ting Tsai , Sharon C. Glotzer

A hybrid Monte Carlo (HMC) approach is employed to quantify the influence of inelastic deformation on the microstructural evolution of polycrystalline materials. This approach couples a time explicit material point method (MPM) for…

Materials Science · Physics 2015-05-19 Liangzhe Zhang , Remi Dingreville , Timothy Bartel , Mark T. Lusk

We present several implementations of the Metropolis method, an adaptive Monte Carlo algorithm, which allow for the calculation of multi-dimensional integrals over arbitrary on-shell four-momentum phase space. The Metropolis technique…

High Energy Physics - Phenomenology · Physics 2009-10-31 Hamid Kharraziha , Stefano Moretti

Modeling the dynamics of a quantum system connected to the environment is critical for advancing our understanding of complex quantum processes, as most quantum processes in nature are affected by an environment. Modeling a macroscopic…

We develop a parallel rejection algorithm to tackle the problem of low acceptance in Monte Carlo methods, and apply it to the simulation of the hopping conduction in Coulomb glasses using Graphics Processing Units, for which we also…

Disordered Systems and Neural Networks · Physics 2014-08-19 Ezequiel E. Ferrero , Alejandro B. Kolton , Matteo Palassini

Monte Carlo approaches to radiation transport have several attractive properties such as simplicity of implementation, high accuracy, and good parallel scaling. Moreover, Monte Carlo methods can handle complicated geometries and are…

Solar and Stellar Astrophysics · Physics 2015-06-04 Ernazar Abdikamalov , Adam Burrows , Christian D. Ott , Frank Löffler , Evan O'Connor , Joshua C. Dolence , Erik Schnetter

We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized on GPU. By using $W^{+}$ plus multi-gluon production processes at…

Computational Physics · Physics 2011-03-03 J. Kanzaki