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Numerical procedures for generating non-Maxwellian velocity distributions in particle simulations are presented. First, Monte Carlo methods for an $(r,q)$ distribution that generalizes flattop and kappa distributions are discussed. Then,…

Plasma Physics · Physics 2026-03-24 Seiji Zenitani , Shunsuke Usami , Shuichi Matsukiyo

The hardcore-Bose-Hubbard model with random chemical potential is investigated using quantum Monte Carlo simulation. We consider two cases of random distribution of the chemical potential: a uniformly random distribution and a correlated…

Statistical Mechanics · Physics 2009-03-17 Mitsuaki Tsukamoto , Makoto Tsubota

In stochastic processes with absorbing states, the quasi-stationary distribution provides valuable insights into the long-term behaviour prior to absorption. In this work, we revisit two well-established numerical methods for its…

Statistical Mechanics · Physics 2026-04-01 Sara Oliver-Bonafoux , Javier Aguilar , Tobias Galla , Raúl Toral

We develop a classical Monte Carlo algorithm based on a quasi-classical approximation for a pseudospin S=1 Hamiltonian in real space to construct a phase diagram of a model cuprate with a high Tc. A model description takes into account both…

Strongly Correlated Electrons · Physics 2021-10-25 Yu. D. Panov , A. S. Moskvin , A. A. Chikov , V. A. Ulitko

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…

Computational Finance · Quantitative Finance 2014-03-25 Nguyet Nguyen , Giray Ökten

In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the…

Computational Physics · Physics 2023-02-09 Emanuel Casiano-Diaz , Kipton Barros , Ying Wai Li , Adrian Del Maestro

We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…

Condensed Matter · Physics 2009-10-31 M. H. Kalos , Francesco Pederiva

Using a cluster-flipping Monte Carlo algorithm combined with a generalization of the histogram reweighting scheme of Ferrenberg and Swendsen, we have studied the equilibrium properties of the thermal random-field Ising model on a cubic…

Condensed Matter · Physics 2009-10-28 M. E. J. Newman , G. T. Barkema

The reparameterization gradient has become a widely used method to obtain Monte Carlo gradients to optimize the variational objective. However, this technique does not easily apply to commonly used distributions such as beta or gamma…

Machine Learning · Statistics 2016-10-20 Francisco J. R. Ruiz , Michalis K. Titsias , David M. Blei

We consider quantum nonlinear many-body systems with dissipation described within the Caldeira-Leggett model, i.e., by a nonlocal action in the path integral for the density matrix. Approximate classical-like formulas for thermodynamic…

Statistical Mechanics · Physics 2009-10-31 A. Cuccoli , A. Fubini , V. Tognetti , R. Vaia

We consider how to use Hamiltonian Monte Carlo to sample from a distribution whose log-density is piecewise quadratic, conditioned on the sample lying on the level set of a piecewise affine, continuous function.

Computation · Statistics 2023-03-24 Jesse Windle

We study the efficiency, precision and accuracy of all-electron variational and diffusion quantum Monte Carlo calculations using Slater basis sets. Starting from wave functions generated by Hartree-Fock and density functional theory, we…

Materials Science · Physics 2010-02-11 Norbert Nemec , Michael D. Towler , R. J. Needs

A thermodynamic device placed outdoors, or a local ecosystem, is subject to a variety of different temperatures given by short-tem (daily) and long-term (seasonal) variations. In the long term a superstatistical description makes sense,…

Atmospheric and Oceanic Physics · Physics 2013-07-31 G. Cigdem Yalcin , Christian Beck

Monte Carlo simulation is an important tool for modeling highly nonlinear systems (like particle colliders and cellular membranes), and random, floating-point numbers are their fuel. These random samples are frequently generated via the…

Computation · Statistics 2018-02-16 Keith Pedersen

We generalize the concept of conserving, Phi-derivable, approximations to relativistic field theories. Treating the interaction field as a dynamical degree of freedom, we derive the thermodynamic potential in terms of fully dressed…

High Energy Physics - Phenomenology · Physics 2016-09-06 Benoit Vanderheyden , Gordon Baym

We address the possibility of performing numerical Monte Carlo simulations for the thermodynamics of quantum dissipative systems. Dissipation is considered within the Caldeira-Leggett formulation, which describes the system in the…

Statistical Mechanics · Physics 2007-05-23 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

The Eigenstate Thermalization Hypothesis (ETH) provides a way to understand how an isolated quantum mechanical system can be approximated by a thermal density matrix. We find a class of operators in (1+1)-$d$ conformal field theories,…

High Energy Physics - Theory · Physics 2017-08-30 Pallab Basu , Diptarka Das , Shouvik Datta , Sridip Pal

Implicit particle filtering is a sequential Monte Carlo method for data assim- ilation, designed to keep the number of particles manageable by focussing attention on regions of large probability. These regions are found by min- imizing, for…

Numerical Analysis · Mathematics 2015-05-30 Matthias Morzfeld , Alexandre J. Chorin

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

Plasma Physics · Physics 2026-01-13 Kentaro Sakai , Kentaro Tomita , Takeo Hoshi , Ryo Yasuhara