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We present a general sample reweighting scheme and its underlying theory for the integration of an unknown function with low dimensionality. Our method produces better results than standard weighting schemes for common sampling strategies,…
We explore the application of Monte Carlo transport methods to solving coupled radiation-hydrodynamics problems. We use a time-dependent, frequency-dependent, 3-dimensional radiation transport code, that is special relativistic and includes…
Neutrino-matter interactions play an important role in the post-merger evolution of neutron star-neutron star and black hole-neutron star mergers. Most notably, they determine the properties of the bright optical/infrared transients…
High-order virtual excitations play an important role in microscopic models of nuclear reactions at intermediate energies. However, the factorial growth of their complexity has prevented their consistent inclusion in ab initio many-body…
The Monte Carlo algorithm is increasingly utilized, with its central step involving computer-based random sampling from stochastic models. While both Markov Chain Monte Carlo (MCMC) and Reject Monte Carlo serve as sampling methods, the…
We present a sequential Monte Carlo sampler variant of the partial rejection control algorithm, and show that this variant can be considered as a sequential Monte Carlo sampler with a modified mutation kernel. We prove that the new sampler…
We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…
The jump-walking Monte-Carlo algorithm is revisited and updated to study the equilibrium properties of systems exhibiting quasi-ergodicity. It is designed for a single processing thread as opposed to currently predominant algorithms for…
We present an efficient and exact Monte Carlo algorithm to simulate reversible aggregation of particles with dedicated binding sites. This method introduces a novel data structure of dynamic bond tree to record clusters and sequences of…
Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…
We investigate energy transport in several two-level atom or spin-1/2 models by a direct coupling to heat baths of different temperatures. The analysis is carried out on the basis of a recently derived quantum master equation which…
The propagation of uncertainties in reaction cross sections and rates of neutron-, proton-, and $\alpha$-induced reactions into the final isotopic abundances obtained in nucleosynthesis models is an important issue in studies of…
We present simple and practical strategies to reduce the variance of Monte Carlo estimators. Our focus is on variational Monte Carlo calculations of atomic forces and pressure in electronic systems, although we show that the underlying…
Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential…
The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…
Probability measures supported on submanifolds can be sampled by adding an extra momentum variable to the state of the system, and discretizing the associated Hamiltonian dynamics with some stochastic perturbation in the extra variable. In…
In a random ray method of neutral particle transport simulation, each iteration begins by sampling a set of rays before proceeding to solve the characteristic transport equation along the linear paths the rays follow. Historically,…
Polaron tunneling is a prominent example of a problem characterized by different energy scales, for which the standard quantum Monte Carlo methods face a slowdown problem. We propose a new quantum-tunneling Monte Carlo (QTMC) method which…
We propose three physical tests to measure correlations in random numbers used in Monte Carlo simulations. The first test uses autocorrelation times of certain physical quantities when the Ising model is simulated with the Wolff algorithm.…
The quantum theory of the Friedmann cosmological model with dust and cosmological constant ($\Lambda$) is not exactly solvable analytically. We apply Path Integral Monte Carlo (PIMC) techniques to study its quantum dynamics using the…