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Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

We describe the Monte Carlo (MC) simulation package of the Borexino detector and discuss the agreement of its output with data. The Borexino MC 'ab initio' simulates the energy loss of particles in all detector components and generates the…

We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…

Soft Condensed Matter · Physics 2019-03-06 Flora D. Tsourtou , Stavros D. Peroukidis , Loukas D. Peristeras , Vlasis G. Mavrantzas

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

Monte Carlo simulation is an essential component of experimental particle physics in all the phases of its life-cycle: the investigation of the physics reach of detector concepts, the design of facilities and detectors, the development and…

Computational Physics · Physics 2012-08-02 Maria Grazia Pia , Georg Weidenspointner

We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver five times as many accepted proposals as standard…

Numerical Analysis · Mathematics 2021-06-25 S. Blanes , M. P. Calvo , F. Casas , J. M. Sanz-Serna

The binary Monte Carlo (MC) collision algorithm is a standard and robust method to include binary Coulomb collision effects in particle-in-cell (PIC) simulations of plasmas. Here, we show that the coupling between PIC and MC algorithms can…

Plasma Physics · Physics 2021-01-15 E. Paulo Alves , Warren B. Mori , Frederico Fiuza

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane

Hybrid Monte Carlo is a powerful Markov Chain Monte Carlo method for sampling from complex continuous distributions. However, a major limitation of HMC is its inability to be applied to discrete domains due to the lack of gradient signal.…

Machine Learning · Computer Science 2021-03-02 Priyank Jaini , Didrik Nielsen , Max Welling

Since the middle of the 1940's scientists have used Monte Carlo (MC) simulations to obtain information about physical processes. This has proved a accurate and and reliable method to obtain this information. Through out resent years…

Astrophysics of Galaxies · Physics 2012-07-02 Thomas Amby Ottosen

A technique is presented which maps the parameters of a bead spring model, using the Flory Huggins theory, to a specific experimental system. By keeping only necessary details, for the description of these systems, the mapping procedure…

Soft Condensed Matter · Physics 2016-04-19 George J. Papakonstantopoulos , Kostas Ch. Daoulas , Marcus Muller , Juan J. de Pablo

Simulation-guided design represents a fundamental contribution towards the development of modern semiconductor devices aiming to reach high-performance particle detection, identification and tracking, and constitutes a strategic element of…

Instrumentation and Detectors · Physics 2025-05-12 Marco Mandurrino

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

Biomolecules · Quantitative Biology 2020-10-13 Arun V. Sathanur , Nathan A. Baker

We apply the Hybrid Monte Carlo method to the simulation of overlap fermions. We give the fermionic force for the molecular dynamics update. We present early results on a small dynamical chiral ensemble.

High Energy Physics - Lattice · Physics 2009-11-10 N. Cundy , S. Krieg , A. Frommer , Th. Lippert , K. Schilling

The procedures of validating simulation of particle physics events at the LHC are summarized. Because of the strongly fluctuating particle content of LHC events and detector interactions, particle based Monte Carlo methods are an…

History and Philosophy of Physics · Physics 2018-07-23 Peter Mättig

During the past years several variance reduction techniques for Monte Carlo electron transport have been developed in order to reduce the electron computation time transport for absorbed dose distribution. We have implemented the Macro…

Medical Physics · Physics 2009-11-13 L. A. Perles , A. de Almeida

This paper concerns the use of sequential Monte Carlo methods (SMC) for smoothing in general state space models. A well-known problem when applying the standard SMC technique in the smoothing mode is that the resampling mechanism introduces…

Statistics Theory · Mathematics 2008-03-06 Jimmy Olsson , Olivier Cappé , Randal Douc , Eric Moulines

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…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

Monte Carlo event generators are the central interface between theoretical calculations and experimental measurements in collider physics. Over several decades, a comprehensive and highly modular ecosystem of tools has developed around…

High Energy Physics - Phenomenology · Physics 2026-05-18 Melissa van Beekveld , Enrico Bothmann , Andy Buckley , Christian Gütschow , Peter Skands , Ramon Winterhalder

An efficient method for the simulation of strained heteroepitaxial growth with intermixing using kinetic Monte Carlo is presented. The model used is based on a solid-on-solid bond counting formulation in which elastic effects are…

Materials Science · Physics 2015-05-13 Arvind Baskaran , Jason Devita , Peter Smereka
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