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Fast and accurate predictions of uncertainties in the computed dose are crucial for the determination of robust treatment plans in radiation therapy. This requires the solution of particle transport problems with uncertain parameters or…

Medical Physics · Physics 2022-11-09 Pia Stammer , Lucas Burigo , Oliver Jäkel , Martin Frank , Niklas Wahl

The efficient evaluation of high-dimensional integrals is of importance in both theoretical and practical fields of science, such as data science, statistical physics, and machine learning. However, exact computation methods suffer from the…

Statistics Theory · Mathematics 2017-12-15 Radislav Vaisman , Robert Salomone , Dirk P. Kroese

The fidelity susceptibility is a general purpose probe of phase transitions. With its origin in quantum information and in the differential geometry perspective of quantum states, the fidelity susceptibility can indicate the presence of a…

Statistical Mechanics · Physics 2015-07-16 Lei Wang , Ye-Hua Liu , Jakub Imriška , Ping Nang Ma , Matthias Troyer

Large particle systems are often described by high-dimensional (linear) kinetic equations that are simulated using Monte Carlo methods for which the asymptotic convergence rate is independent of the dimensionality. Even though the…

Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…

Machine Learning · Computer Science 2025-08-04 Liuyun Xu , Seymour M. J. Spence

We investigate Monte Carlo energy and variance minimization techniques for optimizing many-body wave functions. Several variants of the basic techniques are studied, including limiting the variations in the weighting factors which arise in…

Condensed Matter · Physics 2009-10-31 P. R. C. Kent , R. J. Needs , G. Rajagopal

We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…

Computational Physics · Physics 2015-06-15 N. S. Blunt , T. W. Rogers , J. S. Spencer , W. M. C. Foulkes

We address the approximation of functionals depending on a system of particles, described by stochastic differential equations (SDEs), in the mean-field limit when the number of particles approaches infinity. This problem is equivalent to…

Numerical Analysis · Mathematics 2017-05-02 Abdul-Lateef Haji-Ali , Raul Tempone

The preferential sampling of locations chosen to observe a spatio-temporal process has been identified as a major problem across multiple fields. Predictions of the process can be severely biased when standard statistical methodologies are…

Methodology · Statistics 2020-03-05 Joe Watson

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu

Monte Carlo (MC) techniques are often used to estimate integrals of a multivariate function using randomly generated samples of the function. In light of the increasing interest in uncertainty quantification and robust design applications…

Machine Learning · Statistics 2011-08-25 Brendan Tracey , David Wolpert , Juan J. Alonso

Monte Carlo (MC) sampling is a popular method for estimating the statistics (e.g. expectation and variance) of a random variable. Its slow convergence has led to the emergence of advanced techniques to reduce the variance of the MC…

Statistics Theory · Mathematics 2024-06-21 Mohamed Reda El Amri , Paul Mycek , Sophie Ricci , Matthias De Lozzo

We analyse convergence of a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with time-scale separation between the (fast) evolution of individual trajectories and the (slow) evolution of…

Numerical Analysis · Mathematics 2018-01-08 Tony Lelièvre , Giovanni Samaey , Przemysław Zieliński

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

Nuclear Theory · Physics 2013-06-06 Zhen-Xiang Xu , Chong Qi

The shell-model Monte Carlo (SMMC) technique transforms the traditional nuclear shell-model problem into a path-integral over auxiliary fields. We describe below the method and its applications to four physics issues: calculations of sdpf-…

Nuclear Theory · Physics 2009-10-31 D. J. Dean , J. A. White

Particle-in-cell methods with stochastic collision models are commonly used to simulate collisional plasma dynamics, with applications ranging from hypersonic flight to semiconductor manufacturing. Code verification of such methods is…

Computational Physics · Physics 2026-05-26 Brian A. Freno , William J. McDoniel , Christopher H. Moore , Neil R. Matula

We study the static screening in a Hubbard-like model using fixed-node diffusion Monte Carlo. We find that the random phase approximation is surprisingly accurate even for metallic systems close to the Mott transition. As a specific…

Strongly Correlated Electrons · Physics 2007-05-23 Erik Koch , Olle Gunnarsson , Richard M. Martin

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

Strongly Correlated Electrons · Physics 2025-07-18 Gaopei Pan , Chuang Chen , Zi Yang Meng

We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Materials Science · Physics 2018-11-13 Changning Niu , You Rao , Wolfgang Windl , Maryam Ghazisaeidi

An extensive Quantum Monte Carlo calculation is performed for the two-leg Hubbard ladder model to clarify whether the singlet pairing correlation decays slowly, which is predicted from the weak-coupling theory but controversial from…

Strongly Correlated Electrons · Physics 2009-10-28 Kazuhiko Kuroki , Takashi Kimura , Hideo Aoki