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We propose a new algorithm which works effectively in global updates in Monte Carlo study. We apply it to the quantum spin chain with next-nearest-neighbor interactions. We observe that Monte Carlo results are in excellent agreement with…

Condensed Matter · Physics 2017-02-01 Tomo Munehisa , Yasuko Munehisa

A new method based on nesting Monte Carlo is developed to solve high-dimensional semi-linear PDEs. Convergence of the method is proved and its convergence rate studied. Results in high dimension for different kind of non-linearities show…

Probability · Mathematics 2018-05-15 Xavier Warin

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

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 offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…

Condensed Matter · Physics 2009-10-31 M. H. Kalos , Francesco Pederiva

We present a simple approach to the fixed phase method in Quantum Monte Carlo. This applies to electrons in molecules and electron gas and is straightforwardly extended to the Schr\"odinger equation with magnetic field.

Computational Physics · Physics 2018-02-01 F. Delyon , B. Bernu

A new algorithm for implementing the adaptive Monte Carlo method is given. It is used to solve the relativistic Boltzmann equations that describe the time evolution of a nonequilibrium electron-positron pair plasma containing high-energy…

Astrophysics · Physics 2009-10-30 Ravi P. Pilla , Jacob Shaham

We consider the quantum Calogero model, which describes N non-distinguishable quantum particles on the real line confined by a harmonic oscillator potential and interacting via two-body interactions proportional to the inverse square of the…

Mathematical Physics · Physics 2014-11-18 Martin Hallnäs , Edwin Langmann

We propose a novel approach to nonequilibrium real-time dynamics of quantum impurities models coupled to biased non-interacting leads, such as those relevant to quantum transport in nanoscale molecular devices. The method is based on a…

Strongly Correlated Electrons · Physics 2015-05-13 Marco Schiro` , Michele Fabrizio

This Dissertation presents results of a thorough study of ultracold bosonic and fermionic gases in three-dimensional and quasi-one-dimensional systems. Although the analyses are carried out within various theoretical frameworks…

Quantum Gases · Physics 2014-12-16 G. E. Astrakharchik

We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…

Soft Condensed Matter · Physics 2009-11-10 Joerg Rottler , A. C. Maggs

Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic…

Numerical Analysis · Mathematics 2022-10-07 Alexander D. Gilbert , Robert Scheichl

Sequential Monte Carlo Samplers are a class of stochastic algorithms for Monte Carlo integral estimation w.r.t. probability distributions, which combine elements of Markov chain Monte Carlo methods and importance sampling/resampling…

Probability · Mathematics 2007-05-23 Andreas Eberle , Carlo Marinelli

A simple technique is proposed for numerically determining equilibrium ion distribution functions belonging to free energies of the Poisson-Boltzmann type. The central idea is to perform a conventional Monte-Carlo simulation using the free…

Soft Condensed Matter · Physics 2009-10-31 Markus Deserno

Bayesian data analysis is widely used across many disciplines, and representative examples in materials science include spectral analysis and sparse modeling. In such applications, the underlying models often become complex and yield…

Information Theory · Computer Science 2026-03-04 Tomohiro Nabika , Kenji Nagata , Shun Katakami , Masaichiro Mizumaki , Masato Okada

Particles and fields are standard components in numerical simulations like transport simulations in nuclear physics and have very well understood dynamics. Still, a common problem is the interaction between particles and fields due to their…

High Energy Physics - Phenomenology · Physics 2015-04-16 Christian Wesp , Hendrik van Hees , Alex Meistrenko , Carsten Greiner

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

Plasma Physics · Physics 2026-01-13 Kentaro Sakai , Kentaro Tomita , Takeo Hoshi , Ryo Yasuhara

A simple Monte Carlo procedure is described for simulating the multiple scattering and absorption of electrons with the incident energy in the range 1-50 keV moving through a slab of uniformly distributed material of given atomic number,…

Materials Science · Physics 2007-05-23 Nima Ghal-eh , Mohammad Farhad Rahimi , Mehrnoush Manouchehri

We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, which coefficients are evaluated using Monte Carlo…

Probability · Mathematics 2007-05-23 Emmanuel Gobet , Jean-Philippe Lemor , Xavier Warin

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren