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We consider the problem of computing an approximation to the integral $I=\int_{[0,1]^d}f(x) dx$. Monte Carlo (MC) sampling typically attains a root mean squared error (RMSE) of $O(n^{-1/2})$ from $n$ independent random function evaluations.…

Computation · Statistics 2008-11-05 Art B. Owen

The Short-Time approximation is a method introduced to evaluate electroweak nuclear response for systems with $A\geq12$, extending the reach of first-principle many-body Quantum Monte Carlo calculations. Using realistic two- and three-body…

Several physics methods for the simulation of the photoelectric effect are quantitatively evaluated with respect to a large collection of experimental data retrieved from the literature. They include theoretical and empirical calculations…

Diffusion Monte Carlo (DMC) is being recognized as a higher-accuracy, albeit more computationally expensive, alternative to Density Functional Theory (DFT) for energy predictions of catalytic systems. A major computational bottleneck in the…

Materials Science · Physics 2022-10-12 Gopal R. Iyer , Brenda M. Rubenstein

In Markov Chain Monte Carlo (MCMC) simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the…

Data Analysis, Statistics and Probability · Physics 2015-01-08 J. Li , P. Vignal , S. Sun , V. M. Calo

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

We study signal processing tasks in which the signal is mapped via some generalized time-frequency transform to a higher dimensional time-frequency space, processed there, and synthesized to an output signal. We show how to approximate such…

Numerical Analysis · Mathematics 2021-09-07 Ron Levie , Haim Avron , Gitta Kutyniok

Electron capture (EC) isotopes are known to provide constraints on the low energy behavior of cosmic rays (CRs), such as re-acceleration. Here we study the EC isotopes within the framework of the dynamic spiral-arms CR propagation model in…

High Energy Astrophysical Phenomena · Physics 2017-12-27 David Benyamin , Nir J. Shaviv , Tsvi Piran

Efficient Monte Carlo (MC) sampling of many-body systems with long-range electrostatics is often limited by the cost of per-move energy-difference evaluation under periodic boundary conditions. We present DMK-MC, an accelerated MC method…

Computational Physics · Physics 2026-01-15 Xuanzhao Gao , Shidong Jiang , Jiuyang Liang , Qi Zhou

The Iterative Quasi-Monte Carlo (iQMC) method is a recently developed hybrid method for neutron transport simulations. iQMC replaces standard quadrature techniques used in deterministic linear solvers with Quasi-Monte Carlo simulation for…

Computational Physics · Physics 2025-01-13 Samuel Pasmann , Ilham Variansyah , C. T. Kelley , Ryan G. McClarren

Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…

Numerical Analysis · Mathematics 2025-07-16 Alan E. Lindsay , Andrew J. Bernoff

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

Outer sphere electron transfer rates can be calculated from simulation data by sampling the equilibrium statistics of the canonical reaction coordinate -- the vertical energy gap. For these calculations, electron transfer is typically…

Chemical Physics · Physics 2025-09-23 Yoonjae Park , Adam P. Willard

We propose a technique to effectively sample initial neutron and delayed neutron precursor particles for Monte Carlo (MC) simulations of typical off-critical reactor transients. The technique can be seen as an improvement, or alternative,…

Computational Physics · Physics 2023-05-15 Ilham Variansyah , Ryan G. McClarren

A mathematical model of the process of carbon capture in a packed column by adsorption is developed and analysed. First a detailed study is made of the governing equations. Due to the complexity of the internal geometry it is standard…

Other Condensed Matter · Physics 2020-09-15 T. G. Myers , F. Font , M. G. Hennessy

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

Mesoscale and Nanoscale Physics · Physics 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

Path integral Monte Carlo (PIMC) simulations are used to calculate the momentum distribution of the homogeneous electron gas at finite temperature. This is done by calculating the off-diagonal elements of the real-space density matrix,…

Statistical Mechanics · Physics 2007-05-23 B. Militzer , E. L. Pollock , D. M. Ceperley

Markov Chain Monte Carlo (MCMC) methods are algorithms for sampling probability distributions, commonly applied to the Boltzmann distribution in physical and chemical models such as protein folding and the Ising model. These methods enable…

Quantum Physics · Physics 2025-12-04 Aingeru Ramos , Jose A. Pascual , Javier Navaridas , Ivan Coluzza

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

Biomolecules · Quantitative Biology 2020-10-13 Arun V. Sathanur , Nathan A. Baker

Markov Chain Monte Carlo (MCMC) methods have become a cornerstone of many modern scientific analyses by providing a straightforward approach to numerically estimate uncertainties in the parameters of a model using a sequence of random…

Other Statistics · Statistics 2020-03-10 Joshua S. Speagle
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