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The stochastic density functional theory (sDFT) has exhibited advantages over the standard Kohn-Sham DFT method and has become an attractive approach for large-scale electronic structure calculations. The sDFT method avoids the expensive…
Computer simulations of photon transport through an absorbing and/or scattering medium form an important research tool in astrophysics. Nearly all software codes performing such simulations for three-dimensional geometries employ the Monte…
Several, recently proposed methods of surface manufacturing based on ion beam sputtering, which involve dual beam setups, sequential application of ion beams from different directions, or sample rotation, are studied with the method of…
We have devised a variational sinc collocation method (VSCM) which can be used to obtain accurate numerical solutions to many strong-coupling problems. Sinc functions with an optimal grid spacing are used to solve the linear and non-linear…
Radiative transfer (RT) simulations are a powerful tool that enables the calculation of synthetic images of a wide range of astrophysical objects. These simulations are often based on the Monte Carlo (MC) method, as it provides the needed…
A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…
We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…
The applicability and usefulness of implicit sampling in stochastic optimal control, stochastic localization, and simultaneous localization and mapping (SLAM), is explored; implicit sampling is a recently-developed variationally-enhanced…
Despite more than 40 years of research in condensed-matter physics, state-of-the-art approaches for simulating the radial distribution function (RDF) g(r) still rely on binning pair-separations into a histogram. Such methods suffer from…
We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…
We present a robust and efficient multigrid method for single-patch isogeometric discretizations using tensor product B-splines of maximum smoothness. Our method is based on a stable splitting of the spline space into a large subspace of…
In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs). Our algorithm allows massive parallelization of…
Optical imaging through scattering media is an important challenge in a variety of fields ranging from microscopy to autonomous vehicles. While advanced wavefront shaping techniques have offered significant breakthroughs in the past decade,…
We propose a new framework of variance-reduced Hamiltonian Monte Carlo (HMC) methods for sampling from an $L$-smooth and $m$-strongly log-concave distribution, based on a unified formulation of biased and unbiased variance reduction…
Generating intelligent robot behavior in contact-rich settings is a research problem where zeroth-order methods currently prevail. Developing methods that make use of first/second order information about rigid-body dynamics in the presence…
Path marginal cost (PMC) is a crucial component in solving path-based system-optimal dynamic traffic assignment (SO-DTA), dynamic origin-destination demand estimation (DODE), and network resilience analysis. However, accurately evaluating…
Time-of-flight (ToF) devices have greatly propelled the advancement of various multi-modal perception applications. However, achieving accurate rendering of time-resolved information remains a challenge, particularly in scenes involving…
We extend the applicability range of fermionic path integral Monte Carlo simulations to heavier elements and lower temperatures by introducing various localized nodal surfaces. Hartree-Fock nodes yield the most accurate prediction for…
When calculating satellite trajectories in low-earth orbit, engineers need to adequately estimate aerodynamic forces. But to this day, obtaining the drag acting on the complicated shapes of modern spacecraft suffers from many sources of…
We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular…