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In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
We study kinetic Monte-Carlo (KMC) descriptions of active particles. By relying on large discrete time steps, KMC algorithms accelerate the relaxational dynamics of active systems towards their steady-state. We show, however, that their…
A parallelized hybrid Monte Carlo (HMC) methodology is devised to quantify the microstructural evolution of polycrystalline material under elastic loading. The approach combines a time explicit material point method (MPM) for the mechanical…
Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…
The standard kinetic Monte Carlo algorithm is an extremely efficient method to carry out serial simulations of dynamical processes such as thin-film growth. However, in some cases it is necessary to study systems over extended time and…
We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…
Extended solids are frequently simulated as finite systems with periodic boundary conditions, which due to the long-range nature of the Coulomb interaction may lead to slowly decaying finite- size errors. In the case of Quantum-Monte-Carlo…
We develop a novel Monte Carlo strategy for the simulation of the Boltzmann-BGK model with both low-collisional and high-collisional regimes present. The presented solution to maintain accuracy in low-collisional regimes and remove…
Quantum Monte Carlo simulations are powerful and versatile tools for the quantum many-body problem. In addition to the usual calculations of energies and eigenstate observables, quantum Monte Carlo simulations can in principle be used to…
A kinetic Monte Carlo approach is developed for studying growth and evaporation of nanoparticles on/off nanotubes. This study has been motivated by recent experimental advances in using nanoparticle evaporation (sublimation) off…
Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…
A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…
We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…
Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…
We present a lattice-gas (generalised Ising) model for liquid droplets on solid surfaces. The time evolution in the model involves two processes: (i) Single-particle moves which are determined by a kinetic Monte Carlo algorithm. These…
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…
We propose a hierarchy of multi-level kinetic Monte Carlo methods for sampling high-dimensional, stochastic lattice particle dynamics with complex interactions. The method is based on the efficient coupling of different spatial resolution…
We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…
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…
As the size of engineered systems grows, problems in reliability theory can become computationally challenging, often due to the combinatorial growth in the cut sets. In this paper we demonstrate how Multilevel Monte Carlo (MLMC) - a…