Related papers: Relaxation dynamics in reverse Monte Carlo
Simulating properties of quantum materials is one of the most promising applications of quantum computation, both near- and long-term. While real-time dynamics can be straightforwardly implemented, the finite temperature ensemble involves…
Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…
Warm dense matter (WDM) is an active field of research, with applications ranging from astrophysics to inertial confinement fusion. Ionization degree and continuum lowering are important quantities to understand how materials behave under…
The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…
The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…
In many financial applications Quasi Monte Carlo (QMC) based on Sobol low-discrepancy sequences (LDS) outperforms Monte Carlo showing faster and more stable convergence. However, unlike MC QMC lacks a practical error estimate. Randomized…
Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…
We present a generic reweighting method for nonequilibrium Markov processes. With nonequilibrium Monte Carlo simulations at a single temperature, one calculates the time evolution of physical quantities at different temperatures, which…
This paper considers master equations for Markovian kinetic schemes that possess the detailed balance property. Chemical kinetics, as a prime example, often yields large-scale, highly stiff equations. Based on chemical intuitions, Sumiya et…
We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…
The reptation Monte Carlo algorithm is a simple, physically motivated and efficient method for equilibrating semi-dilute solutions of linear polymers. Here we propose two simple generalizations for the analogue {\it Amoeba} algorithm for…
Motivated by recent developments in conformal field theory (CFT), we devise a Quantum Monte Carlo (QMC) method to calculate the moments of the partially transposed reduced density matrix at finite temperature. These are used to construct…
Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ…
RBM-MPC is a computationally efficient variant of Model Predictive Control (MPC) in which the Random Batch Method (RBM) is used to speed up the finite-horizon optimal control problems at each iteration. In this paper, stability and…
Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…
Using a cluster-flipping Monte Carlo algorithm combined with a generalization of the histogram reweighting scheme of Ferrenberg and Swendsen, we have studied the equilibrium properties of the thermal random-field Ising model on a cubic…
We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…
Building upon Lagrangian mechanics on Wess's $q$-commutative spaces, we derive the $q$-deformed Hamiltonian dynamics as formulated by Lavagno et al. (2006). We then develop a computationally tractable scheme and propose a novel Hamiltonian…
High statistical precision is critical for Monte Carlo (MC) samples in high energy physics and is degraded by negatively weighted events. This paper investigates a procedure to learn the relationship between the negative and positive weight…
The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…