Related papers: Physics Constrained Neural Collision Operators for…
We develop a novel multilevel asymptotic-preserving Monte Carlo method, called Multilevel Kinetic-Diffusion Monte Carlo (ML-KDMC), for simulating the kinetic Boltzmann transport equation with a Bhatnagar-Gross-Krook (BGK) collision…
Self-learning Monte Carlo (SLMC) method is a general algorithm to speedup MC simulations. Its efficiency has been demonstrated in various systems by introducing an effective model to propose global moves in the configuration space. In this…
A deterministic-stochastic coupling scheme is developed for simulating rarefied gas flows, where the key process is the alternative solving of the macroscopic synthetic equations [Su et al., J. Comput. Phys., 407 (2020) 109245] and the…
We present Neural Stochastic Contraction Metrics (NSCM), a new design framework for provably-stable robust control and estimation for a class of stochastic nonlinear systems. It uses a spectrally-normalized deep neural network to construct…
Ab initio quantum Monte Carlo (QMC) methods are state-of-the-art electronic structure calculations based on highly parallelizable stochastic frameworks for accurate solutions of the many-body Schr{\"o}dinger equation, suitable for modern…
In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…
Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…
Bayesian inference in the physical sciences faces a fundamental challenge: the imperative for high-fidelity physical modeling often clashes with the intrinsic limitations of stochastic sampling algorithms. Complex, high-dimensional…
We propose an operator learning approach to accelerate geometric Markov chain Monte Carlo (MCMC) for solving infinite-dimensional Bayesian inverse problems (BIPs). While geometric MCMC employs high-quality proposals that adapt to posterior…
A quantum interatomic scattering is implemented in the direct simulation Monte Carlo (DSMC) method applied to transport phenomena in rarefied gases. In contrast to the traditional DSMC method based on the classical scattering, the proposed…
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…
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…
The high dimensionality of kinetic equations with stochastic parameters poses major computational challenges for uncertainty quantification (UQ). Traditional Monte Carlo (MC) sampling methods, while widely used, suffer from slow convergence…
The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They rely on knowledge of interevent probability density functions (PDFs) and on…
The computational cost of traditional first-principles method quickly becomes prohibitively expensive as the number of atoms increases. This challenge is further amplified by the need to evaluate finite-temperature properties with Monte…
In this paper, we focus on the construction of a hybrid scheme for the approximation of non-Maxwellian kinetic models with uncertainties. In the context of multiagent systems, the introduction of a kernel at the kinetic level is useful to…
We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…
Stochastic gradient Markov chain Monte Carlo (SG-MCMC) methods are Bayesian analogs to popular stochastic optimization methods; however, this connection is not well studied. We explore this relationship by applying simulated annealing to an…
Monte Carlo (MC) simulations are the standard tool for describing jet-like multi-particle final states. To apply them to the simulation of medium-modified jets in heavy ion collisions, a probabilistic implementation of medium-induced…
Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…