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We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

This paper presents a tool for addressing a key component in many algorithms for planning robot trajectories under uncertainty: evaluation of the safety of a robot whose actions are governed by a closed-loop feedback policy near a nominal…

Robotics · Computer Science 2017-06-05 Edward Schmerling , Marco Pavone

Particle-based kinetic Monte Carlo simulations of neutral particles is one of the major computational bottlenecks in tokamak scrape-off layer simulations. This computational cost comes from the need to resolve individual collision events in…

Computational Engineering, Finance, and Science · Computer Science 2026-03-27 Oskar Lappi , Emil Løvbak , Thijs Steel , Giovanni Samaey

The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible,…

Soft Condensed Matter · Physics 2012-07-18 Stefan Schnabel , Michael Bachmann , Wolfhard Janke

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

Active debris removal (ADR) missions have garnered significant interest as means of mitigating collision risks in space. This work proposes a convex optimization-based model predictive control (MPC) approach to provide guidance for such…

Optimization and Control · Mathematics 2023-08-21 Minduli Wijayatunga , Roberto Armellin , Harry Holt , Laura Pirovano , Claudio Bombardelli

Replica exchange Monte Carlo (reMC), also known as parallel tempering, is an important technique for accelerating the convergence of the conventional Markov Chain Monte Carlo (MCMC) algorithms. However, such a method requires the evaluation…

Machine Learning · Statistics 2021-03-23 Wei Deng , Qi Feng , Liyao Gao , Faming Liang , Guang Lin

The accurate simulation of additional interactions at the ATLAS experiment for the analysis of proton-proton collisions delivered by the Large Hadron Collider presents a significant challenge to the computing resources. During the LHC Run…

High Energy Physics - Experiment · Physics 2022-02-23 ATLAS Collaboration

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…

Numerical Analysis · Mathematics 2019-06-04 René Aïd , Luciano Campi , Nicolas Langrené , Huyên Pham

An accurate algorithm is proposed to improve the prediction of a particle in collision with a moving wall within the direct simulation Monte Carlo (DSMC) framework for the simulation of unsteady rarefied flows. This algorithm is able to…

Computational Physics · Physics 2021-09-29 He Zhang , Fanli Shan , Hong Fang , Xing Zhang , Jun Zhang , Jinghua Sun

Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…

Optimization and Control · Mathematics 2020-07-09 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song

Preliminary low-thrust spacecraft mission design is a global search problem characterized by a complex solution landscape, multiple objectives, and numerous local minima. During this phase, mission parameters are often not yet fully…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Jannik Graebner , Ryne Beeson

A hybrid Monte Carlo (HMC) approach is employed to quantify the influence of inelastic deformation on the microstructural evolution of polycrystalline materials. This approach couples a time explicit material point method (MPM) for…

Materials Science · Physics 2015-05-19 Liangzhe Zhang , Remi Dingreville , Timothy Bartel , Mark T. Lusk

This paper presents a novel approach using sensitivity analysis for generalizing Differential Dynamic Programming (DDP) to systems characterized by implicit dynamics, such as those modelled via inverse dynamics and variational or implicit…

Robotics · Computer Science 2024-08-29 Iordanis Chatzinikolaidis , Zhibin Li

Colloids have a striking relevance in a wide spectrum of industrial formulations, spanning from personal care products to protective paints. Their behaviour can be easily influenced by extremely weak forces, which disturb their…

Soft Condensed Matter · Physics 2018-06-14 Daniel Corbett , Alejandro Cuetos , Matthew Dennison , Alessandro Patti

We apply the Direct Simulation Monte Carlo (DSMC) method, developed originally to calculate rarefied gas dynamical problems, to study the gas flow in an accretion disc in a close binary system. The method involves viscosity and thermal…

Astrophysics · Physics 2007-05-23 Takuya Matsuda , Hiromi Mizutani , Henri M. J. Boffin

We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…

Astrophysics · Physics 2009-11-10 M. Juvela

Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…

Numerical Analysis · Mathematics 2026-04-27 Xuyuan Wang , Donglin Han

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler