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A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…
We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
The inchworm expansion is a promising approach to solving strongly correlated quantum impurity models due to its reduction of the sign problem in real and imaginary time. However, inchworm Monte Carlo is computationally expensive,…
Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…
How to turn the flip of a coin into a random variable whose expected value equals a scattering amplitude? We answer this question by constructing a numerical algorithm to evaluate curve integrals - a novel formulation of scattering…
We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…
Near-infrared spectroscopy (NIRS) including diffuse optical tomography is an imaging modality which makes use of diffuse light propagation in random media. When optical properties of a random medium is investigated from boundary…
Understanding how laser light scatters from realistic mirror surfaces is crucial for the design, com- missioning and operation of precision interferometers, such as the current and next generation of gravitational-wave detectors. Numerical…
We present a new fast algorithm which allows the simulation of ionising radiation emitted from point sources to be included in high-resolution three-dimensional smoothed particle hydrodynamics simulations of star cluster formation. We…
The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…
Computational tools for characterizing electromagnetic scattering from objects with uncertain shapes are needed in various applications ranging from remote sensing at microwave frequencies to Raman spectroscopy at optical frequencies.…
Relying on Feynman-Kac path-integral methodology, we present a new statistical perspective on wave single-scattering by complex three-dimensional objects. The approach is implemented on three models -- Schiff approximation, Born…
This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…
Numerical simulations of models and theories that describe complex systems such as spin glasses are becoming increasingly important. Beyond fundamental research, these computational methods also find practical applications in fields like…
Diffusion processes with small noise conditioned to reach a target set are considered. The AMS algorithm is a Monte Carlo method that is used to sample such rare events by iteratively simulating clones of the process and selecting…
Bayesian models have become very popular over the last years in several fields such as signal processing, statistics, and machine learning. Bayesian inference requires the approximation of complicated integrals involving posterior…
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…
Quantum Monte Carlo algorithms based on a world-line representation such as the worm algorithm and the directed loop algorithm are among the most powerful numerical techniques for the simulation of non-frustrated spin models and of bosonic…
Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…