Related papers: Monte-Carlo method for incompressible fluid flows …

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…

Monte Carlo simulations of lattice quantum field theories on Lefschetz thimbles are non trivial. We discuss a new Monte Carlo algorithm based on the idea of computing contributions to the functional integral which come from complete flow…

We present an algorithm to sample stochastic differential equations conditioned on rather general constraints, including integral constraints, endpoint constraints, and stochastic integral constraints. The algorithm is a pathspace…

We consider Monte Carlo methods for simulating solutions to the analogue of the Dirichlet boundary-value problem in which the Laplacian is replaced by the fractional Laplacian and boundary conditions are replaced by conditions on the…

The so-called phaseless quantum Monte-Carlo method currently offers one of the best performing theoretical framework to investigate interacting Fermi systems. It allows to extract an approximate ground-state wavefunction by averaging…

We apply the recently developed adaptive ensemble optimization technique to simulate dense Lennard-Jones fluids and a particle-solvent model by broad-histogram Monte Carlo techniques. Equilibration of the simulated fluid is improved by…

The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…

This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…

We present a set of effective outflow/open boundary conditions and an associated algorithm for simulating the dynamics of multiphase flows consisting of $N$ ($N\geqslant 2$) immiscible incompressible fluids in domains involving outflows or…

We introduce an inferential framework for a wide class of semi-linear stochastic differential equations (SDEs). Recent work has shown that numerical splitting schemes can preserve critical properties of such types of SDEs, give rise to…

We investigate the behaviour of stochastic differential equations, especially Burgers' eq., by means of Monte-Carlo-techniques.

Models of stochastic processes are widely used in almost all fields of science. Theory validation, parameter estimation, and prediction all require model calibration and statistical inference using data. However, data are almost always…

In this paper, a novel immersed boundary method is developed, validated, and applied. Through devising a second-order three-step flow reconstruction scheme, the proposed method is able to enforce the Dirichlet, Neumann, Robin, and Cauchy…

We consider a quantum system coupled to a dissipative background with many degrees of freedom using the Monte Carlo Wave Function method. Instead of dealing with a density matrix which can be very high-dimensional, the method consists of…

The behaviour of the one--dimensional random--forced Burgers equation is investigated in the path integral formalism, using a discrete space--time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…

This paper is concerned with the incompressible limit problem for strong solutions of compressible two-phase flow models under periodic boundary conditions, where the Navier-Stokes equations are nonlinearly coupled with either Cahn-Hilliard…

We present an Eulerian vortex method based on the theory of flow maps to simulate the complex vortical motions of incompressible fluids. Central to our method is the novel incorporation of the flow-map transport equations for line elements,…

We study random compressible viscous magnetohydrodynamic flows. Combining the Monte Carlo method with a deterministic finite volume method we solve the random system numerically. Quantitative error estimates including statistical and…

We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the…

We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…