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The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…

Computational Physics · Physics 2020-08-27 Shikhar Mittal , Marise J. E. Westbroek , Peter R. King , Dimitri D. Vvedensky

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…

Chemical Physics · Physics 2019-07-11 Neil Raymond , Dmitri Iouchtchenko , Pierre-Nicholas Roy , Marcel Nooijen

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

Statistics Theory · Mathematics 2012-03-05 Pierre Del Moral , Arnaud Doucet , Ajay Jasra

We present a new numerical Monte Carlo approach to determine the scaling behavior of lattice field theories far from equilibrium. The presented methods are generally applicable to systems where classical-statistical fluctuations dominate…

High Energy Physics - Lattice · Physics 2013-11-19 David Mesterházy , Luca Biferale , Karl Jansen , Raffaele Tripiccione

The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…

Methodology · Statistics 2016-06-03 Eugenia Koblents , Joaquin Miguez , Marco A. Rodriguez , Alexandra M. Schmidt

Quantum Monte Carlo methods are used to calculate various ground state properties of charged bosons in two dimensions, throughout the whole density range where the fluid phase is stable. Wigner crystallization is predicted at $r_s\simeq…

Condensed Matter · Physics 2018-05-01 S. De Palo , S. Conti , S. Moroni

In quantum Monte Carlo (QMC) methods, energy estimators are calculated as the statistical average of the Markov chain sampling of energy estimator along with an associated statistical error. This error estimation is not straightforward and…

Computational Physics · Physics 2022-04-26 Tom Ichibha , Kenta Hongo , Ryo Maezono , Alex J. W. Thom

Diffusion generative models have excelled at diverse image generation and reconstruction tasks across fields. A less explored avenue is their application to discriminative tasks involving regression or classification problems. The…

Cosmology and Nongalactic Astrophysics · Physics 2025-02-26 Nayantara Mudur , Carolina Cuesta-Lazaro , Douglas P. Finkbeiner

The ground-state properties of two-component repulsive Fermi gases in two dimensions are investigated by means of fixed-node diffusion Monte Carlo simulations. The energy per particle is determined as a function of the intercomponent…

Quantum Gases · Physics 2021-06-23 S. Pilati , G. Orso , G. Bertaina

Computer simulation plays a central role in modern day materials science. The utility of a given computational approach depends largely on the balance it provides between accuracy and computational cost. Molecular crystals are a class of…

Monte Carlo evaluation is used to calculate heavy-ion elastic scattering including the center-of-mass correction and the Coulomb interaction.Angular distributions are presented for a number of nuclear pairs over a wide energy range using…

Nuclear Theory · Physics 2015-06-04 W. R. Gibbs , Jean-Pierre Dedonder

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

In the context of nonparametric Bayesian estimation a Markov chain Monte Carlo algorithm is devised and implemented to sample from the posterior distribution of the drift function of a continuously or discretely observed one-dimensional…

Computation · Statistics 2017-06-08 Frank van der Meulen , Moritz Schauer , Harry van Zanten

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Quasi-stationary distributions (QSDs)arise from stochastic processes that exhibit transient equilibrium behaviour on the way to absorption QSDs are often mathematically intractable and even drawing samples from them is not straightforward.…

Computation · Statistics 2017-01-18 Adam Griffin , Paul A. Jenkins , Gareth O. Roberts , Simon E. F. Spencer

Sequential Monte Carlo (SMC), or particle filtering, is widely used in nonlinear state-space systems, but its performance often suffers from poorly approximated proposal and state-transition distributions. This work introduces a…

Machine Learning · Computer Science 2026-05-14 Wessel L. van Nierop , Nir Shlezinger , Ruud J. G. van Sloun

The fixed node diffusion Monte Carlo (DMC) method has attracted interest in recent years as a way to calculate properties of solid materials with high accuracy. However, the framework for the calculation of properties such as total…

Materials Science · Physics 2016-01-20 Jaehyung Yu , Lucas K. Wagner , Elif Ertekin

The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly…

Numerical Analysis · Mathematics 2020-03-10 Andrea Barth , Andreas Stein

Due to its accuracy and generality, Monte Carlo radiative transfer (MCRT) has emerged as the prevalent method for Ly$\alpha$ radiative transfer in arbitrary geometries. The standard MCRT encounters a significant efficiency barrier in the…

Cosmology and Nongalactic Astrophysics · Physics 2018-06-13 Aaron Smith , Benny T. -H. Tsang , Volker Bromm , Milos Milosavljevic

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi