Related papers: Monte Carlo simulation of systems with complex-val…
Lattice simulations are an important class of problems in crystalline solids, surface science, alloys, adsorption, absorption, separation, catalysis, to name a few. We describe a fast computational method for performing lattice…
We propose a new Monte Carlo technique in which the degeneracy of energy states is obtained with a Markovian process analogous to that of Metropolis used currently in canonical simulations. The obtained histograms are much broader than…
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…
The aim of this Thesis is to present five new tests for random numbers, which are widely used {\em e.g.} in computer simulations in physics applications. The first two tests, the cluster test and the autocorrelation test, are based on…
Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from highly oscillatory phase of the path integral. In this letter, we present a new method to compute real time quantities on the…
We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…
We present an extension of the so-called cumulant crossing method which is used for determination of critical point in Monte Carlo simulations.The new method uses linear combination of several different order-parameter moments and almost…
Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…
We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…
While kinetic Monte Carlo simulations can provide long-time simulations of the dynamics of physical and chemical systems, it is not yet possible in general to identify the inverse Monte Carlo attempt frequency with a physical timescale.…
The combination of continuum Many-Body Quantum physics and Monte Carlo methods provide a powerful and well established approach to first principles calculations for large systems. Replacing the exact solution of the problem with a…
Several methods have been proposed in the literature to solve reliability-based optimization problems, where failure probabilities are design constraints. However, few methods address the problem of life-cycle cost or risk optimization,…
Quantum Monte Carlo is one of the most powerful numerical tools for studying nonpeturbative properties of quantum many-body systems. However, its application to real-time problems is limited since the complex and highly-oscillating…
We present a Monte Carlo method for computing the renormalized coupling constants and the critical exponents within renormalization theory. The scheme, which derives from a variational principle, overcomes critical slowing down, by means of…
The paper presents an investigation of estimating treatment effect using different matching methods. The study proposed a new method which is computationally efficient and convenient in implication-'largest caliper matching' and compared…
We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…
Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…
We present a method for Monte Carlo sampling on systems with discrete variables (focusing in the Ising case), introducing a prior on the candidate moves in a Metropolis-Hastings scheme which can significantly reduce the rejection rate,…
In conventional molecular simulation, metastable structures often survive over considerable computational time, resulting in difficulties in simulating equilibrium states. In order to overcome this difficulty, here we propose a newly…
We apply the Direct Simulation Monte Carlo (DSMC) method, developed originally to calculate rarefied gas dynamical problems, to study the gas flow in an accretion disc in a close binary system. The method involves viscosity and thermal…