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Monte Carlo simulation is one of the most important tools in the study of diffusion processes. For constant diffusion coefficients, an appropriate Gaussian distribution of particle's steplengths can generate exact results, when compared…

Computational Physics · Physics 2015-06-12 V. Ruiz Barlett , M. Hoyuelos , H. O. Mártin

We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…

Computational Physics · Physics 2009-11-07 S. P. Li

We use Monte Carlo techniques to simulate an organized prediction competition between a group of a scientific experts acting under the influence of a ``self-governing'' prediction reward algorithm. Our aim is to illustrate the advantages of…

Social and Information Networks · Computer Science 2023-05-09 J. O. Gonzalez-Hernandez , Jonathan Marino , Ted Rogers , Brandon Velasco

A Monte Carlo method to optimize cuts on variables is presented and evaluated. The method gives a much higher signal to noise ratio than does a manual choice of cuts.

High Energy Physics - Phenomenology · Physics 2007-12-21 Erik Elfgren

The performance of multiuser systems is both difficult to measure fairly and to optimize. Most resource allocation problems are non-convex and NP-hard, even under simplifying assumptions such as perfect channel knowledge, homogeneous…

Information Theory · Computer Science 2012-04-27 Emil Björnson , Gan Zheng , Mats Bengtsson , Björn Ottersten

We implement a Monte Carlo sampling strategy to extract helicity parton densities and their uncertainties from a reference set of longitudinally polarized scattering data, chosen to be that used in the DSSV14 global analysis. Instead of…

High Energy Physics - Phenomenology · Physics 2019-12-25 Daniel de Florian , Gonzalo Agustin Lucero , Rodolfo Sassot , Marco Stratmann , Werner Vogelsang

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…

Numerical Analysis · Mathematics 2020-10-29 Alessio Quaglino , Simone Pezzuto , Rolf Krause

We present a method for optimizing the location of the fermion ground-state nodes using a combination of diffusion Monte Carlo (DMC) and projected gradient descent (PGD). A PGD iteration shifts the parameters of an arbitrary node-fixing…

Computational Physics · Physics 2022-04-06 John McFarland , Efstratios Manousakis

We report diffusion quantum Monte Carlo calculations of three-dimensional Wigner crystals in the density range r_s=100-150. We have tested different types of orbital for use in the approximate wave functions but none improve upon the simple…

Strongly Correlated Electrons · Physics 2008-01-03 N. D. Drummond , Z. Radnai , J. R. Trail , M. D. Towler , R. J. Needs

We present an algorithm for rigid body diffusion Monte Carlo with importance sampling, which is based on a rigorous short-time expansion of the Green's function for rotational motion in three dimensions. We show that this short-time…

Computational Physics · Physics 2009-11-07 Alexandra Viel , Mehul V. Patel , Parhat Niyaz , K. Birgitta Whaley

We propose an accurate variational Monte Carlo method applicable in the presence of the strong spin-orbit interaction. Our variational wave functions consist of generalized Pfaffian-Slater wave functions that involve mixtures of singlet and…

Strongly Correlated Electrons · Physics 2015-11-10 Moyuru Kurita , Youhei Yamaji , Satoshi Morita , Masatoshi Imada

Fragmentation methods applied to multireference wave functions constitute a road towards the application of highly accurate ab initio wave function calculations to large molecules and solids. However, it is important for reproducibility and…

Chemical Physics · Physics 2020-07-23 Matthew R. Hermes , Laura Gagliardi

The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…

Probability · Mathematics 2015-10-28 Chii-Ruey Hwang , Raoul Normand , Sheng-Jhih Wu

Purpose: Respiratory motion and the interplay effect cause the dose delivered to a patient with spot-scanned proton therapy to differ from the dose planned for during optimization. A new 4D robust optimization methodology was developed…

The performance of the Monte Carlo sampling methods relies on the crucial choice of a proposal density. The notion of optimality is fundamental to design suitable adaptive procedures of the proposal density within Monte Carlo schemes. This…

Computation · Statistics 2026-02-24 Fernando Llorente , Luca Martino

This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…

Statistics Theory · Mathematics 2009-03-03 Alexandros Beskos , Omiros Papaspiliopoulos , Gareth Roberts

Fixed-node diffusion Monte Carlo (DMC) is a stochastic algorithm for finding the lowest energy many-fermion wave function with the same nodal surface as a chosen trial function. It has proved itself among the most accurate methods available…

Condensed Matter · Physics 2009-10-31 W. M. C. Foulkes , Randolph Q. Hood , R. J. Needs

Intermittent renewable energy resources like wind and solar pose great uncertainty of multiple time scales, from minutes to years, on the design and operation of power systems. Energy system optimization models have been developed to find…

Optimization and Control · Mathematics 2022-04-27 Yuheng Zhang , Vivian Cheng , Dharik S. Mallapragada , Jie Song , Guannan He

We have studied the spin-polarized three-dimensional homogeneous electron gas using the diffusion quantum Monte Carlo method, with trial wave functions including backflow and three-body correlations in the Jastrow factor, and we have used…

Strongly Correlated Electrons · Physics 2013-08-28 G G Spink , R J Needs , N D Drummond

Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…

Data Analysis, Statistics and Probability · Physics 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser