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Many materials science phenomena, such as growth and self-organisation, are dominated by activated diffusion processes and occur on timescales that are well beyond the reach of standard-molecular dynamics simulations. Kinetic Monte Carlo…

Materials Science · Physics 2009-11-13 fedwa El-Mellouhi , Normand Mousseau , Laurent J. Lewis

We develop a formalism and present an algorithm for optimization of the trial wave-function used in fixed-node diffusion quantum Monte Carlo (DMC) methods. We take advantage of a basic property of the walker configuration distribution…

Strongly Correlated Electrons · Physics 2015-05-13 Fernando A. Reboredo , Randolph Q. Hood , Paul R. C. Kent

The goal of this paper is to study convergence and error estimates of the Monte Carlo method for the Navier-Stokes equations with random data. To discretize in space and time, the Monte Carlo method is combined with a suitable deterministic…

Numerical Analysis · Mathematics 2022-05-10 Eduard Feireisl , Mária Lukáčová - Medviďová , Bangwei She , Yuhuan Yuan

Monte Carlo (MC) methods are important computational tools for molecular structure optimizations and predictions. When solvent effects are explicitly considered, MC methods become very expensive due to the large degree of freedom associated…

Biomolecules · Quantitative Biology 2022-02-09 Jiahui Chen , Weihua Geng , Guo-Wei Wei

The Direct Simulation Monte Carlo (DSMC) method, developed originally to calculate rarefied gas dynamical problems, is applied to continuous flow including shocks assuming that the Knudsen number is sufficiently small. In particular, we…

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

On the base of Diffusion Monte-Carlo method it is developed a new Complex Diffusion Monte-Carlo (CDMC) method allowing to simulate the quantum systems with complex wave function. There are no approximations on the calculation of modulus and…

Condensed Matter · Physics 2007-05-23 B. Abdullaev , M. Musakhanov , A. Nakamura

Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…

Statistical Mechanics · Physics 2015-06-12 Alan R. Denton , Michael P. Schmidt

Diffusion Monte Carlo (DMC) simulations for fermions are becoming the standard to provide high quality reference data in systems that are too large to be investigated via quantum chemical approaches. DMC with the fixed-node approximation…

Chemical Physics · Physics 2016-07-06 Andrea Zen , Sandro Sorella , Michael J. Gillan , Angelos Michaelides , Dario Alfè

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

We present two machine learning methodologies that are capable of predicting diffusion Monte Carlo (DMC) energies with small datasets (~60 DMC calculations in total). The first uses voxel deep neural networks (VDNNs) to predict DMC energy…

Mesoscale and Nanoscale Physics · Physics 2022-11-02 Kevin Ryczko , Jaron T. Krogel , Isaac Tamblyn

We use the Multi Level Monte Carlo method to estimate uncertainties in a Henry-like salt water intrusion problem with a fracture. The flow is induced by the variation of the density of the fluid phase, which depends on the mass fraction of…

Numerical Analysis · Mathematics 2025-01-17 Dmitry Logashenko , Alexander Litvinenko , Raul Tempone , Gabriel Wittum

In the context of the validation of PICLas, a kinetic particle suite for the simulation of rarefied, non-equilibrium plasma flows, the biased hypersonic nitrogen flow around a blunted cone was simulated with the Direct Simulation Monte…

Computational Physics · Physics 2018-11-13 T. Binder , S. Copplestone , A. Mirza , P. Nizenkov , P. Ortwein , M. Pfeiffer , W. Reschke , C. -D. Munz , S. Fasoulas

The real-space variation quantum Monte Carlo (VMC) and diffusion quantum Monte Carlo (DMC) are used to calculate the quasiparticle energy bands and the quasiparticle effective mass of the paramagnetic and ferromagnetic two-dimensional…

Strongly Correlated Electrons · Physics 2025-11-07 S. Azadi , N. D. Drummond , A. Principi , R. V. Belosludov , M. S. Bahramy

Estimating risk measures such as large loss probabilities and Value-at-Risk is fundamental in financial risk management and often relies on computationally intensive nested Monte Carlo methods. While Multi-Level Monte Carlo (MLMC)…

Computational Finance · Quantitative Finance 2025-10-23 Alexandre Boumezoued , Adel Cherchali , Vincent Lemaire , Gilles Pagès , Mathieu Truc

A novel multiscale numerical method is developed to accelerate direct simulation Monte Carlo (DSMC) simulations for polyatomic gases with internal energy. This approach applies the general synthetic iterative scheme to stochastic…

Computational Physics · Physics 2025-01-22 Liyan Luo , Tao Huang , Qi Li , Lei Wu

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer

We present a Nested Markov chain Monte Carlo (NMC) scheme for building equilibrium averages based on accurate potentials such as density functional theory. Metropolis sampling of a reference system, defined by an inexpensive but approximate…

Chemical Physics · Physics 2015-06-17 Jeff Leiding , Joshua D. Coe

Fixed node diffusion quantum Monte Carlo (FN-DMC) is an increasingly used computational approach for investigating the electronic structure of molecules, solids, and surfaces with controllable accuracy. It stands out among equally accurate…

Computational Physics · Physics 2019-10-03 Andrea Zen , Jan Gerit Brandenburg , Angelos Michaelides , Dario Alfè

The self-healing diffusion Monte Carlo algorithm (SHDMC) [Phys. Rev. B {\bf 79}, 195117 (2009), {\it ibid.} {\bf 80}, 125110 (2009)] is shown to be an accurate and robust method for calculating the ground state of atoms and molecules. By…

Strongly Correlated Electrons · Physics 2015-05-14 Michal Bajdich , Murilo L. Tiago , Randolph Q. Hood , Paul R. C. Kent , Fernando A. Reboredo

Simulating water droplets made up of millions of molecules and on timescales as needed in biological and technological applications is challenging due to the difficulty of balancing accuracy with computational capabilities. Most detailed…

Statistical Mechanics · Physics 2025-05-12 Luis Enrique Coronas , Oriol Vilanova , Giancarlo Franzese
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