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Hamiltonian Monte Carlo (HMC) improves the computational efficiency of the Metropolis algorithm by reducing its random walk behavior. Riemannian Manifold HMC (RMHMC) further improves HMC's performance by exploiting the geometric properties…

Computation · Statistics 2015-06-22 Shiwei Lan , Vassilios Stathopoulos , Babak Shahbaba , Mark Girolami

Developing devices using disordered organic semiconductors requires accurate and practical models of charge transport. In these materials, charge transport occurs through partially delocalised states in an intermediate regime between…

Chemical Physics · Physics 2023-04-18 Jacob T. Willson , William Liu , Daniel Balzer , Ivan Kassal

We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…

Data Analysis, Statistics and Probability · Physics 2016-04-26 Nirag Kadakia

Monte Carlo methods are state-of-the-art when it comes to dosimetric computations in radiotherapy. However, the execution time of these methods suffers in high-collisional regimes. We address this problem by introducing a kinetic-diffusion…

Quantitative Methods · Quantitative Biology 2025-08-22 Klaas Willems , Vince Maes , Zhirui Tang , Giovanni Samaey

A family of multi-value cellular automaton (CA) associated with traffic flow is presented in this paper. The family is obtained by extending the rule-184 CA, which is an ultradiscrete analogue to the Burgers equation. CA models in the…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Katsuhiro Nishinari , Daisuke Takahashi

Neural Cellular Automata (NCA) models are trainable variations of traditional Cellular Automata (CA). Emergent motion in the patterns created by NCA has been successfully applied to synthesize dynamic textures. However, the conditions…

Computer Vision and Pattern Recognition · Computer Science 2026-01-30 Yitao Xu , Ehsan Pajouheshgar , Sabine Süsstrunk

Quasi-Monte Carlo (QMC) is a powerful method for evaluating high-dimensional integrals. However, its use is typically limited to distributions where direct sampling is straightforward, such as the uniform distribution on the unit hypercube…

Numerical Analysis · Mathematics 2024-12-24 Sifan Liu

The Hybrid Monte Carlo (HMC) algorithm currently is the favorite scheme to simulate quantum chromodynamics including dynamical fermions. In this talk-which is intended for a non-expert audience--I want to bring together methodical and…

High Energy Physics - Lattice · Physics 2009-10-30 Thomas Lippert

In recent years the modelling of traffic flow using methods from statistical physics, especially cellular automata models have allowed simulations of large traffic networks faster than real time. In this paper, we study a probabilistic…

Soft Condensed Matter · Physics 2007-05-23 M. E. Larraga , J. A. del Rio

While lateral interaction models for reactions at surfaces have steadily gained popularity and grown in terms of complexity, their use in chemical kinetics has been impeded by the low performance of current KMC algorithms. The origins of…

Computational Physics · Physics 2019-08-12 Franziska Hess

We investigate a probabilistic cellular automaton model which has been introduced recently. This model describes single-lane traffic flow on a ring and generalizes the asymmetric exclusion process models. We study the equilibrium properties…

Condensed Matter · Physics 2009-10-22 M. Schreckenberg , A. Schadschneider , K. Nagel , N. Ito

Although traffic simulations with cellular-automata models give meaningful results compared with empirical data, highway traffic requires a more detailed description of the elementary dynamics. Based on recent empirical results we present a…

Statistical Mechanics · Physics 2007-05-23 W. Knospe , L. Santen , A. Schadschneider , M. Schreckenberg

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

A digit function is presented which provides the $i$th-digit in base $p$ of any real number $x$. By means of this function, formulated within $\mathcal{B}$-calculus, the local, nonlocal and global dynamical behaviors of cellular automata…

Mathematical Physics · Physics 2015-02-04 Vladimir Garcia-Morales

We describe the development of a new object kinetic Monte Carlo code where the elementary defect objects are off-lattice atomistic configurations. Atomic-level transitions are used to transform and translate objects, to split objects and to…

Materials Science · Physics 2019-09-04 Daniel R. Mason , Andrea E. Sand , Sergei L. Dudarev

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

Mesoscale and Nanoscale Physics · Physics 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

Kinetic approaches are routinely employed to simulate the dynamics of systems that are too rarified to be described by the Navier-Stokes equations. However, generally they are far too computationally expensive to be applied for systems that…

Fluid Dynamics · Physics 2014-04-18 Irina Sagert , Dirk Colbry , Terrance Strother , Rodney Pickett , Wolfgang Bauer

Dynamic Monte Carlo simulations are used to study coupled transport (co-transport) through sub-nanometer-diameter pores. In this classic Hodgkin-Keynes mechanism, an ion species uses the large flux of an abundant ion species to move against…

Soft Condensed Matter · Physics 2013-11-27 Dezső Boda , Éva Csányi , Dirk Gillespie , Tamás Kristóf

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey
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