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The stochastic density functional theory (sDFT) has exhibited advantages over the standard Kohn-Sham DFT method and has become an attractive approach for large-scale electronic structure calculations. The sDFT method avoids the expensive…

Computational Physics · Physics 2025-12-08 Xue Quan , Huajie Chen

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

We propose a hybrid deterministic and stochastic approach to achieve extended time scales in atomistic simulations that combines the strengths of molecular dynamics (MD) and Monte Carlo (MC) simulations in an easy-to-implement way. The…

Materials Science · Physics 2011-10-18 Pratyush Tiwary , Axel van de Walle

The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…

Computational Physics · Physics 2009-11-10 Denis Horvath , Martin Gmitra

We determine the critical layer thickness for the appearance of misfit dislocations as a function of the misfit between the lattice constants of the substrate and the adsorbate from Kinetic Monte Carlo (KMC) simulations of heteroepitaxial…

Materials Science · Physics 2016-08-31 F. Much , M. Ahr , M. Biehl , W. Kinzel

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

Computational Physics · Physics 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

In this work, a coarse-graining method previously proposed by the authors in a companion paper based on solving diffusion equations is applied to CFD-DEM simulations, where coarse graining is used to obtain solid volume fraction, particle…

Computational Physics · Physics 2015-01-07 Rui Sun , Heng Xiao

Kinetic Monte-Carlo (KMC) simulations are a well-established numerical tool to investigate the time-dependent surface morphology in molecular beam epitaxy (MBE) experiments. In parallel, simplified approaches such as limited mobility (LM)…

Computational Physics · Physics 2019-09-18 Thomas Martynec , Sabine H. L. Klapp

We explore Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) for radiation transport in high-velocity outflows with structured opacity. The IMC method is a stochastic computational technique for nonlinear radiation…

High Energy Astrophysical Phenomena · Physics 2015-06-16 Ryan T. Wollaeger , Daniel R. van Rossum , Carlo Graziani , Sean M. Couch , George C. Jordan , Donald Q. Lamb , Gregory A. Moses

We develop new multilevel Monte Carlo (MLMC) methods to estimate the expectation of the smallest eigenvalue of a stochastic convection-diffusion operator with random coefficients. The MLMC method is based on a sequence of finite element…

Numerical Analysis · Mathematics 2024-02-13 Tiangang Cui , Hans De Sterck , Alexander D. Gilbert , Stanislav Polishchuk , Robert Scheichl

Divide-and-conquer MCMC is a strategy for parallelising Markov Chain Monte Carlo sampling by running independent samplers on disjoint subsets of a dataset and merging their output. An ongoing challenge in the literature is to efficiently…

Machine Learning · Statistics 2024-06-18 C. Trojan , P. Fearnhead , C. Nemeth

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

Very recently, Transformation based Markov Chain Monte Carlo (TMCMC) was proposed by Dutta and Bhattcharya (2013) as a much efficient alternative to the Metropolis-Hastings algorithm, Random Walk Metropolis (RWM) algorithm, especially in…

Computation · Statistics 2017-07-26 Kushal Kr Dey , Sourabh Bhattacharya

In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…

Computation · Statistics 2026-05-01 Jingning Yao , Ajay Jasra , Sheng Jiang

Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…

Accurate determination of electronic properties of correlated oxides remains a significant challenge for computational theory. Traditional Hubbard-corrected density functional theory (DFT+U) frequently encounters limitations in precisely…

Materials Science · Physics 2024-03-19 Hyeondeok Shin , Kevin Gasperich , Tomas Rojas , Anh T. Ngo , Jaron T. Krogel , Anouar Benali

Recent technical advances in dealing with finite-size errors make quantum Monte Carlo methods quite appealing for treating extended systems in electronic structure calculations, especially when commonly-used density functional theory (DFT)…

Materials Science · Physics 2016-10-06 Kyle G. Reeves , Yi Yao , Yosuke Kanai

To better understand the capture process by a nanopore, we introduce an efficient Kinetic Monte Carlo (KMC) algorithm that can simulate long times and large system sizes by mapping the dynamic of a point-like particle in a 3D spherically…

Biological Physics · Physics 2021-03-22 Le Qiao , Maxime Ignacio , Gary W. Slater

Ab initio auxiliary-field quantum Monte Carlo (AFQMC) is a systematically improvable many-body method, but its application to extended solids has been severely limited by unfavorable computational scaling and memory requirements that…

Strongly Correlated Electrons · Physics 2026-02-25 Jinghong Zhang , Meng-Fu Chen , Adam Rettig , Tong Jiang , Paul J. Robinson , Hieu Q. Dinh , Anton Z. Ni , Joonho Lee
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