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We discuss modern ideas in Monte Carlo algorithms in the simplified setting of the one-dimensional anharmonic oscillator. After reviewing the connection between molecular dynamics and Monte Carlo, we introduce to the Metropolis and the…

Statistical Mechanics · Physics 2024-08-07 Gabriele Tartero , Werner Krauth

We develop a classical Monte Carlo algorithm based on a quasi-classical approximation for a pseudospin S=1 Hamiltonian in real space to construct a phase diagram of a model cuprate with a high Tc. A model description takes into account both…

Strongly Correlated Electrons · Physics 2021-10-25 Yu. D. Panov , A. S. Moskvin , A. A. Chikov , V. A. Ulitko

A Monte Carlo algorithm is said to be adaptive if it automatically calibrates its current proposal distribution using past simulations. The choice of the parametric family that defines the set of proposal distributions is critical for good…

Statistics Theory · Mathematics 2011-11-11 Christian Schäfer , Nicolas Chopin

Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…

Computation · Statistics 2017-10-11 Roland Lamberti , Yohan Petetin , François Desbouvries , François Septier

Dynamical systems in engineering and physics are often subject to irregular excitations that are best modeled as random. Monte Carlo simulations are routinely performed on such random models to obtain statistics on their long-term response.…

Dynamical Systems · Mathematics 2024-07-08 Zhenwei Xu , Roshan S. Kaundinya , Shobhit Jain , George Haller

The effect of doping in Si3N4 membranes on the secondary electron yield is investigated using Monte Carlo simulations of the electron-matter interactions. The effect of the doping level of silicon doping and the effect of the distribution…

High Energy Physics - Experiment · Physics 2022-03-23 A. M. M. G. Theulings , S. X. Tao , C. W. Hagen , H. Van der Graaf

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

Chemical Physics · Physics 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo

We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, which coefficients are evaluated using Monte Carlo…

Probability · Mathematics 2007-05-23 Emmanuel Gobet , Jean-Philippe Lemor , Xavier Warin

As an extension of the former study on 2-dimensional systems, we simulate phase behavior of polymer-grafted colloidal particles in 3 dimensions by molecular Monte Carlo technique in the canonical ensemble. We use a spherically symmetric…

Soft Condensed Matter · Physics 2014-04-02 Yuki Norizoe , Toshihiro Kawakatsu

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

A simple Monte Carlo procedure is described for simulating the multiple scattering and absorption of electrons with the incident energy in the range 1-50 keV moving through a slab of uniformly distributed material of given atomic number,…

Materials Science · Physics 2007-05-23 Nima Ghal-eh , Mohammad Farhad Rahimi , Mehrnoush Manouchehri

We construct a rejection-free Monte Carlo method for the hard-disk system. Rejection-free Monte Carlo methods preserve the time-evolution behavior of the standard Monte Carlo method, and this relationship is confirmed for our method by…

Statistical Mechanics · Physics 2015-06-24 H. Watanabe , S. Yukawa , M. A. Novotny , N. Ito

We develop a method for calculating the fundamental electronic gap of semiconductors and insulators using grand canonical Quantum Monte Carlo simulations. We discuss the origin of the bias introduced by supercell calculations of finite size…

Materials Science · Physics 2020-02-12 Yubo Yang , Vitaly Gorelov , Carlo Pierleoni , David M. Ceperley , Markus Holzmann

Recursive Monte Carlo filters, also called particle filters, are a powerful tool to perform computations in general state space models. We discuss and compare the accept--reject version with the more common sampling importance resampling…

Statistics Theory · Mathematics 2007-06-13 Hans R. Künsch

The scattering from crystals can be divided into two parts: Bragg scattering and diffuse scattering. The analysis of Bragg diffraction data gives only information about the average structure of the crystal. The interpretation of diffuse…

Materials Science · Physics 2007-05-23 Th. Proffen , T. R. Welberry

Monte Carlo simulations have been performed for 855 MeV and 6.3 GeV electrons channeling in silicon single crystals at circular bent (111) planes. The aim was to identify critical experimental parameters which effect the volume-deflection…

Accelerator Physics · Physics 2022-09-07 H. Backe

A new method based on a Reverse Monte Carlo [RMC] technique and aimed at the inverse problem in the analysis of interstellar (intergalactic) absorption lines is presented. The line formation process in chaotic media with a finite…

Astrophysics · Physics 2022-03-23 S. A. Levshakov , W. H. Kegel , F. Takahara

In image processing, solving inverse problems is the task of finding plausible reconstructions of an image that was corrupted by some (usually known) degradation operator. Commonly, this process is done using a generative image model that…

Image and Video Processing · Electrical Eng. & Systems 2025-08-22 Idan Achituve , Hai Victor Habi , Amir Rosenfeld , Arnon Netzer , Idit Diamant , Ethan Fetaya

We start by discussing some theoretical issues of renormalization group transformations and Monte Carlo renormalization group technique. A method to compute the anomalous dimension is proposed and investigated. As an application, we find…

High Energy Physics - Lattice · Physics 2009-10-30 Alex Travesset

Restricted Boltzmann Machines are simple and powerful generative models that can encode any complex dataset. Despite all their advantages, in practice the trainings are often unstable and it is difficult to assess their quality because the…

Machine Learning · Computer Science 2023-03-16 Nicolas Béreux , Aurélien Decelle , Cyril Furtlehner , Beatriz Seoane