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The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

Hamiltonian Monte Carlo (HMC) sampling methods provide a mechanism for defining distant proposals with high acceptance probabilities in a Metropolis-Hastings framework, enabling more efficient exploration of the state space than standard…

Methodology · Statistics 2014-05-13 Tianqi Chen , Emily B. Fox , Carlos Guestrin

To synthesize diffusion MR measurements from Monte-Carlo simulation using tissue models with sizes comparable to those of scan voxels. Larger regions enable restricting structures to be modeled in greater detail and improve accuracy and…

Computational Physics · Physics 2017-01-16 Matt G Hall , Gemma Nedjati-Gilani , Daniel C Alexander

An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

Astrophysics · Physics 2012-12-12 Burkhard Zink

The density matrix quantum Monte Carlo (DMQMC) set of methods stochastically samples the exact $N$-body density matrix for interacting electrons at finite temperature. We introduce a simple modification to the interaction picture DMQMC…

Chemical Physics · Physics 2022-05-25 William Van Benschoten , James J. Shepherd

Developing devices using disordered organic semiconductors requires accurate and practical models of charge transport. In these materials, charge transport occurs through partially delocalised states in an intermediate regime between…

Chemical Physics · Physics 2023-04-18 Jacob T. Willson , William Liu , Daniel Balzer , Ivan Kassal

Sampling-based motion planning methods, while effective in high-dimensional spaces, often suffer from inefficiencies due to irregular sampling distributions, leading to suboptimal exploration of the configuration space. In this paper, we…

Robotics · Computer Science 2025-08-28 Makram Chahine , T. Konstantin Rusch , Zach J. Patterson , Daniela Rus

Diagrammatic Monte Carlo (DiagMC) is a numeric technique that allows one to calculate quantities specified in terms of diagrammatic expansions, the latter being a standard tool of many-body quantum statistics. The sign problem that is…

Statistical Mechanics · Physics 2019-10-18 Kris Van Houcke , Evgeny Kozik , Nikolay Prokof'ev , Boris Svistunov

A hybrid kMC/LLG algorithm is used to simulate experimental MH hysteresis loops for dual layer ECC media. The calculation of the rate coefficients and difficulties arising from low energy barriers, a fundamental problem of the kMC method,…

Materials Science · Physics 2018-03-14 Ahmad M. Almudallal , J. I. Mercer , J. P. Whitehead , M. L. Plumer , J. van Ek

We develop a diagrammatic Monte Carlo method for the real-time dynamics of dissipative quantum impurity models. These are small open quantum systems with interaction and local Markovian dissipation, coupled to a large quantum bath. Our…

Strongly Correlated Electrons · Physics 2024-03-26 Matthieu Vanhoecke , Marco Schirò

Indirect imaging problems in biomedical optics generally require repeated evaluation of forward models of radiative transport, for which Monte Carlo is accurate yet computationally costly. We develop a novel approach to reduce this…

Computational Physics · Physics 2020-07-10 Callum M. Macdonald , Simon Arridge , Samuel Powell

We discuss the problem of ultra high energy particles propagation in astrophysical backgrounds. We present two different computational schemes based on both kinetic and Monte Carlo approaches. The kinetic approach is an analytical…

High Energy Astrophysical Phenomena · Physics 2013-12-31 R. Aloisio

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

We develop a coarse grained (CG) approach for efficiently simulating calcium dynamics in the endoplasmic reticulum membrane based on a fine stochastic lattice gas model. By grouping neighboring microscopic sites together into CG cells and…

Chemical Physics · Physics 2015-06-15 Chuansheng Shen , Hanshuang Chen

For a long time, people have been focusing on how to extract more information, such as off-diagonal observables, from the quantum Monte Carlo (QMC) simulation of the partition function, but there have been numerous difficulties, and many of…

Strongly Correlated Electrons · Physics 2026-03-13 Zhiyan Wang , Zhe Wang , Bin-Bin Mao , Zheng Yan

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

A brief introduction is given to Kinetic Monte Carlo (KMC) simulations of epitaxial crystal growth. Molecular Beam Epitaxy (MBE) serves as the prototype example for growth far from equilibrium. However, many of the aspects discussed hear…

Materials Science · Physics 2007-05-23 Michael Biehl

Quantum Monte Carlo (QMC) methods can very accurately compute ground state properties of quantum systems. We applied these methods to a system of boson hard spheres to get exact, infinite system size results for the ground state at several…

Computational Physics · Physics 2016-09-08 Mark Dewing

This work generalizes the discrete implicit Monte-Carlo (DIMC) method for modeling the radiative transfer equation from a gray treatment to an frequency-dependent one. The classic implicit Monte-Carlo (IMC) algorithm, that has been used for…

Computational Physics · Physics 2023-05-16 Elad Steinberg , Shay I. Heizler

A quantum Monte Carlo method combining update of the loop algorithm with the global flip of the world line is proposed as an efficient method to study the magnetization process in an external field, which has been difficult because of…

Statistical Mechanics · Physics 2009-10-31 Hiroaki Onishi , Masamichi Nishino , Naoki Kawashima , Seiji Miyashita