相关论文: Counting Solutions for the N-queens and Latin Squa…

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…

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

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 paper proposes Monte Carlo algorithms for the computation of the information rate of two-dimensional source/channel models. The focus of the paper is on binary-input channels with constraints on the allowed input configurations. The…

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

We propose a number of Monte Carlo algorithms for the simulation of ice models and compare their efficiency. One of them, a cluster algorithm for the equivalent three colour model, appears to have a dynamic exponent close to zero, making it…

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

A linear algorithm is described for solving the n-Queens Completion problem for an arbitrary composition of k queens, consistently distributed on a chessboard of size n x n. Two important rules are used in the algorithm: a) the rule of…

An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

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…

We apply the Monte Carlo method to solving the Dirichlet problem of linear parabolic equations with fractional Laplacian. This method exploit- s the idea of weak approximation of related stochastic differential equations driven by the…

Monte Carlo simulations have boosted the numerical study of several different physical systems and in particular, the canonical ensemble has been especially useful because of the existence of easy and efficient relaxation algorithms…

We study a generalized clock model on the simple cubic lattice. The parameter of the model can be tuned such that the amplitude of the leading correction to scaling vanishes. In the main part of the study we simulate the model with $Z_8$…

We propose a new formulation of the problem of prime factorization of integers. With replica exchange Monte Carlo simulation, the behavior which is seemed to indicate exponential computational hardness is observed. But this formulation is…

This article considers stochastic algorithms for efficiently solving a class of large scale non-linear least squares (NLS) problems which frequently arise in applications. We propose eight variants of a practical randomized algorithm where…

Metastable structures in macromolecular and colloidal systems are non-equilibrium states that often have long lifetimes and cause difficulties in simulating equilibrium. In order to escape from the long-lived metastable states, we propose a…

We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…