Related papers: Monte Carlo method and the random isentropic Euler…

We show that the measure-valued solutions of the Euler system of gas dynamics generated by oscillatory sequences of consistent approximations violate the principle of maximal entropy production formulated by Dafermos. Numerical results…

We have studied the spin-polarized three-dimensional homogeneous electron gas using the diffusion quantum Monte Carlo method, with trial wave functions including backflow and three-body correlations in the Jastrow factor, and we have used…

This work concerns the numerical approximation with a finite volume method of inviscid, nonequilibrium, high-temperature flows in multiple space dimensions. It is devoted to the analysis of the numerical scheme for the approximation of the…

Researchers in physical science aim to uncover universal features in strongly interacting many-body systems, often hidden in complicated observables like entanglement entropy (EE). The non-local nature of EE makes it challenging to compute…

We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value shrinks with increasing sample size. We discuss fairly…

We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. The algorithm avoids the computation of almost all non-leading terms. Its use is illustrated by…

We analyse convergence of a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with time-scale separation between the (fast) evolution of individual trajectories and the (slow) evolution of…

We present diffusion Monte Carlo (DMC) and path-integral Monte Carlo (PIMC) calculations of a one-dimensional Bose system with realistic interparticle interactions in a periodic external potential. Our main aim is to test the predictions of…

We present a Monte Carlo method for computing the renormalized coupling constants and the critical exponents within renormalization theory. The scheme, which derives from a variational principle, overcomes critical slowing down, by means of…

We discuss the problem of well-posedness of the compressible (barotropic) Euler system in the framework of weak solutions. The principle of maximal dissipation introduced by C.M. Dafermos is adapted and combined with the concept of…

A new approach to Dynamical Monte Carlo Methods is introduced to simulate markovian processes. We apply this approach to formulate and study an epidemic Generalized SIRS model. The results are in excellent agreement with the forth order…

Motivated by weak convergence results in the paper of Takahashi and Yoshida (2005), we show strong convergence for an accelerated Euler-Maruyama scheme applied to perturbed stochastic differential equations. The Milstein scheme with the…

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…

We introduce a constrained Monte Carlo method which allows us to traverse the phase space of a classical spin system while fixing the magnetization direction. Subsequently we show the method's capability to model the temperature dependence…

We propose a spectral viscosity method (SVM) to approximate the incompressible Euler equations driven by a multiplicative noise. We show that SVM solution converges to a dissipative measure-valued martingale solution. These solutions are…

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random…