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The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

We study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the used computational units (cores). The overall procedure generates coarse…

Numerical Analysis · Mathematics 2025-12-01 Hillary R. Fairbanks , Delyan Z. Kalchev , Chak Shing Lee , Panayot S. Vassilevski

Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…

Computation · Statistics 2014-04-17 Peter Neal

Accounting for geometry-induced changes in the electronic distribution in molecular simulation is important for capturing effects such as charge flow, charge anisotropy and polarization. Multipolar force fields have demonstrated their…

Chemical Physics · Physics 2022-07-01 Eric D. Boittier , Mike Devereux , Markus Meuwly

We introduce a general Monte Carlo method based on Nested Sampling (NS), for sampling complex probability distributions and estimating the normalising constant. The method uses one or more particles, which explore a mixture of nested…

Computation · Statistics 2012-02-27 Brendon J. Brewer , Livia B. Pártay , Gábor Csányi

In many applications, such as plasma edge simulation of a nuclear fusion reactor, a coupled PDE/kinetic description is required, which is usually solved with a coupled finite-volume/Monte-Carlo method. Different procedures have been…

Numerical Analysis · Mathematics 2020-12-17 Bert Mortier , Martine Baelmans , Giovanni Samaey

The rapidly growing use of lithium-ion batteries across various industries highlights the pressing issue of optimal charging control, as charging plays a crucial role in the health, safety and life of batteries. The literature increasingly…

Systems and Control · Electrical Eng. & Systems 2020-04-30 Ning Tian , Huazhen Fang , Yebin Wang

Quantum--Mechanical methods that are both computationally fast and accurate are not yet available for electronic excitations having charge transfer character. In this work, we present a significant step forward towards this goal for those…

Chemical Physics · Physics 2015-06-12 Michele Pavanello , Troy Van Voorhis , Lucas Visscher , Johannes Neugebauer

We present a concurrent Monte Carlo (MC) - molecular dynamics (MD) approach to modeling of matter response to excitation of its electronic system. The two methods are combined on-the-fly at each time step in one code, TREKIS-4. The MC model…

Other Condensed Matter · Physics 2023-02-17 N. Medvedev , F. Akhmetov , R. A. Rymzhanov , R. Voronkov , A. E. Volkov

We briefly review recent theoretical and simulation studies of charged colloidal dispersions in alternating electric fields (AC fields). The response of single colloid to an external field can be characterized by a complex polarizability,…

Soft Condensed Matter · Physics 2014-01-09 Jiajia Zhou , Friederike Schmid

Colloids have a striking relevance in a wide spectrum of industrial formulations, spanning from personal care products to protective paints. Their behaviour can be easily influenced by extremely weak forces, which disturb their…

Soft Condensed Matter · Physics 2018-06-14 Daniel Corbett , Alejandro Cuetos , Matthew Dennison , Alessandro Patti

In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…

Statistical Mechanics · Physics 2014-08-12 T. Schoof , S. Groth , M. Bonitz

We present a simulation-and-regression method for solving dynamic portfolio allocation problems in the presence of general transaction costs, liquidity costs and market impacts. This method extends the classical least squares Monte Carlo…

Portfolio Management · Quantitative Finance 2019-06-05 Rongju Zhang , Nicolas Langrené , Yu Tian , Zili Zhu , Fima Klebaner , Kais Hamza

The increasing penetration of renewable energy along with the variations of the loads bring large uncertainties in the power system states that are threatening the security of power system planning and operation. Facing these challenges,…

Systems and Control · Electrical Eng. & Systems 2020-04-14 Yijun Xu , Kiran Karra , Lamine Mili , Mert Korkali , Xiao Chen , Zhixiong Hu

Interparticle interactions and bulk properties of colloidal suspensions can be substantially modified by addition of nanoparticles. Extreme asymmetries in size and charge between colloidal particles and nanoparticles present severe…

Soft Condensed Matter · Physics 2018-01-03 Alan R. Denton

Atomic partial charges are crucial parameters in molecular dynamics (MD) simulation, dictating the electrostatic contributions to intermolecular energies, and thereby the potential energy landscape. Traditionally, the assignment of partial…

Machine Learning · Computer Science 2024-05-09 Yuanqing Wang , Iván Pulido , Kenichiro Takaba , Benjamin Kaminow , Jenke Scheen , Lily Wang , John D. Chodera

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…

Probability · Mathematics 2012-05-24 Amarjit Budhiraja , Jiang Chen , Sylvain Rubenthaler

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…

Quantitative Methods · Quantitative Biology 2011-09-27 Qiang Chang , Jin Yang

The charge inversion phenomenon is studied by molecular dynamics simulations, focusing on size and valence asymmetric salts, and a threshold of surface charge density for charge inversion. The charge inversion criteria by the…

Soft Condensed Matter · Physics 2009-11-10 Motohiko Tanaka