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We study the feature-scaled version of the Monte Carlo algorithm with linear function approximation. This algorithm converges to a scale-invariant solution, which is not unduly affected by states having feature vectors with large norms. The…

Machine Learning · Computer Science 2022-05-31 Rahul Madhavan , Hemanta Makwana

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

A new Monte-Carlo method for solving linear parabolic partial differential equations is presented. Since, in this new scheme, the particles are followed backward in time, it provides great flexibility in choosing critical points in…

Numerical Analysis · Mathematics 2025-10-20 Johan Carlsson

The rank envelope test (Myllym\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a…

Methodology · Statistics 2015-06-05 Tomáš Mrkvička , Mari Myllymäki , Ute Hahn

A Monte Carlo method to sample the classical configurational canonical ensemble is introduced. In contrast to the Metropolis algorithm, where trial moves can be rejected, in this approach collisions take place. The implementation is…

Statistical Mechanics · Physics 2015-03-19 E. A. J. F. Peters , G. de With

We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…

Condensed Matter · Physics 2009-10-28 N. V. Prokof'ev , B. V. Svistunov , I. S. Tupitsyn

Monte Carlo criticality simulations are widely used in nuclear safety demonstrations, as they offer an arbitrarily precise estimation of global and local tallies while making very few assumptions. However, since the inception of such…

Statistical Mechanics · Physics 2023-01-11 Kévin Fröhlicher , Eric Dumonteil , Loïc Thulliez , Julien Taforeau , Mariya Brovchenko

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

A high accurate self-consistent Monte-Carlo method including charged and neutral particle motion and resonance photon transport is developed and applied to simulation of positive column discharge in Argon. The distribution of power loss…

Plasma Physics · Physics 2007-05-23 V. Zhakhovskii , K. Nishihara

We study analytically the relaxation eigenmodes of a simple Monte Carlo algorithm, corresponding to a particle in a box which moves by uniform random jumps. Moves outside of the box are rejected. At long times, the system approaches the…

Statistical Mechanics · Physics 2023-06-14 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

Path integral Monte Carlo approach is used to study the coupled quantum dynamics of the electron and nuclei in hydrogen molecule ion. The coupling effects are demonstrated by comparing differences in adiabatic Born--Oppenheimer and…

Chemical Physics · Physics 2008-12-29 I. Kylänpää , M. Leino , T. T. Rantala

Quantum Monte Carlo methods find fruitful application in large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in a fluctuating one-body field;…

Nuclear Theory · Physics 2008-02-03 S. E. Koonin

A Monte Carlo model was used to study the scattering error of an absorption meter with a divergent light beam and a limited acceptance angle of the receiver. Reflections at both ends of the tube were taken into account. Calculations of the…

Atmospheric and Oceanic Physics · Physics 2009-11-06 Jacek Piskozub , Piotr J. Flatau , J. V. R. Zaneveld

Neutron oscillation into mirror neutron, a sterile state exactly degenerate in mass with the neutron, could be a very rapid process, even faster than the neutron decay itself. It can be observed by comparing the neutron lose rates in an…

Computational Physics · Physics 2018-09-05 Riccardo Biondi

We introduce a quantum Monte Carlo method to simulate the reversible dynamics of correlated many-body systems. Our method is based on the Laplace transform of the time-evolution operator which, as opposed to most quantum Monte Carlo…

Quantum Physics · Physics 2022-09-14 Romain Chessex , Massimo Borrelli , Hans Christian Öttinger

Quantum impurity models describe an atom or molecule embedded in a host material with which it can exchange electrons. They are basic to nanoscience as representations of quantum dots and molecular conductors and play an increasingly…

Strongly Correlated Electrons · Physics 2011-05-09 Emanuel Gull , Andrew J. Millis , Alexander I. Lichtenstein , Alexey N. Rubtsov , Matthias Troyer , Philipp Werner

Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…

Strongly Correlated Electrons · Physics 2016-12-08 Mingpu Qin , Hao Shi , Shiwei Zhang

Quantum Monte Carlo methods have proven to be valuable in the study of strongly correlated quantum systems, particularly nuclear physics and cold atomic gases. Historically, such ab initio simulations have been used to study properties of…

Nuclear Theory · Physics 2012-10-26 J. Carlson , Stefano Gandolfi , Alexandros Gezerlis

Binary-pairing Monte-Carlo methods are widely used in particle-in-cell codes to capture effects of small angle Coulomb collisions. These methods preserve momentum and energy exactly when the simulation particles have equal weights. However,…

Computational Physics · Physics 2024-07-30 Justin Ray Angus , Yichen Fu , Vasily Geyko , Dave Grote , David Larson

We describe a path-integral ground-state quantum Monte Carlo method for light nuclei in continuous space. We show how to efficiently update and sample the paths with spin-isospin dependent and spin-orbit interactions. We apply the method to…

Nuclear Theory · Physics 2022-10-28 Rong Chen , Kevin E. Schmidt
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