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A novel linear integration rule called $\textit{control neighbors}$ is proposed in which nearest neighbor estimates act as control variates to speed up the convergence rate of the Monte Carlo procedure on metric spaces. The main result is…

Numerical Analysis · Mathematics 2024-04-05 Rémi Leluc , François Portier , Johan Segers , Aigerim Zhuman

We consider several multiscale-in-time kinetic Monte Carlo models, in which some variables evolve on a fast time scale, while the others evolve on a slow time scale. In the first two models we consider, a particle evolves in a…

Probability · Mathematics 2015-06-12 Salma Lahbabi , Frederic Legoll

Context. The diffusive shock acceleration mechanism has been widely accepted as the acceleration mechanism for galactic cosmic rays. While self-consistent hybrid simulations have shown how power-law spectra are produced, detailed…

High Energy Astrophysical Phenomena · Physics 2015-06-04 M. Wolff , R. C. Tautz

We present a method based on the Path Integral Monte Carlo formalism for the calculation of ground-state time correlation functions in quantum systems. The key point of the method is the consideration of time as a complex variable whose…

Statistical Mechanics · Physics 2015-06-24 Riccardo Rota , Joaquim Casulleras , Ferran Mazzanti , Jordi Boronat

In quantum Monte Carlo (QMC) methods, energy estimators are calculated as the statistical average of the Markov chain sampling of energy estimator along with an associated statistical error. This error estimation is not straightforward and…

Computational Physics · Physics 2022-04-26 Tom Ichibha , Kenta Hongo , Ryo Maezono , Alex J. W. Thom

Quantum Monte Carlo (QMC) methods such as Variational Monte Carlo, Diffusion Monte Carlo or Path Integral Monte Carlo are the most accurate and general methods for computing total electronic energies. We will review methods we have…

Computational Physics · Physics 2007-05-23 David Ceperley , Mark Dewing , Carlo Pierleoni

The calculation of scattering amplitudes at higher orders in perturbation theory has reached a high degree of maturity. However, their usage to produce physical predictions within Monte Carlo programs is often precluded by the slow…

High Energy Physics - Phenomenology · Physics 2025-09-24 Víctor Bresó , Gudrun Heinrich , Vitaly Magerya , Anton Olsson

Calculating free energy differences is a topic of substantial interest and has many applications including molecular docking and hydration, solvation, and binding free energies which is used in computational drug discovery. However, in…

Chemical Physics · Physics 2013-10-16 Asaf Farhi

I discuss the use of path integrals to study strong-interaction physics from first principles. The underlying theory is cast into path integrals which are evaluated numerically using Monte Carlo methods on a space-time lattice. Examples are…

Nuclear Theory · Physics 2017-08-23 Frank X. Lee

Electron spectrometry is traditionally challenging due to the difficulty of correctly reconstructing the original energy of the detected electrons. Silicon Drift Detectors, extensively used for X-ray spectrometry, are a promising technology…

An adaptive, kink-based path integral formalism is used to calculate the ground state energies of the atoms He-Ne. The method uses an adaptive scheme to virtually eliminate the sign difficulties. This is done by using a Monte Carlo scheme…

Chemical Physics · Physics 2009-11-07 Randall W. Hall

A general and rigorous methodology to compute the quantum equilibrium isotope effect is described. Unlike standard approaches, ours does not assume separability of rotational and vibrational motions and does not make the harmonic…

Chemical Physics · Physics 2015-05-13 Tomas Zimmermann , Jiri Vanicek

High-energy physics simulations traditionally rely on classical Monte Carlo methods to model complex particle interactions, often incurring significant computational costs. In this paper, we introduce a novel quantum-enhanced simulation…

Quantum Physics · Physics 2025-02-28 Euimin Lee , Sangmin Lee , Shiho Kim

The implementation and reliability of a quadratic diffusion Monte Carlo method for the study of ground-state properties of atoms are discussed. We show in the simple yet non-trivial calculation of the binding energy of the Li atom that the…

Condensed Matter · Physics 2009-11-07 A. Sarsa , J. Boronat , J. Casulleras

The ability of widely used sampling methods, such as molecular dynamics or Monte Carlo, to explore complex free energy landscapes is severely hampered by the presence of kinetic bottlenecks. A large number of solutions have been proposed to…

Statistical Mechanics · Physics 2014-08-29 Omar Valsson , Michele Parrinello

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

Biomolecules · Quantitative Biology 2020-10-13 Arun V. Sathanur , Nathan A. Baker

In this and subsequent paper arXiv:1011.5185 we develop a recursive approach for calculating the short-time expansion of the propagator for a general quantum system in a time-dependent potential to orders that have not yet been accessible…

Statistical Mechanics · Physics 2011-08-09 Antun Balaz , Ivana Vidanovic , Aleksandar Bogojevic , Aleksandar Belic , Axel Pelster

Monte Carlo is a simple and flexible tool that is widely used in computational finance. In this context, it is common for the quantity of interest to be the expected value of a random variable defined via a stochastic differential equation.…

Numerical Analysis · Mathematics 2015-05-06 Desmond J. Higham

The computation of integrals is a fundamental task in the analysis of functional data, which are typically considered as random elements in a space of squared integrable functions. Borrowing ideas from recent advances in the Monte Carlo…

Methodology · Statistics 2025-01-16 Valentin Patilea , Sunny G. W. Wang

An efficient hybrid numerical method for multiple scattering calculations is proposed. We use the well established doubling--adding method to find the reflection function of the lowermost homogeneous slab comprising the atmosphere of our…

Instrumentation and Methods for Astrophysics · Physics 2016-11-04 Kiyoshi Kawabata
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