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The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…
Parametric regularity of discretizations of flux vector fields satisfying a balance law is studied under some assumptions on a random parameter that links the flux with an unknown primal variable (often through a constitutive law). In the…
Fixed-node diffusion Monte Carlo (DMC) is a stochastic algorithm for finding the lowest energy many-fermion wave function with the same nodal surface as a chosen trial function. It has proved itself among the most accurate methods available…
We propose that a combination of the semiclassical approximation with Monte Carlo simulations can be an efficient and reliable impurity solver for dynamical mean field theory equations and their cluster extensions with large cluster sizes.…
In this article we consider a Monte Carlo-based method to filter partially observed diffusions observed at regular and discrete times. Given access only to Euler discretizations of the diffusion process, we present a new procedure which can…
Reaction and elastic differential cross sections are calculated for light nuclei in the framework of the Glauber theory. The optical phase-shift function is evaluated by Monte Carlo integration. This enables us to use the most accurate wave…
We propose a new Monte Carlo scheme to study the late-time dynamics of a 2-dim hard sphere fluid, modeled by a tethered network of hard spheres. Fluidity is simulated by breaking and reattaching the flexible tethers. We study the diffusion…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…
A new Monte Carlo approach is proposed to investigate the fluid-solid phase transition of the polydisperse system. By using the extended ensemble, a reversible path was constructed to link the monodisperse and corresponding polydisperse…
We present an extensive Monte Carlo study on light transport in optically thin slabs, addressing both axial and transverse propagation. We completely characterize the so-called ballistic-to-diffusive transition, notably in terms of the…
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…
A kinetic Monte Carlo method was used to simulate the diffusion of reptating polymer chains across the interface. A time-resolved fluorescence technique conjunction with direct energy transfer method was used to measure the extend of…
We propose a Monte Carlo method, which is a hybrid method of the quantum Monte Carlo method and variational Monte Carlo theory, to study the Hubbard model. The theory is based on the off-diagonal and the Gutzwiller type correlation factors…
We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…
The two-dimensional two-orbital Hubbard model is studied with the use of finite-size cluster worldline quantum Monte Carlo algorithm. This model is widely used for simulation of the band structure of FeAs clusters, which are structure…
A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…
A classical Monte Carlo algorithm based on the quasi-classical approximation is applied to the pseudospin Hamiltonian of the model cuprate. The model takes into account both local and non-local correlations, Heisenberg spin-exchange…