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This paper describes a new algorithm for Monte Carlo integration, based on the Field Estimator for Arbitrary Spaces (FiEstAS). The algorithm is discussed in detail, and its performance is evaluated in the context of Bayesian analysis, with…

Astrophysics · Physics 2009-11-13 Yago Ascasibar

In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…

Numerical Analysis · Mathematics 2019-10-31 Jose Antonio Carrillo , Mattia Zanella

A new formulation of the stochastic potential switching algorithm is presented. This reformulation naturally leads us to a generalized Fourtuin-Kasteleyn representation of the partition function Z. A formula for internal energy E and that…

Statistical Mechanics · Physics 2010-11-12 Munetaka Sasaki

We investigate a stochastic approach to non-equilibrium quantum spin systems based on recent insights linking quantum and classical dynamics. Exploiting a sequence of exact transformations, quantum expectation values can be recast as…

Statistical Mechanics · Physics 2019-01-31 S. De Nicola , B. Doyon , M. J. Bhaseen

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Optimization and Control · Mathematics 2024-03-15 Frank E. Curtis , Vyacheslav Kungurtsev , Daniel P. Robinson , Qi Wang

A new coupling argument is introduced to establish Driver's integration by parts formula and shift Harnack inequality. Unlike known coupling methods where two marginal processes with different starting points are constructed to move…

Probability · Mathematics 2014-04-01 Feng-Yu Wang

We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…

We propose an efficient block-encoding technique for the implementation of the Linear Combination of Hamiltonian Simulations (LCHS) for simulating dissipative initial-value problems. This algorithm approximates a target nonunitary operator…

Quantum Physics · Physics 2026-04-17 Ivan Novikau , Ilon Joseph

This paper is concerned with a distributed optimal control problem for a nonlocal phase field model of Cahn-Hilliard type, which is a nonlocal version of a model for two-species phase segregation on an atomic lattice under the presence of…

Analysis of PDEs · Mathematics 2016-07-08 Pierluigi Colli , Gianni Gilardi , Jürgen Sprekels

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

Quantum Monte Carlo integration, a quantum algorithm for calculating expectations that provides a quadratic speed-up compared to its classical counterpart, is now attracting increasing interest in the context of its industrial and…

Quantum Physics · Physics 2026-01-16 Koichi Miyamoto

We investigate multi-physical topology optimization for microfluidic mixers employing the phase-field model. The optimization problem is formulated using a modified Ginzburg-Landau free energy functional. To eliminate fluid blockage in…

Optimization and Control · Mathematics 2025-10-23 Zongyuan Liu , Jiajie Li , Shengfeng Zhu

This work is devoted to the development of a novel theoretical approach, named hybrid approach, to handle a localized bottleneck in a symmetrically coupled two-channel totally asymmetric simple exclusion process with Langmuir kinetics. The…

Computational Physics · Physics 2016-02-17 Isha Dhiman , Arvind Kumar Gupta

We report on simulations of two-phase flows with deforming interfaces at various density contrasts by solving thermodynamically consistent Cahn-Hilliard Navier-Stokes equations. An (essentially) unconditionally energy-stable…

As far as we know, there is no flat-histogram algorithm to sample the stationary distribution of non-equilibrium stochastic processes. The present work addresses this gap by introducing a generalization of the Wang-Landau algorithm, applied…

Statistical Mechanics · Physics 2026-02-27 L. M. C. Alencar , T. F. A. Alves , G. A. Alves , F. W. S. Lima , A. Macedo-Filho , R. S. Ferreira

The optimal selection of experimental conditions is essential to maximizing the value of data for inference and prediction, particularly in situations where experiments are time-consuming and expensive to conduct. We propose a general…

Machine Learning · Statistics 2012-12-04 Xun Huan , Youssef M. Marzouk

The probability distribution describing the state of a Stochastic Reaction Network evolves according to the Chemical Master Equation (CME). It is common to estimated its solution using Monte Carlo methods such as the Stochastic Simulation…

Quantitative Methods · Quantitative Biology 2015-06-18 Benjamin Hepp , Ankit Gupta , Mustafa Khammash

We consider a particular phase field system which physical context is that of tumor growth dynamics. The model we deal with consists of a Cahn-Hilliard type equation governing the evolution of the phase variable which takes into account the…

Analysis of PDEs · Mathematics 2019-08-30 Andrea Signori

The stochastic Cahn-Hilliard equation driven by a fractional Brownian sheet provides a more accurate model for correlated space-time random perturbations. This study delves into two key aspects: first, it rigorously examines the regularity…

Numerical Analysis · Mathematics 2026-02-16 Nan Deng , Wanrong Cao

We describe a technique for constraining macroscopic fluctuations in thermodynamic variables well-suited for Monte Carlo (MC) simulations of multiphase equilibria. In particular for multicomponent systems this amounts to a statistical…

Materials Science · Physics 2013-11-20 Babak Sadigh , Paul Erhart
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