Related papers: Monte Carlo Quasi-Heatbath by approximate inversio…
We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…
In this paper, we analyse a method for approximating the distribution function and density of a random variable that depends in a non-trivial way on a possibly high number of independent random variables, each with support on the whole real…
A finite quantum system evolving unitarily equilibrates in a probabilistic fashion. In the general many-body setting the time-fluctuations of an observable \mathcal{A} are typically exponentially small in the system size. We consider here…
We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…
This note derives the various forms of entropy of systems subject to Olbert distributions (generalized Lorentzian probability distributions known as $\kappa$-distributions) which are frequently observed particularly in high temperature…
A Monte Carlo event generator has been developed assuming thermal production of hadrons. The system under consideration is sampled grand canonically in the Boltzmann approximation. A re-weighting scheme is then introduced to account for…
The paper is devoted to the numerical solutions of fractional PDEs based on its probabilistic interpretation, that is, we construct approximate solutions via certain Monte Carlo simulations. The main results represent the upper bound of…
We further develop a thermal LB model for multiphase flows. In the improved model, we propose to use the FFT scheme to calculate both the convection term and external force term. The usage of FFT scheme is detailed and analyzed. By using…
A new hybrid approach to air shower simulations is described. At highest energies, each particle is followed individually using the traditional Monte Carlo method; this initializes a system of cascade equations which are applicable for…
We study the static screening in a Hubbard-like model using fixed-node diffusion Monte Carlo. We find that the random phase approximation is surprisingly accurate even for metallic systems close to the Mott transition. As a specific…
In this paper, we study the non-linear diffusion equation associated with a particle system where the common drift depends on the rate of absorption of particles at a boundary. We provide an interpretation as a structural credit risk model…
We propose a new sampling method, the thermostat-assisted continuously-tempered Hamiltonian Monte Carlo, for Bayesian learning on large datasets and multimodal distributions. It simulates the Nos\'e-Hoover dynamics of a…
We study quasi-ballistic heat transfer through air between a hot nanometer-scale tip and a sample. The hot tip/surface configuration is widely used to perform nonintrusive confined heating. Using a Monte-Carlo simulation, we find that the…
We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like…
We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…
We present a Multi-Index Quasi-Monte Carlo method for the solution of elliptic partial differential equations with random coefficients. By combining the multi-index sampling idea with randomly shifted rank-1 lattice rules, the algorithm…
By combining classical Monte Carlo and Bethe ansatz techniques we devise a numerical method to construct the Truncated Generalized Gibbs Ensemble (TGGE) for the spin-1/2 isotropic Heisenberg ($XXX$) chain. The key idea is to sample the…
We report an essential improvement of the plain Fourier Monte Carlo algorithm that promises to be a powerful tool for investigating critical behavior in a large class of lattice models, in particular those containing microscopic or…