Related papers: Multilevel simulation of hard-sphere mixtures
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
Simulation in media with multiple continua where each continuum interacts with every other is often challenging due to multiple scales and high contrast. One needs some types of model reduction. One of the approaches is multi-continuum…
This article reviews the application of advanced Monte Carlo techniques in the context of Multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations which can be biased in some sense, for instance, by using the…
Sequential Monte Carlo methods have been a major breakthrough in the field of numerical signal processing for stochastic dynamical state-space systems with partial and noisy observations. However, these methods still present certain…
An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…
A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…
Stochastic collocation methods for approximating the solution of partial differential equations with random input data (e.g., coefficients and forcing terms) suffer from the curse of dimensionality whereby increases in the stochastic…
An efficient scheme for one-dimensional extensive air shower simulation and its implementation in the program CONEX are presented. Explicit Monte Carlo simulation of the high-energy part of hadronic and electromagnetic cascades in the…
Continuous level Monte Carlo is an unbiased, continuous version of the celebrated multilevel Monte Carlo method. The approximation level is assumed to be continuous resulting in a stochastic process describing the quantity of interest.…
Canonical ensemble Monte Carlo calculations have been carried out on spheres with two different length scales. Radial distribution functions at various temperatures and densities were computed and compared. Preliminary results indicate that…
The rational function approximation method, density functional theory, and NVT Monte Carlo simulation are used to obtain the density profiles of multicomponent hard-sphere mixtures near a planar hard wall. Binary mixtures with a size ratio…
In this work, we consider the problem of estimating summary statistics to characterise biochemical reaction networks of interest. Such networks are often described using the framework of the Chemical Master Equation (CME). For…
Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…
We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…
We developed an implicit Particle-in-cell/Monte Carlo model in two-dimensional and axisymmetric geometry for the simulations of the radio-frequency discharges, by introducing several numerical schemes which include variable weights,…
Monte Carlo simulations at constant pressure are performed to study coexistence and interfacial properties of the liquid-solid transition in hard spheres and in colloid-polymer mixtures. The latter system is described as a one-component…
We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and…
We discuss the improvement in the accuracy of a Monte Carlo integration that can be obtained by optimization of the `a-priori weights' of the various channels. These channels may be either the strata in a stratified-sampling approach, or…
This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…
We present a new and general Monte Carlo iteration method for generalized ensembles. It consists of two elements: (1) a simple algorithm to distinguish between distributions arising from respectively equilibrium- and non-equilibrium…