Related papers: Monte Carlo method and the random isentropic Euler…
The combination of continuum Many-Body Quantum physics and Monte Carlo methods provide a powerful and well established approach to first principles calculations for large systems. Replacing the exact solution of the problem with a…
The new {\em ab initio} quantum path integral Monte Carlo approach has been developed and applied for the entropy difference calculations for the strongly coupled degenerated uniform electron gas (UEG), a well--known model of simple metals.…
Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…
Simple Monte Carlo is a versatile computational method with a convergence rate of $O(n^{-1/2})$. It can be used to estimate the means of random variables whose distributions are unknown. Bernoulli random variables, $Y$, are widely used to…
We investigate the stability of a Sequential Monte Carlo (SMC) method applied to the problem of sampling from a target distribution on $\mathbb{R}^d$ for large $d$. It is well known that using a single importance sampling step one produces…
Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…
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…
We introduce Monte Carlo methods to compute the solution of elliptic equations with pure Neumann boundary conditions. We first prove that the solution obtained by the stochastic representation has a zero mean value with respect to the…
In this review, we address the use of Monte Carlo methods for approximating definite integrals of the form $Z = \int L(x) d P(x)$, where $L$ is a target function (often a likelihood) and $P$ a finite measure. We present vertical-likelihood…
In this paper we developed an analysis of the compressible, isentropic Euler equations in two spatial dimensions for a generalized polytropic gas law. The main focus is rotational flows in the subsonic regimes, described through the…
In this article, we report a fully ab initio variational Monte Carlo study of the linear, and periodic chain of Hydrogen atoms, a prototype system providing the simplest example of strong electronic correlation in low dimensions. In…
We study a general convergence theory for the numerical solutions of compressible viscous and electrically conducting fluids with a focus on numerical schemes that preserve the divergence free property of magnetic field exactly. Our…
A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…
We consider a class of stochastic path-dependent volatility models where the stochastic volatility, whose square follows the Cox-Ingersoll-Ross model, is multiplied by a (leverage) function of the spot price, its running maximum, and time.…
We report on a diffusion Monte Carlo investigation of model electron systems in low dimensions, which should be relevant to the physics of systems obtainable nowadays in semiconductor heterostructures. In particular, we present results for…
We study the long time behavior of isentropic compressible Euler equations with linear damping driven by a white-in-time noise, on a one-dimensional torus. We prove the existence of a statistically stationary solution in the class of weak…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…
We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. Our algorithm, simplified from that of L. Lin et al. hep-lat/9905033, avoids the computation of almost…
We study the motion of isentropic gas in nozzles. This is a major subject in fluid dynamics. In fact, the nozzle is utilized to increase the thrust of rocket engines. Moreover, the nozzle flow is closely related to astrophysics. These…
We construct a new finite difference method for the flow of ideal viscous isentropic gas in one spatial dimension. For the continuity equation, the method is a standard upwind discretization. For the momentum equation, the method is an…