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The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

The study of incompressible magnetohydrodynamic (MHD) turbulence gives useful insights on many astrophysical problems. We describe a pseudo-spectral MHD code suitable for the study of incompressible turbulence. We review our recent works on…

Astrophysics · Physics 2015-06-24 Jungyeon Cho

We analyze radio tracking data obtained during 1311 orbits of the MESSENGER spacecraft in the period March 2011 to April 2014. A least-squares minimization of the residuals between observed and computed values of two-way range and Doppler…

Earth and Planetary Astrophysics · Physics 2016-10-19 Ashok Kumar Verma , Jean-Luc Margot

Rare event simulation and estimation for systems in equilibrium are among the most challenging topics in molecular dynamics. As was shown by Jarzynski and others, nonequilibrium forcing can theoretically be used to obtain equilibrium rare…

Optimization and Control · Mathematics 2015-06-11 Carsten Hartmann , Christof Schütte

Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…

Methodology · Statistics 2013-02-11 Cheng-Der Fuh , Huei-Wen Teng , Ren-Her Wang

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

We consider the problem of choosing design parameters to minimize the probability of an undesired rare event that is described through the average of $n$ iid random variables. Since the probability of interest for near optimal design…

Optimization and Control · Mathematics 2019-02-22 Amarjit Budhiraja , Shu Lu , Yang Yu , Quoc Tran-Dinh

This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the one-dimensional setting, we derive closed-form expressions…

Probability · Mathematics 2020-07-14 Christian Hirsch , Sarat B. Moka , Thomas Taimre , Dirk P. Kroese

Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…

Chemical Physics · Physics 2025-08-19 Kousuke Nakano , Sandro Sorella , Michele Casula

In the advent of the novel coronavirus epidemic since December 2019, governments and authorities have been struggling to make critical decisions under high uncertainty at their best efforts. Composite Monte-Carlo (CMC) simulation is a…

Artificial Intelligence · Computer Science 2020-03-24 Simon James Fong , Gloria Li , Nilanjan Dey , Ruben Gonzalez Crespo , Enrique Herrera-Viedma

In this work we use the radiation hydrodynamic code TRAMP to perform a two-dimensional axially symmetric model of the layered disc. Using this model we follow the accumulation of mass in the dead zone due to the radially varying accretion…

Astrophysics · Physics 2009-11-13 R. Wunsch , H. Klahr , M. Rozyczka

Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…

Computation · Statistics 2021-06-23 Jeremy Heng , Adrian N. Bishop , George Deligiannidis , Arnaud Doucet

We provide a fast method for computing constraints on impactor pre-impact orbits, applying this to the late giant impacts in the Solar System. These constraints can be used to make quick, broad comparisons of different collision scenarios,…

Earth and Planetary Astrophysics · Physics 2017-11-16 Alan P. Jackson , Travis S. J. Gabriel , Erik I. Asphaug

We create mechanically stable (MS) packings of bidisperse disks using an algorithm in which we successively grow or shrink soft repulsive disks followed by energy minimization until the overlaps are vanishingly small. We focus on small…

Statistical Mechanics · Physics 2009-11-11 Guo-Jie Gao , Jerzy Blawzdziewicz , Corey S. O'Hern

We consider the problem of probabilistic quantification of dynamical systems that have heavy-tailed characteristics. These heavy-tailed features are associated with rare transient responses due to the occurrence of internal instabilities.…

Computational Physics · Physics 2017-06-02 Mustafa A. Mohamad , Will Cousins , Themistoklis P. Sapsis

We present a method for estimating the probabilities of outcomes of a quantum circuit using Monte Carlo sampling techniques applied to a quasiprobability representation. Our estimate converges to the true quantum probability at a rate…

Quantum Physics · Physics 2015-08-12 Hakop Pashayan , Joel J. Wallman , Stephen D. Bartlett

Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…

Strongly Correlated Electrons · Physics 2026-03-20 Zhou-Quan Wan , Roeland Wiersema , Shiwei Zhang

The quantum Monte Carlo (QMC) is one of the most promising many-body electronic structure approaches. It employs stochastic techniques for solving the stationary Schr\" odinger equation and for evaluation of expectation values. The key…

Other Condensed Matter · Physics 2007-12-20 Michal Bajdich

Interacting particle systems with many degrees of freedom may undergo phase transitions to sustain atypical fluctuations of dynamical observables such as the current or the activity. This leads in some cases to symmetry-broken space-time…

Statistical Mechanics · Physics 2019-08-23 Carlos Pérez-Espigares , Pablo I. Hurtado

Using Quantum Monte Carlo we compute thermodynamics and spectra for the orbitally degenerate Hubbard model in infinite spatial dimensions. With increasing orbital degeneracy we find in the one-particle spectra: broader Hubbard bands…

Strongly Correlated Electrons · Physics 2009-10-31 J. E. Han , M. Jarrell , D. L. Cox
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