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We study non-equilibrium phases for interacting two-dimensional self-propelled particles with isotropic pair-wise interactions using a persistent kinetic Monte Carlo (MC) approach. We establish the quantitative phase diagram, including the…

Soft Condensed Matter · Physics 2019-04-17 Juliane U. Klamser , Sebastian C. Kapfer , Werner Krauth

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

Active subspaces can effectively reduce the dimension of high-dimensional parameter studies enabling otherwise infeasible experiments with expensive simulations. The key components of active subspace methods are the eigenvectors of a…

Numerical Analysis · Mathematics 2015-07-03 Paul Constantine , David Gleich

We introduce a semistochastic implementation of the power method to compute, for very large matrices, the dominant eigenvalue and expectation values involving the corresponding eigenvector. The method is semistochastic in that the matrix…

Strongly Correlated Electrons · Physics 2013-10-24 F. R. Petruzielo , A. A. Holmes , Hitesh J. Changlani , M. P. Nightingale , C. J. Umrigar

Quantum Monte Carlo is one of the most promising approaches for dealing with large-scale quantum many-body systems. It has played an extremely important role in understanding strongly correlated physics. However, two fundamental problems,…

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

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity,…

Statistics Theory · Mathematics 2011-06-14 Pierre Del Moral , Arnaud Doucet , Sumeetpal Singh

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…

Other Condensed Matter · Physics 2014-03-05 Fernando A. Reboredo , Jeongnim Kim

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

We study the phase diagram of the double exchange model, with antiferromagnetic interactions, in a cubic lattice both at zero and at finite temperature. There is a rich variety of magnetic phases, combined with regions where phase…

Strongly Correlated Electrons · Physics 2009-11-07 J. L. Alonso , J. A. Capitan , L. A. Fernandez , F. Guinea , V. Martin-Mayor

A series of novel filters for probabilistic inference that propose an alternative way of performing Bayesian updates, called particle flow filters, have been attracting recent interest. These filters provide approximate solutions to…

Methodology · Statistics 2017-03-24 Flávio Eler De Melo , Simon Maskell , Matteo Fasiolo , Fred Daum

While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error.…

High Energy Physics - Phenomenology · Physics 2009-11-11 R. H. Kleiss , A. Lazopoulos

Monte Carlo simulation is an essential component of experimental particle physics in all the phases of its life-cycle: the investigation of the physics reach of detector concepts, the design of facilities and detectors, the development and…

Computational Physics · Physics 2012-08-02 Maria Grazia Pia , Georg Weidenspointner

Quantum Monte Carlo methods have recently been employed to study properties of nuclei and infinite matter using local chiral effective field theory interactions. In this work, we present a detailed description of the auxiliary field…

Nuclear Theory · Physics 2018-05-02 D. Lonardoni , S. Gandolfi , J. E. Lynn , C. Petrie , J. Carlson , K. E. Schmidt , A. Schwenk

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Materials Science · Physics 2018-11-13 Changning Niu , You Rao , Wolfgang Windl , Maryam Ghazisaeidi

This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the particle filter, the Ensemble Transform Particle Filter. A key…

Numerical Analysis · Mathematics 2016-02-24 Alastair Gregory , Colin Cotter , Sebastian Reich

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 discuss the use of a recent class of sequential Monte Carlo methods for solving inverse problems characterized by a semi-linear structure, i.e. where the data depend linearly on a subset of variables and nonlinearly on the remaining…

Applications · Statistics 2014-11-06 Sara Sommariva , Alberto Sorrentino

Thermodynamics of dissipative quantum systems with double-well potentials is studied by the path-integral Monte Carlo (PIMC) method without truncation to the two-state model. For efficient simulation at low temperatures, we develop a new…

Statistical Mechanics · Physics 2007-05-23 Takeshi Matsuo , Yuhei Natsume , Takeo Kato
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