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A new method for the stabilization of the sign problem in the Green Function Monte Carlo technique is proposed. The method is devised for real lattice Hamiltonians and is based on an iterative ''stochastic reconfiguration'' scheme which…
We extend to quenched disordered systems the variational scheme for real space renormalization group calculations that we recently introduced for homogeneous spin Hamiltonians. When disorder is present our approach gives access to the flow…
We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. The algorithm avoids the computation of almost all non-leading terms. Its use is illustrated by…
A review of the Loop Algorithm, its generalizations, and its relation to some other Monte Carlo techniques is given. The loop algorithm is a Quantum Monte Carlo procedure which employs nonlocal changes of worldline configurations,…
The results of numerical simulation using a modified Monte Carlo method with a thermostat algorithm for a pseudospin model of orthonickelates are presented. Temperature phase diagrams are constructed for various degrees of filling and for…
This review gives an overview on the research of algorithms for dynamical fermions used in large scale lattice QCD simulations. First a short overview on the state-of-the-art of ensemble generation at the physical point is given. Followed…
In this paper, we focus on the construction of a hybrid scheme for the approximation of non-Maxwellian kinetic models with uncertainties. In the context of multiagent systems, the introduction of a kernel at the kinetic level is useful to…
This paper presents a probabilistic method for capturing non-monotonic behavior under the biphasic dose-response regime observed in many biological systems experiencing different types of stress. The proposed method is based on the…
Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…
Reconstruction of one-dimensional kinematic distributions from calculations based on high-dimensional Monte-Carlo integration is a standard problem in high-energy physics. Traditionally, this is done by collecting randomly-generated events…
Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…
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…
The numerical reconstruction of controls for nonlinear partial differential equations (PDEs) remains a challenging and relatively underdeveloped problem, despite the extensive literature on controllability theory. In this work, we introduce…
We consider a class of finite time horizon nonlinear stochastic optimal control problem, where the control acts additively on the dynamics and the control cost is quadratic. This framework is flexible and has found applications in many…
Negatively weighted events, which appear in the Monte Carlo (MC) simulation of particle collisions, significantly increases the computational resource requirements of current and future collider experiments. This paper introduces and…
We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…
Ab initio path integral Monte Carlo (PIMC) simulations constitute the gold standard for the estimation of a broad range of equilibrium properties of a host of interacting quantum many-body systems spanning conditions from ultracold atoms to…
A new parallelized simulation code is presented, which uses a Monte Carlo method to determine particle spectra in the KATRIN source. Reaction chains are generated from the decay of tritium within the source. The code includes all relevant…
We have studied the spin-polarized three-dimensional homogeneous electron gas using the diffusion quantum Monte Carlo method, with trial wave functions including backflow and three-body correlations in the Jastrow factor, and we have used…
Monte Carlo simulations of the Ising model play an important role in the field of computational statistical physics, and they have revealed many properties of the model over the past few decades. However, the effect of frustration due to…