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This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

This chapter [of a supplement to Prog. Theo. Phys.] reviews numerical simulations of quantum field theories based on stochastic quantization and the Langevin equation. The topics discussed include renormalization of finite step-size…

High Energy Physics - Lattice · Physics 2008-11-26 A. S. Kronfeld

Stoquastic Hamiltonians are characterized by the property that their off-diagonal matrix elements in the standard product basis are real and non-positive. Many interesting quantum models fall into this class including the Transverse field…

Quantum Physics · Physics 2017-01-13 Sergey Bravyi

This paper applies the N-block PCPM algorithm to solve multi-scale multi-stage stochastic programs, with the application to electricity capacity expansion models. Numerical results show that the proposed simplified N-block PCPM algorithm,…

Optimization and Control · Mathematics 2021-03-29 Run Chen , Andrew L. Liu

We study the numerical algorithm and error analysis for the Cahn-Hilliard equation with dynamic boundary conditions. A second-order in time, linear and energy stable scheme is proposed, which is an extension of the first-order stabilized…

Numerical Analysis · Mathematics 2022-06-16 Xiangjun Meng , Xuelian Bao , Zhengru Zhang

The computational efficiency of stochastic simulation algorithms is notoriously limited by the kinetic trapping of the simulated trajectories within low energy basins. Here we present a new method that overcomes kinetic trapping while still…

Statistical Mechanics · Physics 2014-12-08 Manuel Athènes , Vasily V. Bulatov

This paper deals with state estimation of nonlinear stochastic dynamic models. In particular, the stochastic integration rule, which provides asymptotically unbiased estimates of the moments of nonlinearly transformed Gaussian random…

Signal Processing · Electrical Eng. & Systems 2025-01-15 Jindrich Dunik , Jakub Matousek , Ondrej Straka , Erik Blasch , John Hiles , Ruixin Niu

We consider dynamically constrained Monte-Carlo dynamics and show that this leads to the generation of long ranged effective interactions. This allows us to construct a local algorithm for the simulation of charged systems without ever…

Statistical Mechanics · Physics 2009-11-10 L. Levrel , F. Alet , J. Rottler , A. C. Maggs

We present new linear energy-stable numerical schemes for numerical simulation of complex polymer-solvent mixtures. The mathematical model proposed by Zhou, Zhang and E (Physical Review E 73, 2006) consists of the Cahn-Hilliard equation…

Numerical Analysis · Mathematics 2018-12-07 Paul J. Strasser , Giordano Tierra , Burkhard Dünweg , Mária Lukáčová-Medvid'ová

We propose a new class of phase field models coupled to viscoelasticity with large deformations, obtained from a diffuse interface mixture model composed by a phase with elastic properties and a liquid phase. The model is formulated in the…

Analysis of PDEs · Mathematics 2022-04-12 Abramo Agosti , Pierluigi Colli , Harald Garcke , Elisabetta Rocca

The non-equilibrium dynamics of mesoscale phase transitions are fundamentally shaped by thermal fluctuations, which not only seed instabilities but actively control kinetic pathways, including rare barrier-crossing events such as nucleation…

Computational Physics · Physics 2026-04-14 Luning Sun , Van Hai Nguyen , Shusen Liu , John Klepeis , Fei Zhou

We present and analyze an unconditionally energy stable and convergent finite difference scheme for the Functionalized Cahn-Hilliard equation. One key difficulty associated with the energy stability is based on the fact that one nonlinear…

Numerical Analysis · Mathematics 2016-10-11 Wenqiang Feng , Zhen Guan , John Lowengrub , Cheng Wang , Steven M. Wise

Within the framework of probability distributions on projective Hilbert space a scheme for the calculation of multitime correlation functions is developed. The starting point is the Markovian stochastic wave function description of an open…

Quantum Physics · Physics 2009-10-31 Heinz-Peter Breuer , Bernd Kappler , Francesco Petruccione

Results are presented from numerical experiments aiming at the computation of stochastic phase-field models for phase transformations by coarse-graining molecular dynamics. The studied phase transformations occur between a solid crystal and…

Numerical Analysis · Mathematics 2009-08-11 Erik von Schwerin

Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…

Numerical Analysis · Mathematics 2020-02-07 Michael Kraus , Tomasz M. Tyranowski

The derivation of the Allen-Cahn and Cahn-Hilliard equations is based on the Clausius-Duhem inequality. This is not a derivation in the strict sense of the word, since other phase field equations can be fomulated satisfying this inequality.…

Mathematical Physics · Physics 2017-04-05 Hans-Dieter Alber

In this paper we propose a novel numerical approach for the Boltzmann equation with uncertainties. The method combines the efficiency of classical direct simulation Monte Carlo (DSMC) schemes in the phase space together with the accuracy of…

Numerical Analysis · Mathematics 2020-10-28 Lorenzo Pareschi , Mattia Zanella

We analyze a fully discrete finite element numerical scheme for the Cahn-Hilliard-Stokes-Darcy system that models two-phase flows in coupled free flow and porous media. To avoid a well-known difficulty associated with the coupling between…

Numerical Analysis · Mathematics 2021-06-08 Wenbin Chen , Daozhi Han , Cheng Wang , Shufen Wang , Xiaoming Wang , Yichao Zhang

We introduce a new sequential methodology to calibrate the fixed parameters and track the stochastic dynamical variables of a state-space system. The proposed method is based on the nested hybrid filtering (NHF) framework of [1], that…

Computation · Statistics 2021-03-24 Sara Pérez-Vieites , Joaquín Míguez

We present an adaptive scheme for isogeometric phase-field modeling, to perform suitably graded hierarchical refinement and coarsening on both single- and multi-patch geometries by considering truncated hierarchical spline constructions…

Numerical Analysis · Mathematics 2023-06-13 Cesare Bracco , Carlotta Giannelli , Alessandro Reali , Michele Torre , Rafael Vázquez