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Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Xiu Yang , Giovanni Marucci , Paolo Maffezzoni , Ibrahim , M. Elfadel , George Em Karniadakis , Luca Daniel

Monte Carlo (MC) simulations are extensively used for various purposes in modern high-energy physics (HEP) experiments. Precision measurements of established Standard Model processes or searches for new physics often require the collection…

Data Analysis, Statistics and Probability · Physics 2022-06-15 Karl Ehataht , Christian Veelken

This Perspective focuses on the several overlaps between quantum algorithms and Monte Carlo methods in the domains of physics and chemistry. We will analyze the challenges and possibilities of integrating established quantum Monte Carlo…

Quantum Physics · Physics 2024-09-26 Guglielmo Mazzola

In this paper, we introduce three novel splitting algorithms for solving structured monotone inclusion problems involving the sum of a maximally monotone operator, a monotone and Lipschitz continuous operator and a cocoercive operator. Each…

Optimization and Control · Mathematics 2025-11-19 Liqian Qin , Aviv Gibali , Cuijie Zhang , Yuchao Tang

The forward-backward operator splitting algorithm is one of the most important methods for solving the optimization problem of the sum of two convex functions, where one is differentiable with a Lipschitz continuous gradient and the other…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Guo-Rong Wu , Chuan-Xi Zhu

We present several Monte Carlo strategies for simulating discrete-time Markov chains with continuous multi-dimensional state space; we focus on stratified techniques. We first analyze the variance of the calculation of the measure of a…

Statistics Theory · Mathematics 2016-03-22 Rana Fakhereddine , Rami El Haddad , Christian Lécot

We introduce a general-purpose framework for interconnecting scientific simulation programs using a homogeneous, unified interface. Our framework is intrinsically parallel, and conveniently separates all component numerical modules in…

Instrumentation and Methods for Astrophysics · Physics 2015-06-04 Simon Portegies Zwart , Steve McMillan , Arjen van Elteren , Inti Pelupessy , Nathan de Vries

In this work, we propose a new splitting algorithm for solving structured monotone inclusion problems composed of a maximally monotone operator, a maximally monotone and Lipschitz continuous operator and a cocoercive operator. Our method…

Optimization and Control · Mathematics 2025-11-07 Liqian Qin , Yuchao Tang , Jigen Peng

Adaptive quantum variational algorithms are particularly promising for simulating strongly correlated systems on near-term quantum hardware, but they are not yet viable due, in large part, to the severe coherence time limitations on current…

In this work, we explore the use of operator splitting algorithms for solving regularized structural topology optimization problems. The context is the classical structural design problems (e.g., compliance minimization and compliant…

Optimization and Control · Mathematics 2013-07-22 Cameron Talischi , Glaucio H. Paulino

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

We present an operator-splitting scheme for fluid-structure interaction (FSI) problems in hemodynamics, where the thickness of the structural wall is comparable to the radius of the cylindrical fluid domain. The equations of linear…

Numerical Analysis · Mathematics 2015-10-28 Martina Bukac , Suncica Canic , Roland Glowinski , Boris Muha , Annalisa Quaini

A new approach for integration of motion in many-body systems of interacting polyatomic molecules is proposed. It is based on splitting time propagation of pseudo-variables in a modified phase space, while the real translational and…

Statistical Mechanics · Physics 2009-11-13 Igor P. Omelyan

We develop and analyze a set of new sequential simulation-optimization algorithms for large-scale multi-dimensional discrete optimization via simulation problems with a convexity structure. The "large-scale" notion refers to that the…

Optimization and Control · Mathematics 2022-01-20 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

This paper introduces a unified framework for accelerated gradient methods through the variable and operator splitting (VOS). The operator splitting decouples the optimization process into simpler subproblems, and more importantly, the…

Optimization and Control · Mathematics 2025-05-08 Long Chen , Luo Hao , Jingrong Wei

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

Statistical Mechanics · Physics 2010-08-23 Mykyta V. Chubynsky , Gary W. Slater

A consequent approach is proposed to construct symplectic force-gradient algorithms of arbitrarily high orders in the time step for precise integration of motion in classical and quantum mechanics simulations. Within this approach the basic…

Statistical Mechanics · Physics 2009-11-07 Igor Omelyan , Ihor Mryglod , Reinhard Folk

The breakthrough ideas in the modern proximal splitting methodologies allow us to express the set of all minimizers of a superposition of multiple nonsmooth convex functions as the fixed point set of computable nonexpansive operators. In…

Optimization and Control · Mathematics 2022-07-01 Isao Yamada , Masao Yamagishi

The effectiveness of stochastic algorithms based on Monte Carlo dynamics in solving hard optimization problems is mostly unknown. Beyond the basic statement that at a dynamical phase transition the ergodicity breaks and a Monte Carlo…

Disordered Systems and Neural Networks · Physics 2019-07-10 Maria Chiara Angelini , Federico Ricci-Tersenghi

The atomic cluster expansion (ACE) (Drautz, 2019) yields a highly efficient and intepretable parameterisation of symmetric polynomials that has achieved great success in modelling properties of many-particle systems. In the present work we…

Computational Physics · Physics 2023-05-05 Dexuan Zhou , Huajie Chen , Cheuk Hin Ho , Christoph Ortner