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In this paper, we propose a novel and generic family of multiple importance sampling estimators. We first revisit the celebrated balance heuristic estimator, a widely used Monte Carlo technique for the approximation of intractable…

Computation · Statistics 2019-04-09 Mateu Sbert , Víctor Elvira

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…

Chemical Physics · Physics 2019-07-11 Neil Raymond , Dmitri Iouchtchenko , Pierre-Nicholas Roy , Marcel Nooijen

Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…

Computational Physics · Physics 2020-09-01 Shi Jin , Xiantao Li

This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…

Mesoscale and Nanoscale Physics · Physics 2016-02-03 Alexei Filinov , Jens Böning , Michael Bonitz

We present an implementation of a Monte Carlo algorithm that generates points randomly and uniformly on a set of arbitrary surfaces. The algorithm is completely general and only requires the geometry modeling software to provide the…

Nuclear Experiment · Physics 2009-03-19 J. A. Detwiler , R. Henning , R. A. Johnson , M. G. Marino

Monte Carlo method is a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or…

Computation · Statistics 2018-09-28 Bochao Jia

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…

Other Condensed Matter · Physics 2014-03-05 Fernando A. Reboredo , Jeongnim Kim

We introduce a new method, combination of random testing and abstract interpretation, for the analysis of programs featuring both probabilistic and non-probabilistic nondeterminism. After introducing "ordinary" testing, we show how to…

Programming Languages · Computer Science 2007-05-23 David Monniaux

We propose two efficient algorithms for configurational sampling of systems with rough energy landscape. The first one is a new method for the determination of the multicanonical weight factor. In this method a short replica-exchange…

Statistical Mechanics · Physics 2009-10-31 Yuji Sugita , Yuko Okamoto

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

Computational Physics · Physics 2010-11-22 John Robert Trail , Ryo Maezono

We demonstrate that the recently proposed pruned-enriched Rosenbluth method (P. Grassberger, Phys. Rev. E 56 (1997) 3682) leads to extremely efficient algorithms for the folding of simple model proteins. We test them on several models for…

Statistical Mechanics · Physics 2009-10-30 Helge Frauenkron , Ugo Bastolla , Erwin Gerstner , Peter Grassberger , Walter Nadler

We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…

Statistical Mechanics · Physics 2022-10-04 Paul B. Rohrbach , Hideki Kobayashi , Robert Scheichl , Nigel B. Wilding , Robert L. Jack

In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…

Methodology · Statistics 2023-10-27 Kimia Vahdat , Sara Shashaani

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble…

Fluid Dynamics · Physics 2023-02-22 Di Qi , Jian-Guo Liu

This paper presents a novel approach to estimate the Standard Model backgrounds based on modifying Monte Carlo predictions within their systematic uncertainties. The improved background model is obtained by altering the original predictions…

High Energy Physics - Experiment · Physics 2009-11-23 S. Caron , G. Cowan , E. Gross , S. Horner , J. E. Sundermann

This article describes Monte-Carlo algorithms for charged systems using constrained updates for the electric field. The method is generalized to treat inhomogeneous dielectric media, electrolytes via the Poisson-Boltzmann equation and…

Statistical Mechanics · Physics 2009-11-10 A. C. Maggs

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…

Chemical Physics · Physics 2020-02-04 Martín Leandro Paleico , Jörg Behler

Recently a new class of Monte Carlo methods, called Time Relaxed Monte Carlo (TRMC), designed for the simulation of the Boltzmann equation close to fluid regimes have been introduced. A generalized Wild sum expansion of the solution is at…

Numerical Analysis · Mathematics 2010-09-16 L. Pareschi , S. Trazzi , B. Wennberg

Bayesian inference for factorial hidden Markov models is challenging due to the exponentially sized latent variable space. Standard Monte Carlo samplers can have difficulties effectively exploring the posterior landscape and are often…

Computation · Statistics 2019-02-28 Kaspar Märtens , Michalis K Titsias , Christopher Yau