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In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

统计理论 · 数学 2007-06-13 R. Douc , France E. Moulines

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

统计力学 · 物理学 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

The new approach outlined in Paper I (Spurzem \& Giersz 1996) to follow the individual formation and evolution of binaries in an evolving, equal point-mass star cluster is extended for the self-consistent treatment of relaxation and close…

天体物理学 · 物理学 2009-10-31 M. Giersz , R. Spurzem

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

统计力学 · 物理学 2009-11-11 Stephen Whitelam , Phillip L. Geissler

This paper deals with the problem of simulating dense dispersed systems composed by large numbers of particles undergoing ballistic aggregation. The most classical approaches for dealing with such problems are represented by the so-called…

计算物理 · 物理学 2024-09-25 Pierre Degond , Giacomo Dimarco , Marina Ferreira , Sophie Hecht

Context: Remote light scattering and thermal infrared observations provide clues about the physical properties of cometary and interplanetary dust particles. Identifying these properties will lead to a better understanding of the formation…

地球与行星天体物理 · 物理学 2020-02-05 Johannes Markkanen , Jessica Agarwal

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

核理论 · 物理学 2013-06-06 Zhen-Xiang Xu , Chong Qi

In this article, we introduce a novel geometrical index $\delta_{agg}$, which is associated with the Euler number and is obtained by an image processing procedure for a given digital picture of aggregated particles such that $\delta_{agg}$…

计算工程、金融与科学 · 计算机科学 2013-07-05 Shigeki Matsutani , Yoshiyuki Shimosako

The formation of planetesimals requires the growth of dust particles through collisions. Micron-sized particles must grow by many orders of magnitude in mass. In order to understand and model the processes during this growth, the mechanical…

天体物理学 · 物理学 2009-11-13 D. Paszun , C. Dominik

We develop a diagrammatic Monte Carlo method for the real-time dynamics of dissipative quantum impurity models. These are small open quantum systems with interaction and local Markovian dissipation, coupled to a large quantum bath. Our…

强关联电子 · 物理学 2024-03-26 Matthieu Vanhoecke , Marco Schirò

In this paper we study the continuous coagulation and multiple fragmentation equation for the mean-field description of a system of particles taking into account the combined effect of the coagulation and the fragmentation processes in…

偏微分方程分析 · 数学 2018-11-16 Prasanta Kumar Barik

We propose a suitable analytical framework to perform numerical analysis of problems arising in compressible fluid models with uncertain data. We discuss both weak and strong stochastic approach, where the former is based on the knowledge…

偏微分方程分析 · 数学 2022-08-24 Eduard Feireisl

Modes and ridges of the probability density function behind observed data are useful geometric features. Mode-seeking clustering assigns cluster labels by associating data samples with the nearest modes, and estimation of density ridges…

机器学习 · 统计学 2018-04-03 Hiroaki Sasaki , Takafumi Kanamori , Aapo Hyvärinen , Gang Niu , Masashi Sugiyama

We consider the numerical solution of scalar, nonlinear degenerate convection-diffusion problems with random diffusion coefficient and with random flux functions. Building on recent results on the existence, uniqueness and continuous…

偏微分方程分析 · 数学 2013-11-08 U. Koley , N. H. Risebro , Ch. Schwab , F. Weber

We study structural phase transition of polymer-grafted colloidal particles by Monte Carlo simulations on hard spherical particles. The interaction potential, which has a weak repulsive step outside the hard core, was validated with use of…

软凝聚态物质 · 物理学 2007-05-23 Yuki Norizoe , Toshihiro Kawakatsu

The implicit particle filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability regions via a sequence of steps that includes minimizations. We present a new and more general…

数据分析、统计与概率 · 物理学 2017-02-01 Ethan Atkins , Matthias Morzfeld , Alexandre J. Chorin

The N-representability problem consists in determining whether, for a given p-body matrix, there exists at least one N-body density matrix from which the p-body matrix can be obtained by contraction, that is, if the given matrix is a p-body…

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…

材料科学 · 物理学 2015-05-13 Sander Pronk , Phillip L. Geissler

We design a sequential Monte Carlo scheme for the dual purpose of Bayesian inference and model selection. We consider the application context of urban mobility, where several modalities of transport and different measurement devices can be…

统计计算 · 统计学 2016-11-29 Luca Martino , Jesse Read , Victor Elvira , Francisco Louzada

We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…

软凝聚态物质 · 物理学 2009-11-10 Joerg Rottler , A. C. Maggs