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A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…
The static density response of the uniform electron gas is of fundamental importance for numerous applications. Here, we employ the recently developed \textit{ab initio} permutation blocking path integral Monte Carlo (PB-PIMC) technique…
The study of alloys using computational methods has been a difficult task due to the usually unknown stoichiometry and local atomic ordering of the different structures experimentally. In order to combat this, first-principles methods have…
In this paper we establish a new efficient method for simulating polymer-solvent systems which combines a lattice Boltzmann approach for the fluid with a continuum molecular dynamics (MD) model for the polymer chain. The two parts are…
Particle-in-cell methods with stochastic collision models are commonly used to simulate collisional plasma dynamics, with applications ranging from hypersonic flight to semiconductor manufacturing. Code verification of such methods is…
We present a method for optimizing the location of the fermion ground-state nodes using a combination of diffusion Monte Carlo (DMC) and projected gradient descent (PGD). A PGD iteration shifts the parameters of an arbitrary node-fixing…
The Stochastic Weighted Particle Method (SWPM) is a Monte Carlo technique developed by Rjasanow and Wagner that generalizes Bird's Direct Simulation Monte Carlo (DSMC) method for solving the Boltzmann equation. To reduce computational cost…
We present the method of Direct van der Waals simulation (DVS) to study computationally flows with liquid-vapor phase transformations. Our approach is based on a novel discretization of the Navier-Stokes-Korteweg equations, that couple flow…
We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…
This study proposes an acceleration technique for the computational challenges in extending the variational deterministic-particle-based scheme (VDS) [Bao et al., Journal of Computational Physics 522 (2025) 113589] to 3D complex fluid…
In this paper, we propose a new stochastic optimization algorithm for Bayesian inference based on multilevel Monte Carlo (MLMC) methods. In Bayesian statistics, biased estimators of the model evidence have been often used as stochastic…
The numerical method toward the fast and accurate calculation of the dilute quantum gas is studied by proposing the Uehing-Uhlenbeck (U-U) model equation. In particular, the direct simulation Monte Carlo (DSMC) method is used to solve the…
This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…
We derive an adjoint method for the Direct Simulation Monte Carlo (DSMC) method for the spatially homogeneous Boltzmann equation with a general collision law. This generalizes our previous results in [Caflisch, R., Silantyev, D. and Yang,…
Switching state-space models (SSSM) are a very popular class of time series models that have found many applications in statistics, econometrics and advanced signal processing. Bayesian inference for these models typically relies on Markov…
We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…
We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…
A quantum interatomic scattering is implemented in the direct simulation Monte Carlo (DSMC) method applied to transport phenomena in rarefied gases. In contrast to the traditional DSMC method based on the classical scattering, the proposed…
An implicit high-order discontinuous Galerkin (DG) method is developed to find steady-state solution of rarefied gas flow described by the Boltzmann equation with full collision operator. In the physical space, velocity distribution…
We generalize the Time-Dependent Variational Principle (TDVP) to dissipative systems using Monte Carlo methods, allowing the application of existing variational classes for pure states, such as Matrix Product States (MPS), to the simulation…