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(Pseudo)random sampling, a costly yet widely used method in (probabilistic) machine learning and Markov Chain Monte Carlo algorithms, remains unfeasible on a truly large scale due to unmet computational requirements. We introduce an…

Computational Physics · Physics 2025-01-03 Nicolas Alder , Shivam Nitin Kajale , Milin Tunsiricharoengul , Deblina Sarkar , Ralf Herbrich

Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…

Computational Physics · Physics 2015-06-15 Zecheng Gan , Zhenli Xu

We present Generative Monte Carlo (GMC), a novel paradigm for particle transport simulation that integrates generative artificial intelligence directly into the stochastic solution of the linear Boltzmann equation. By reformulating the…

Computational Physics · Physics 2025-12-17 Joseph A. Farmer , Aidan Murray , Johannes Krotz , Ryan G. McClarren

Extending Moore's law by augmenting complementary-metal-oxide semiconductor (CMOS) transistors with emerging nanotechnologies (X) has become increasingly important. One important class of problems involve sampling-based Monte Carlo…

With a growing interest in securing user data within the internet-of-things (IoT), embedded encryption has become of paramount importance, requiring light-weight high-quality Random Number Generators (RNGs). Emerging stochastic device…

Emerging Technologies · Computer Science 2026-03-03 Furqan Zahoor , Ibrahim A. Albulushi , Saleh Bunaiyan , Anupam Chattopadhyay , Hesham ElSawy , Feras Al-Dirini

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In…

Quantum Physics · Physics 2020-09-02 Koichi Miyamoto , Kenji Shiohara

Statistical machine learning often uses probabilistic algorithms, such as Markov Chain Monte Carlo (MCMC), to solve a wide range of problems. Probabilistic computations, often considered too slow on conventional processors, can be…

Signal Processing · Electrical Eng. & Systems 2020-03-26 Xiangyu Zhang , Ramin Bashizade , Yicheng Wang , Cheng Lyu , Sayan Mukherjee , Alvin R. Lebeck

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

The true random number generators (TRNGs) have received extensive attention because of their wide applications in information transmission and encryption. The true random numbers generated by TRNG are typically applied to the encryption…

Applied Physics · Physics 2020-06-24 Yong Yao , Xing Chen , Wang Kang , Youguang Zhang , Weisheng Zhao

Nanoscale thermal transport is governed by the phonon Boltzmann transport equation (BTE). However, simulating the sub-continuum dynamics remains computationally prohibitive due to the high dimensionality of the phase space and the intrinsic…

Mesoscale and Nanoscale Physics · Physics 2026-04-06 Roberto Riganti , Luca Dal Negro

Random number generators (RNG) are an important resource in many areas: cryptography (both quantum and classical), probabilistic computation (Monte Carlo methods), numerical simulations, industrial testing and labeling, hazard games,…

Quantum Physics · Physics 2015-05-27 Mario Stipcevic

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov Chain Monte Carlo (MCMC) is often used for the numerical solution of…

Numerical Analysis · Mathematics 2017-11-15 Matthias Morzfeld , Marcus S. Day , Ray W. Grout , George Shu Heng Pau , Stefan A. Finsterle , John B. Bell

In this article we consider recursive approximations of the smoothing distribution associated to partially observed stochastic differential equations (SDEs), which are observed discretely in time. Such models appear in a wide variety of…

Methodology · Statistics 2018-05-15 Jeremie Houssineau , Ajay Jasra , Sumeetpal S. Singh

Large quantities of random numbers are crucial in a wide range of applications. We have recently demonstrated that perpendicular nanopillar magnetic tunnel junctions (pMTJs) can produce true random bits when actuated with short pulses.…

Mesoscale and Nanoscale Physics · Physics 2024-06-21 Andre Dubovskiy , Troy Criss , Ahmed Sidi El Valli , Laura Rehm , Andrew D. Kent , Andrew Haas

In particle physics, Monte Carlo (MC) event generators are needed to compare theory to the measured data. Many MC samples have to be generated to account for theoretical systematic uncertainties, at a significant computational cost.…

High Energy Physics - Experiment · Physics 2023-12-04 Valentina Guglielmi

We present a highly scalable Monte Carlo (MC) three-dimensional photon transport simulation platform designed for heterogeneous computing systems. Through the development of a massively parallel MC algorithm using the Open Computing…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-06 Leiming Yu , Fanny Nina-Paravecino , David Kaeli , Qianqian Fang

Monte Carlo criticality simulations are widely used in nuclear safety demonstrations, as they offer an arbitrarily precise estimation of global and local tallies while making very few assumptions. However, since the inception of such…

Statistical Mechanics · Physics 2023-01-11 Kévin Fröhlicher , Eric Dumonteil , Loïc Thulliez , Julien Taforeau , Mariya Brovchenko

Monte Carlo particle transport codes are well established on classical hardware and are considered as the reference tool for nuclear applications. In a growing number of domains, the design of algorithms is progressively shifting towards…

Quantum Physics · Physics 2024-10-28 Noé Olivier , Michel Nowak