Related papers: Accelerated Kinetic Monte Carlo methods for genera…
Cellular automata have turned out to be important tools for the simulation of traffic flow. They are designed for an efficient impletmentation on the computer, but hard to treat analytically. Here we discuss several approaches for an…
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…
We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…
We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…
An exact Quantum Kinetic Monte Carlo method is proposed to calculate electron transport for 1D Fermi Hubbard model. The method is directly formulated in real time and can be applied to extract time dependent dynamics of general interacting…
We propose and investigate a new multi-level Monte Carlo scheme for numerical solutions of the kinetic Boltzmann equation for neutral species in edge plasmas. In particular, this method explicitly exploits a key structural property of…
Global fits of physics models require efficient methods for exploring high-dimensional and/or multimodal posterior functions. We introduce a novel method for accelerating Markov Chain Monte Carlo (MCMC) sampling by pairing a…
Atomistic rigid lattice Kinetic Monte Carlo is an efficient method for simulating nano-objects and surfaces at timescales much longer than those accessible by molecular dynamics. A laborious part of constructing any Kinetic Monte Carlo…
We leverage multilevel Monte Carlo (MLMC) to improve the performance of multi-step look-ahead Bayesian optimization (BO) methods that involve nested expectations and maximizations. Often these expectations must be computed by Monte Carlo…
Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…
In this paper a cellular automata model for one-lane traffic flow is presented. A new set of rules is proposed to better capture driver reactions to traffic that are intended to preserve safety on the highway. As a result, drivers behavior…
Within the class of stochastic cellular automata models of traffic flows, we look at the velocity dependent randomization variant (VDR-TCA) whose parameters take on a specific set of extreme values. These initial conditions lead us to the…
The Iterative Quasi-Monte Carlo method, or iQMC, replaces standard quadrature techniques used in deterministic linear solvers with Quasi-Monte Carlo simulation for more accurate and efficient solutions to the neutron transport equation.…
Optimizing highly complex cost/energy functions over discrete variables is at the heart of many open problems across different scientific disciplines and industries. A major obstacle is the emergence of many-body effects among certain…
This paper deals with the modeling and mathematical analysis of vehicular traffic phenomena according to a kinetic theory approach, where the microscopic state of vehicles is described by: (i) position, (ii) velocity, as a continuous…
A three-dimensional atomistic Kinetic Monte Carlo model was developed and used to study the interaction between mobile solutes and a migrating interface. While the model was developed with a simplified energetic and topological description,…
We present a fast Monte-Carlo algorithm for simulating epitaxial surface growth, based on the continuous-time Monte-Carlo algorithm of Bortz, Kalos and Lebowitz. When simulating realistic growth regimes, much computational time is consumed…
Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…
Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…
Machine-learning (ML) ans\"atze have greatly expanded the accuracy and reach of variational quantum Monte Carlo (QMC) calculations, in particular when exploring the manifold quantum phenomena exhibited by spin systems. However, the…