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The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…

Instrumentation and Methods for Astrophysics · Physics 2015-05-19 Prateek Sharma , Gregory W. Hammett

Bayesian modelling and computational inference by Markov chain Monte Carlo (MCMC) is a principled framework for large-scale uncertainty quantification, though is limited in practice by computational cost when implemented in the simplest…

Computation · Statistics 2020-09-21 Colin Fox , Tiangang Cui , Markus Neumayer

We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…

Numerical Analysis · Mathematics 2024-02-13 Tiangang Cui , Hans De Sterck , Alexander D. Gilbert , Stanislav Polishchuk , Robert Scheichl

The Gray Radiative Transfer Equations (GRTEs) are high-dimensional, multiscale problems that pose significant computational challenges for traditional numerical methods. Current deep learning approaches, including Physics-Informed Neural…

Computational Physics · Physics 2025-05-21 Xizhe Xie , Wengu Chen , Zheng Ma , Han Wang

We present PEACOCK, a three-dimensional Monte Carlo radiative transfer (RT) framework designed to self-consistently model rest-frame ultraviolet emission and absorption lines arising from multiphase, clumpy galactic winds. Applied to deep…

The exact and phaseless variants of Auxiliary-Field Quantum Monte Carlo (AFQMC) have been shown to be capable of producing accurate ground-state energies for a wide variety of systems including those which exhibit substantial electron…

Chemical Physics · Physics 2017-07-25 James Shee , Shiwei Zhang , David R. Reichman , Richard A. Friesner

We present a novel hybrid computational method to simulate accurately dendritic solidification in the low undercooling limit where the dendrite tip radius is one or more orders of magnitude smaller than the characteristic spatial scale of…

Materials Science · Physics 2009-10-31 Mathis Plapp , Alain Karma

When solving the time-dependent radiative transport equation (RTE), implicit time discretization is often employed for its robustness and stability. This results in a sequence of steady-state RTEs with identical cross-sections but varying…

Numerical Analysis · Mathematics 2026-04-24 Qinchen Song , Lei Zhang , Min Tang

The Radial Point Interpolation Mixed Collocation (RPIMC) method is proposed in this paper for transient analysis of diffusion problems. RPIMC is an efficient purely meshless method where the solution of the field variable is obtained…

Computational Engineering, Finance, and Science · Computer Science 2021-10-14 Konstantinos A. Mountris , Esther Pueyo

A spatial second-order scheme for the nonlinear radiative transfer equations is introduced in this paper. The discretization scheme is based on the filtered spherical harmonics ($FP_N$) method for the angular variable and the unified gas…

Numerical Analysis · Mathematics 2023-10-09 Xiaojing Xu , Song Jiang , Wenjun Sun

This paper presents an asymptotic preserving (AP) implicit-explicit (IMEX) scheme for solving the quantum BGK equation using the Hermite spectral method. The distribution function is expanded in a series of Hermite polynomials, with the…

Numerical Analysis · Mathematics 2023-12-29 Ruo Li , Yixiao Lu , Yanli Wang

Aims. We present a new radiation hydrodynamics code, called "ARK-RT" which uses a two-moment model with the M1 closure relation for radiative transfer. This code aims at being ready for high-performance computing, on exascale architectures.…

Instrumentation and Methods for Astrophysics · Physics 2021-02-24 H. Bloch , P. Tremblin , M. González , T. Padioleau , E. Audit

Recently we have published a paper [Irgaziev, Phys. Rev. C 91, 024002 (2015)] where the $S$-matrix pole method (SMP) which is only valid for resonances has been developed to derive a new explicit expression for the asymptotic normalization…

Nuclear Theory · Physics 2016-03-03 Yu. V. Orlov , B. F. Irgaziev , L. I. Nikitina

Recent studies on diffusion-based sampling methods have shown that Langevin Monte Carlo (LMC) algorithms can be beneficial for non-convex optimization, and rigorous theoretical guarantees have been proven for both asymptotic and finite-time…

Optimization and Control · Mathematics 2019-01-23 Thanh Huy Nguyen , Umut Şimşekli , Gaël Richard

We present an extension of constrained-path auxiliary-field quantum Monte Carlo (CP-AFQMC) for the treatment of correlated electronic systems coupled to phonons. The algorithm follows the standard CP-AFQMC approach for description of the…

Strongly Correlated Electrons · Physics 2021-03-24 Joonho Lee , Shiwei Zhang , David R. Reichman

The Monte Carlo with Absorbing Markov Chains (MCAMC) method is introduced. This method is a generalization of the rejection-free method known as the $n$-fold way. The MCAMC algorithm is applied to the study of the very low-temperature…

Statistical Mechanics · Physics 2009-11-07 M. A. Novotny

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

Numerical Analysis · Mathematics 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

The net charge of solvated entities, ranging from polyelectrolytes and biomolecules to charged nanoparticles and membranes, depends on the local dissociation equilibrium of individual ionizable groups. Incorporation of this phenomenon,…

Soft Condensed Matter · Physics 2022-01-25 Tine Curk , Jiaxing Yuan , Erik Luijten

Variational Monte Carlo (VMC) is an approach for computing ground-state wavefunctions that has recently become more powerful due to the introduction of neural network-based wavefunction parametrizations. However, efficiently training neural…

Machine Learning · Statistics 2023-10-03 Robert J. Webber , Michael Lindsey