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This paper is on Bayesian inference for parametric statistical models that are defined by a stochastic simulator which specifies how data is generated. Exact sampling is then possible but evaluating the likelihood function is typically…
This article provides an introduction to the principles of particle physics event generators that are based on the Monte Carlo method. Following some preliminaries, instructions on how to build a basic parton-level Monte Carlo event…
We have developed and implemented a numerical evolution scheme for a class of stochastic problems in which the temporal evolution occurs on widely-separated time scales, and for which the slow evolution can be described in terms of a small…
We implemented a GPU based parallel code to perform Monte Carlo simulations of the two dimensional q-state Potts model. The algorithm is based on a checkerboard update scheme and assigns independent random numbers generators to each thread.…
The MeMC is an open-source software package for monte-carlo simulation of elastic shells. It is designed as a tool to interpret the force-distance data generated by indentation of biological nano-vesicles by atomic force microscopes. The…
The modification of hard jets in an extended static medium held at a fixed temperature is studied using three different Monte-Carlo event generators (LBT, MATTER, MARTINI). Each event generator contains a different set of assumptions…
We study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the used computational units (cores). The overall procedure generates coarse…
Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…
The net charge of solvated entities, ranging from polyelectrolytes and biomolecules to charged nanoparticles and membranes, depends on the local dissociation equilibrium of individual ionizable groups. Incorporation of this phenomenon,…
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…
Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…
Parton jets in the hot and dense medium of a Quark Gluon Plasma (QGP) can undergo multiple processes of scatterings off medium particles as well as processes of coherent medium induced radiations. A Monte-Carlo algorithm and resulting…
We present a new Fortran Monte Carlo generator to simulate black hole events at CERN's Large Hadron Collider. The generator interfaces to the PYTHIA Monte Carlo fragmentation code. The physics of the BH generator includes, but not limited…
Theoretical predictions in high energy physics are routinely provided in the form of Monte Carlo generators. Comparisons of predictions from different programs and/or different initialization set-ups are often necessary. MC-TESTER can be…
Basic uniform pseudo-random number generators are implemented on ATI Graphics Processing Units (GPU). The performance results of the realized generators (multiplicative linear congruential (GGL), XOR-shift (XOR128), RANECU, RANMAR, RANLUX…
We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…
The search for feebly-interacting new-physics particles in the MeV-GeV mass range often involves high-intensity beams dumped into thick heavy targets. The challenge of evaluating the expected backgrounds for these searches from first…
PEGASUS is a parton-level Monte-Carlo event generator designed to calculate cross sections for a wide range of hard QCD processes at high energy $pp$ and $p\bar p$ collisions, which incorporates the dynamics of transverse momentum dependent…
Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…
Monte Carlo (MC) method has been recognized the most accurate dose calculation method for radiotherapy. However, its extremely long computation time impedes clinical applications. Recently, a lot of efforts have been made to realize fast MC…