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The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…

Condensed Matter · Physics 2009-10-28 M. P. Nightingale , H. W. J. Bloete

Monte Carlo methods play a central role in particle physics, where they are indispensable for simulating scattering processes, modeling detector responses, and performing multi-dimensional integrals. However, traditional Monte Carlo methods…

Quantum Physics · Physics 2025-10-14 Heechan Yi , Kayoung Ban , Myeonghun Park , Kyoungchul Kong

We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…

Statistical Mechanics · Physics 2022-10-04 Paul B. Rohrbach , Hideki Kobayashi , Robert Scheichl , Nigel B. Wilding , Robert L. Jack

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,…

Plasma Physics · Physics 2011-04-19 Hong-yu Wang , Wei Jiang , You-nian Wang

We present a Monte Carlo algorithm for selectively sampling radial distribution functions and effective interaction potentials in asymmetric liquid mixtures. We demonstrate its efficiency for hard-sphere mixtures, and for model systems with…

Soft Condensed Matter · Physics 2009-11-13 J. G. Malherbe , Werner Krauth

We investigate how the fixed-node diffusion Monte Carlo energy of solids depends on single-particle orbitals used in Slater--Jastrow wave functions. We demonstrate that the dependence can be significant, in particular in the case of 3d…

Materials Science · Physics 2010-09-09 Jindrich Kolorenc , Shuming Hu , Lubos Mitas

We present a novel approach aimed at high-performance uncertainty quantification for time-dependent problems governed by partial differential equations. In particular, we consider input uncertainties described by a Karhunen-Loeeve expansion…

Computational Engineering, Finance, and Science · Computer Science 2021-02-05 Seif Ben Bader , Pietro Benedusi , Alessio Quaglino , Patrick Zulian , Rolf Krause

We perform first-principle calculations of electron-nucleus scattering on $^3$He and $^3$H using the Green's function Monte Carlo method and two approaches based on the factorization of the final hadronic state: the spectral-function…

We establish a deterministic and stochastic spherical quasi-interpolation framework featuring scaled zonal kernels derived from radial basis functions on the ambient Euclidean space. The method incorporates both quasi-Monte Carlo and Monte…

Numerical Analysis · Mathematics 2025-10-15 Zhengjie Sun , Mengyuan Lv , Xingping Sun

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

Chemical Physics · Physics 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo

Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

Numerical Analysis · Mathematics 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

Particle-based kinetic Monte Carlo simulations of neutral particles is one of the major computational bottlenecks in tokamak scrape-off layer simulations. This computational cost comes from the need to resolve individual collision events in…

Computational Engineering, Finance, and Science · Computer Science 2026-03-27 Oskar Lappi , Emil Løvbak , Thijs Steel , Giovanni Samaey

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

We investigate the inclusion of variable spins in electronic structure quantum Monte Carlo, with a focus on diffusion Monte Carlo with Hamiltonians that include spin-orbit interactions. Following our previous introduction of fixed-phase…

Computational Physics · Physics 2016-07-27 Cody A. Melton , M. Chandler Bennett , Lubos Mitas

The implementation and reliability of a quadratic diffusion Monte Carlo method for the study of ground-state properties of atoms are discussed. We show in the simple yet non-trivial calculation of the binding energy of the Li atom that the…

Condensed Matter · Physics 2009-11-07 A. Sarsa , J. Boronat , J. Casulleras

We describe a highly flexible framework to solve 3D radiation transfer problems in scattering dominated environments based on a long characteristics piece-wise parabolic formal solution and an operator splitting method. We find that the…

Astrophysics · Physics 2009-11-11 Peter H. Hauschildt , E. Baron

We investigate the extension of the multilevel Monte Carlo path simulation method to jump-diffusion SDEs. We consider models with finite rate activity, using a jump-adapted discretisation in which the jump times are computed and added to…

Computational Finance · Quantitative Finance 2011-06-24 Yuan Xia

We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…

Numerical Analysis · Mathematics 2012-06-08 A. L. Teckentrup

Generative diffusion models have recently emerged as a powerful strategy to perform stochastic sampling in Bayesian inverse problems, delivering remarkably accurate solutions for a wide range of challenging applications. However, diffusion…

Computation · Statistics 2025-05-15 Abdul-Lateef Haji-Ali , Marcelo Pereyra , Luke Shaw , Konstantinos Zygalakis

In this work we present a novel 3D Monte Carlo photon transport program for simulation of multiple refractive scattering based on the refractive properties of X-rays in highly scattering media, like lung tissue. Multiple scattering reduces…

Medical Physics · Physics 2010-02-03 A. N. Khromova , L. Rigon , F. Arfelli , R. H. Menk , H. J. Besch , H. Plothow-Besch