Related papers: Diffusion Monte Carlo method: numerical analysis i…
We investigate, both analytically and with numerical simulations, a Monte Carlo dynamics at zero temperature, where a random walker evolving in continuous space and discrete time seeks to minimize its potential energy, by decreasing this…
Light propagation in turbid media is driven by the equation of radiative transfer. We give a formal probabilistic representation of its solution in the framework of biological tissues and we implement algorithms based on Monte Carlo methods…
Monte Carlo simulation is used to study the dynamical crossover from single file diffusion to normal diffusion in fluids confined to narrow channels. We show that the long time diffusion coefficients for a series of systems involving hard…
We describe a general strategy for sampling configurations from a given distribution, NOT based on the standard Metropolis (Markov chain) strategy. It uses the fact that nontrivial problems in statistical physics are high dimensional and…
The size of the population of random walkers required to obtain converged estimates in DMC increases dramatically with system size. We illustrate this by comparing ground state energies of small clusters of parahydrogen (up to 48 molecules)…
We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…
On the base of Diffusion Monte-Carlo method it is developed a new Complex Diffusion Monte-Carlo (CDMC) method allowing to simulate the quantum systems with complex wave function. There are no approximations on the calculation of modulus and…
A simple Monte Carlo procedure is described for simulating the multiple scattering and absorption of electrons with the incident energy in the range 1-50 keV moving through a slab of uniformly distributed material of given atomic number,…
We study one-dimensional (1D) and two-dimensional (2D) Helium atoms using a new time-dependent quantum Monte Carlo (TDQMC) method. The TDQMC method employs random walkers, with a separate guiding wave attached to each walker. The ground…
A recently developed self-healing diffusion Monte Carlo algorithm [PRB 79, 195117] is extended to the calculation of excited states. The formalism is based on an excited-state fixed-node approximation and the mixed estimator of the…
Recent technical advances in dealing with finite-size errors make quantum Monte Carlo methods quite appealing for treating extended systems in electronic structure calculations, especially when commonly-used density functional theory (DFT)…
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…
In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general…
This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…
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…
Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…
We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…
We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…
This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…
In this work we present a detailed study of the Fermion Monte Carlo algorithm (FMC), a recently proposed stochastic method for calculating fermionic ground-state energies [M.H. Kalos and F. Pederiva, Phys. Rev. Lett. vol. 85, 3547 (2000)].…