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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

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…

Other Condensed Matter · Physics 2014-03-05 Fernando A. Reboredo , Jeongnim Kim

Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

We examine the relation between the recently proposed time-dependent quantum Monte Carlo (TDQMC) method and the principles of stochastic quantization. In both TDQMC and stochastic quantization particle motion obeys stochastic guidance…

Atomic Physics · Physics 2009-11-13 Ivan P. Christov

Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…

Materials Science · Physics 2025-01-08 Alfonso Annarelli , Dario Alfè , Andrea Zen

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

Strongly Correlated Electrons · Physics 2016-06-10 Kensaku Takai , Kota Ido , Takahiro Misawa , Youhei Yamaji , Masatoshi Imada

We present a hybrid method for time-dependent particle transport problems that combines Monte Carlo (MC) estimation with deterministic solutions based on discrete ordinates. For spatial discretizations, the MC algorithm computes a piecewise…

Numerical Analysis · Mathematics 2023-12-08 Johannes Krotz , Cory D. Hauck , Ryan G. McClarren

Monte Carlo-transport codes are designed to simulate the complex neutron transport physics associated with nuclear systems. These codes are tasked with simulating phenomena such as temperature effects on cross-sections, thermo-physical…

A novel method for simulating the statistical mechanics of molecular systems in which both nuclear and electronic degrees of freedom are treated quantum mechanically is presented. The scheme combines a path integral description of the…

Computational Physics · Physics 2009-10-31 Ruben O. Weht , Jorge Kohanoff , Dario A. Estrin , Charusita Chakravarty

We present a diagrammatic Monte Carlo method for quantum impurity problems with general interactions and general hybridization functions. Our method uses a recursive determinant scheme to sample diagrams for the scattering amplitude. Unlike…

Strongly Correlated Electrons · Physics 2020-08-13 Jia Li , Markus Wallerberger , Emanuel Gull

These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration together with variance-reducing techniques…

High Energy Physics - Phenomenology · Physics 2007-05-23 Stefan Weinzierl

Quantum Molecular Dynamics models (QMD) are Monte Carlo approaches targeted at the description of nucleon-ion and ion-ion collisions. We have developed a QMD code, which has been used for the simulation of the fast stage of ion-ion…

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…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

We discuss finite temperature quantum Monte Carlo methods in the framework of the interacting nuclear shell model. The methods are based on a representation of the imaginary-time many-body propagator as a superposition of one-body…

Nuclear Theory · Physics 2009-11-06 Y. Alhassid

We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…

Astrophysics · Physics 2007-05-23 Alan M. Watson , William J. Henney

We present and discuss a variance-reduced stochastic particle method for simulating the relaxation-time model of the Boltzmann transport equation. The present paper focuses on the dilute gas case, although the method is expected to directly…

Computational Physics · Physics 2009-05-15 Nicolas G. Hadjiconstantinou , Gregg A. Radtke , Lowell L. Baker

We present a set of new numerical methods that are relevant to calculating radiation pressure terms in hydrodynamics calculations, with a particular focus on massive star formation. The radiation force is determined from a Monte Carlo…

Solar and Stellar Astrophysics · Physics 2015-06-23 Tim J. Harries

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…

Numerical Analysis · Mathematics 2020-12-02 Miranda Holmes-Cerfon

The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…

Quantum Physics · Physics 2019-07-03 Alexandra Nagy , Vincenzo Savona
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