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The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps

Focused electron beam induced deposition of pure materials from aqueous solutions has been of interest in recent years. However, controlling the liquid film in partial vacuum is challenging. Here we modify the substrate to increase control…

Applied Physics · Physics 2020-12-15 Samaneh Esfandiarpour , J. Todd Hastings

This paper sets up a methodology for approximately solving optimal investment problems using duality methods combined with Monte Carlo simulations. In particular, we show how to tackle high dimensional problems in incomplete markets, where…

Computational Finance · Quantitative Finance 2013-05-16 L C G Rogers , Pawel Zaczkowski

The Monte Carlo Hamiltonian method developed recently allows to investigate ground state and low-lying excited states of a quantum system, using Monte Carlo algorithm with importance sampling. However, conventional MC algorithm has some…

High Energy Physics - Lattice · Physics 2018-01-17 Xiang-Qian Luo , Xiao-Ni Cheng , Helmut Kroger

Quantum Monte Carlo methods find fruitful application in large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in a fluctuating one-body field;…

Nuclear Theory · Physics 2008-02-03 S. E. Koonin

We explore the application of Monte Carlo transport methods to solving coupled radiation-hydrodynamics problems. We use a time-dependent, frequency-dependent, 3-dimensional radiation transport code, that is special relativistic and includes…

Instrumentation and Methods for Astrophysics · Physics 2015-06-19 Nathaniel Roth , Daniel Kasen

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

Statistical Mechanics · Physics 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

Spin transport and spin dynamics after femtosecond laser pulse irradiation of iron (Fe) are studied using a kinetic Monte Carlo model. This model simulates spin dependent dynamics by taking into account two interaction processes during…

Materials Science · Physics 2021-09-28 J. Briones , H. C. Schneider , B. Rethfeld

In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…

Statistical Mechanics · Physics 2015-05-20 Gerardo Odriozola

We study the emission and absorption spectra due to various photon and pair processes in a non-equilibrium pair plasma containing a significant density of photons. We present here some preliminary results from Monte-Carlo simulations. These…

Astrophysics · Physics 2007-05-23 Ravi P. Pilla , Jacob Shaham

Calculations of topological observables in lattice gauge theories with traditional Monte Carlo algorithms have long been known to be a difficult task, owing to the effects of long autocorrelations times. Several mitigation strategies have…

High Energy Physics - Lattice · Physics 2023-10-19 Claudio Bonanno , Alessandro Nada , Davide Vadacchino

We present a new and general Monte Carlo iteration method for generalized ensembles. It consists of two elements: (1) a simple algorithm to distinguish between distributions arising from respectively equilibrium- and non-equilibrium…

Condensed Matter · Physics 2007-05-23 J. Borg

A rational representation for the self-energy is explored to interpolate the solution of the Anderson impurity model in general orbitally degenerate case. Several constrains such as the Friedel's sum rule, high--frequency moments and the…

Strongly Correlated Electrons · Physics 2007-05-23 V. Oudovenko , K. Haule , S. Y. Savrasov , D. Villani , G. Kotliar

We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…

Astrophysics · Physics 2009-11-10 M. Juvela

An accurate and consistent theory of phonons in metals requires that all long-range Coulomb interactions between charged particles (electrons and ions) be treated on equal footing. So far, all attempts to deal with this non-perturbative…

Strongly Correlated Electrons · Physics 2016-11-02 Igor S. Tupitsyn , Andrey S. Mishchenko , Naoto Nagaosa , Nikolay Prokof'ev

The monolayer adsorption process of interacting binary mixtures of species $A$ and $B$ on square lattices is studied through grand canonical Monte Carlo simulation in the framework of the lattice-gas model. Four different energies have been…

Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…

Computational Physics · Physics 2007-05-23 Charles F. F. Karney , Jason E. Ferrara

We simulate TIP3P water using a constrained Monte Carlo algorithm to generate electrostatic interactions eliminating the need to sum over long ranged Coulomb interactions. We study discretization errors when interpolating charges using…

Soft Condensed Matter · Physics 2009-11-11 A. C. Maggs

The object of study of this thesis are dipolar systems in the quantum degenerate regime. In general, dealing with many-body systems and evaluating their properties requires to deal with the Schr\"odinger equation. In the present study we…

Quantum Gases · Physics 2020-02-05 Raúl Bombín

We describe modern variants of Monte Carlo methods for Uncertainty Quantification (UQ) of the Neutron Transport Equation, when it is approximated by the discrete ordinates method with diamond differencing. We focus on the mono-energetic 1D…

Numerical Analysis · Mathematics 2017-10-18 Ivan G. Graham , Matthew J. Parkinson , Robert Scheichl