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This is the second in a series of papers that investigates the topological susceptibility in the interacting instanton liquid model (IILM) at finite temperature, and deals with the technical issues relating to the Monte Carlo simulations.…

High Energy Physics - Phenomenology · Physics 2010-01-21 Olivier Wantz

In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…

Statistical Mechanics · Physics 2015-05-20 Gerardo Odriozola

Over the past few years it has been demonstrated that "coarse timesteppers" establish a link between traditional numerical analysis and microscopic/ stochastic simulation. The underlying assumption of the associated…

Biological Physics · Physics 2023-03-24 Constantinos I. Siettos

Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC)…

Machine Learning · Computer Science 2025-08-15 Dmitrii Dobrynin , Masoud Mohseni , John Paul Strachan

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Giacomo Dimarco , Lorenzo Pareschi

The Monte Carlo method is a powerful technique for computing thermodynamic magnetic states of otherwise unsolvable spin Hamiltonians, but the method becomes computationally prohibitive with increasing number of spins and the simulation of…

Computational Physics · Physics 2021-06-22 Michalis Charilaou

We present a fast Monte-Carlo algorithm for simulating epitaxial surface growth, based on the continuous-time Monte-Carlo algorithm of Bortz, Kalos and Lebowitz. When simulating realistic growth regimes, much computational time is consumed…

Materials Science · Physics 2009-11-11 J. P. DeVita , L. M. Sander , P. Smereka

The thinning method for numerical generation of the nonhomogeneous Poisson process (NHPP) arrival times has been adapted to accelerate Monte Carlo simulations of the kinetic Ising models (KIMs) with the Glauber spin-flip dynamics. The…

Statistical Mechanics · Physics 2025-06-02 V. I. Tokar , H. Dreyssé

Quasi-Monte Carlo algorithms are studied for designing discrete approximations of two-stage linear stochastic programs. Their integrands are piecewise linear, but neither smooth nor lie in the function spaces considered for QMC error…

Optimization and Control · Mathematics 2014-10-31 H. Heitsch , H. Leövey , W. Römisch

We introduce an efficient Two-Level Monte Carlo (subset of Multi-Level Monte Carlo, MLMC) estimator for real-time rendering of scenes with global illumination. Using MLMC we split the shading integral into two parts: the radiance cache…

Graphics · Computer Science 2024-12-09 Mikhail Dereviannykh , Dmitrii Klepikov , Johannes Hanika , Carsten Dachsbacher

We propose a new Monte Carlo scheme to study the late-time dynamics of a 2-dim hard sphere fluid, modeled by a tethered network of hard spheres. Fluidity is simulated by breaking and reattaching the flexible tethers. We study the diffusion…

Condensed Matter · Physics 2007-05-23 P. B. Sunil Kumar , Madan Rao

The recently developed auxiliary field diffusion Monte Carlo method is applied to compute the equation of state and the compressibility of neutron matter. By combining diffusion Monte Carlo for the spatial degrees of freedom and auxiliary…

Nuclear Theory · Physics 2009-11-10 A. Sarsa , S. Fantoni , K. E. Schmidt , F. Pederiva

We have developed a Monte Carlo simulation describing the $2 \rightarrow 2$ scatterings of perturbatively produced, non-eikonally propagating high-energy partons with the quarks and gluons of the expanding QCD medium created in…

High Energy Physics - Phenomenology · Physics 2012-05-25 Jussi Auvinen , Kari J. Eskola , Hannu Holopainen , Thorsten Renk

We construct numerical schemes to solve kinetic equations with anomalous diffusion scaling. When the equilibrium is heavy-tailed or when the collision frequency degenerates for small velocities, an appropriate scaling should be made and the…

Numerical Analysis · Mathematics 2015-05-14 Nicolas Crouseilles , Hélène Hivert , Mohammed Lemou

Particle-in-cell methods with stochastic collision models are commonly used to simulate collisional plasma dynamics, with applications ranging from hypersonic flight to semiconductor manufacturing. Code verification of such methods is…

Computational Physics · Physics 2026-05-26 Brian A. Freno , William J. McDoniel , Christopher H. Moore , Neil R. Matula

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

First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…

Fluid Dynamics · Physics 2012-01-16 Roman V. Maltsev

In this work, we develop an atomistic, graph-based kinetic Monte Carlo (KMC) simulation routine to predict crystal morphology. Within this routine, we encode the state of the supercell in a binary occupation vector and the topology of the…

We describe a Monte Carlo scheme for the grand canonical simulation study of fluid phase equilibria in highly size-asymmetrical binary mixtures. The method utilizes an expanded ensemble in which the insertion and deletion of large particles…

Soft Condensed Matter · Physics 2015-05-18 Douglas J. Ashton , Nigel B. Wilding
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