Related papers: Optimum Monte Carlo Simulations: Some Exact Result…
Background: Monte Carlo simulations of diffusion are commonly used as a model validation tool as they are especially suitable for generating the diffusion MRI signal in complicated tissue microgeometries. New method: Here we describe the…
We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
This review covers applications of quantum Monte Carlo methods to quantum mechanical problems in the study of electronic and atomic structure, as well as applications to statistical mechanical problems both of static and dynamic nature. The…
In a recent paper Beskos et al (2011), the Sequential Monte Carlo (SMC) sampler introduced in Del Moral et al (2006), Neal (2001) has been shown to be asymptotically stable in the dimension of the state space d at a cost that is only…
A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…
We present the results of a set of Monte Carlo simulations of Dynamically Triangulated Random Surfaces embedded in three dimensions with an extrinsic curvature dependent action. We analyze several observables in the crossover regime and…
We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…
We present results from a fully relativistic Monte Carlo simulation of diffusive shock acceleration (DSA) in unmodified (i.e., test-particle) shocks. The computer code uses a single algorithmic sequence to smoothly span the range from…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective…
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…
We investigate the crumpling transition for a dynamically triangulated random surface embedded in two dimensions using an effective model in which the disordering effect of the $X$ variables on the correlations of the normals is replaced by…
This paper concerns the approximation of smooth, high-dimensional functions from limited samples using polynomials. This task lies at the heart of many applications in computational science and engineering - notably, some of those arising…
We discuss the effects of fixing the winding number in quantum Monte Carlo simulations. We present a simple geometrical argument as well as strong numerical evidence that one can obtain exact ground state results for periodic boundary…
We consider the equilibration rate for fermions in Bose-Fermi mixtures undergoing cross-dimensional rethermalization. Classical Monte Carlo simulations of the relaxation process are performed over a wide range of parameters, focusing on the…
We investigate, both analytically and with numerical simulations, a Monte Carlo dynamics at zero temperature, where a random walker evolving in continuous space and discrete time seeks to minimize its potential energy, by decreasing this…
On the base of the diffusion Monte-Carlo method we develop the method allowing to simulate the quantum systems with complex wave function. The method is exact and there are no approximations on the simulations of the module and the phase of…
Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…
We examine the question of the criteria of the relaxation to the equilibrium in the hard disk dynamics. In the Event-Chain Monte Carlo, we check the displacement distributions which follows to the exponential law.