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In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…
The physics of crystalline membranes, i.e. fixed-connectivity surfaces embedded in three dimensions and with an extrinsic curvature term, is very rich and of great theoretical interest. To understand their behavior, numerical simulations…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
As global attention on renewable and clean energy grows, the research and implementation of microgrids become paramount. This paper delves into the methodology of exploring the relationship between the operational and environmental costs of…
Ground-state auxiliary-field quantum Monte Carlo (AFQMC) methods have become key numerical tools for studying quantum phases and phase transitions in interacting many-fermion systems. Despite the broad applicability, the efficiency of these…
Markov Chain Monte Carlo methods are algorithms used to sample probability distributions, commonly used to sample the Boltzmann distribution of physical/chemical models (e.g., protein folding, Ising model, etc.). This allows us to study…
Monte Carlo (MC) sampling algorithms are an extremely widely-used technique to estimate expectations of functions f(x), especially in high dimensions. Control variates are a very powerful technique to reduce the error of such estimates, but…
With the growing popularity of electric vehicles (EVs), maintaining power grid stability has become a significant challenge. To address this issue, EV scheduling control strategies have been developed to manage vehicle-to-grid (V2G) in…
We present a method for optimizing the location of the fermion ground-state nodes using a combination of diffusion Monte Carlo (DMC) and projected gradient descent (PGD). A PGD iteration shifts the parameters of an arbitrary node-fixing…
Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…
In this paper, a method is proposed for on-line monitoring of the control updating period in fast-gradient-based Model Predictive Control (MPC) schemes. Such schemes are currently under intense investigation as a way to accommodate for…
Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. Here, we present a new acceleration algorithm based on…
We introduce a Path Integral Monte Carlo (PIMC) approach that uses the angular momentum representation for the description of interacting rotor systems. Such a choice of representation allows the calculation of momentum properties without…
We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…
Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free- energy…
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 study the dynamic critical behavior of the multi-grid Monte Carlo (MGMC) algorithm with piecewise-constant interpolation and a W-cycle, applied to the one-dimensional $O(4)$-symmetric nonlinear $\sigma$-model [= $SU(2)$ principal chiral…
We propose a variance reduction framework for variational inference using the Multilevel Monte Carlo (MLMC) method. Our framework is built on reparameterized gradient estimators and "recycles" parameters obtained from past update history in…
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…
In this paper, we design a novel algorithm based on Least-Squares Monte Carlo (LSMC) in order to approximate the solution of discrete time Backward Stochastic Differential Equations (BSDEs). Our algorithm allows massive parallelization of…