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The approach to the ergodic limit in Monte Carlo simulations is studied using both analytic and numerical methods. With the help of a stochastic model, a metric is defined that enables the examination of a simulation in both the ergodic and…

Chemical Physics · Physics 2009-11-06 J. P. Neirotti , D. L. Freeman , J. D. Doll

Monte Carlo simulation is an essential component of experimental particle physics in all the phases of its life-cycle: the investigation of the physics reach of detector concepts, the design of facilities and detectors, the development and…

Computational Physics · Physics 2012-08-02 Maria Grazia Pia , Georg Weidenspointner

The main theme of the article is the study of discrete systems of material points subjected to constraints not only of a geometric type (holonomic constraints) but also of a kinematic type (nonholonomic constraints). The setting up of the…

Classical Physics · Physics 2023-05-30 Federico Talamucci

Dynamical systems in engineering and physics are often subject to irregular excitations that are best modeled as random. Monte Carlo simulations are routinely performed on such random models to obtain statistics on their long-term response.…

Dynamical Systems · Mathematics 2024-07-08 Zhenwei Xu , Roshan S. Kaundinya , Shobhit Jain , George Haller

A number of problems arise when long-range forces, such as those governed by Bessel functions, are used in particle-particle simulations. If a simple cut-off for the interaction is used, the system may find an equilibrium configuration at…

Computational Physics · Physics 2009-11-06 Hans Fangohr , Andrew R. Price , Simon J. Cox , Peter A. J. de Groot , Geoffrey J. Daniell , Ken S. Thomas

Approximate inference in dynamic systems is the problem of estimating the state of the system given a sequence of actions and partial observations. High precision estimation is fundamental in many applications like diagnosis, natural…

Artificial Intelligence · Computer Science 2012-06-18 Hannaneh Hajishirzi , Eyal Amir

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

We study numerical computation of conformal invariants of domains in the complex plane. In particular, we provide an algorithm for computing the conformal capacity of a condenser. The algorithm applies for wide kind of geometries: domains…

Complex Variables · Mathematics 2020-08-19 Mohamed M S Nasser , Matti Vuorinen

We consider a wide range of matrix models and study them using the Monte Carlo technique in the large $N$ limit. The results we obtain agree with exact analytic expressions and recent numerical bootstrap methods for models with one and two…

High Energy Physics - Theory · Physics 2022-04-05 Raghav G. Jha

Compressing neural nets is an active research problem, given the large size of state-of-the-art nets for tasks such as object recognition, and the computational limits imposed by mobile devices. We give a general formulation of model…

Machine Learning · Computer Science 2017-07-06 Miguel Á. Carreira-Perpiñán

An effective formalism for quantum constrained systems is presented which allows manageable derivations of solutions and observables, including a treatment of physical reality conditions without requiring full knowledge of the physical…

Mathematical Physics · Physics 2009-03-12 Martin Bojowald , Barbara Sandhoefer , Aureliano Skirzewski , Artur Tsobanjan

Finding optimal reaction coordinates and predicting accurate kinetic rates for activated processes are two of the foremost challenges of molecular simulations. We introduce an algorithm that tackles the two problems at once: starting from a…

Statistical Mechanics · Physics 2023-10-30 Line Mouaffac , Karen Palacio-Rodriguez , Fabio Pietrucci

In many safety-critical settings, probabilistic ML systems have to make predictions subject to algebraic constraints, e.g., predicting the most likely trajectory that does not cross obstacles. These real-world constraints are rarely convex,…

Machine Learning · Computer Science 2026-02-11 Leander Kurscheidt , Gabriele Masina , Roberto Sebastiani , Antonio Vergari

We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

Computational Finance · Quantitative Finance 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

We present a new approach to the study of equilibrium properties in many-body quantum physics. Our method takes inspiration from Density Matrix Quantum Monte Carlo and incorporates new crucial features. First of all, the dynamics is…

Quantum Physics · Physics 2022-01-06 Romain Chessex , Massimo Borrelli , Hans Christian Öttinger

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

We argue that one can associate a pseudo-time with sequences of configurations generated in the course of classical Monte Carlo simulations for a single-minimum bound state, if the sampling is optimal. Hereby the sampling rates can be,…

Statistical Mechanics · Physics 2023-05-29 Yang He , Vassiliy Lubchenko

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

We put forward a simple procedure for extracting dynamical information from Monte Carlo simulations, by appropriate matching of the short-time diffusion tensor with its infinite-dilution limit counterpart, which is supposed to be known.…

Statistical Mechanics · Physics 2015-06-04 Sara Jabbari-Farouji , Emmanuel Trizac

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos
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