相关论文: Simulations: the dark side

An open problem in numerical analysis is to explain why molecular dynamics works. The difficulty is that numerical trajectories are only accurate for very short times, whereas the simulations are performed over long time intervals. It is…

Dark energy is one of the deepest puzzles in modern cosmology, and mounting evidence suggests that it is not just a cosmological constant but a genuinely dynamical component. Although cosmology and dynamical systems theory emerged from…

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

This is an introductory article about Markov Chain Monte Carlo (MCMC) simulation for pedestrians. Actual simulation codes are provided, and necessary practical details, which are skipped in most textbooks, are shown. The second half is…

We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…

In this talk we show how the sign problem, occurring in dynamical simulations of random matrices at nonzero chemical potential, can be avoided by judiciously combining matrices into subsets. One can prove that these subsets have real and…

All-atom simulations can provide molecular-level insights into the dynamics of gas-phase, condensed-phase and surface processes. One important requirement is a sufficiently realistic and detailed description of the underlying intermolecular…

Simulation Optimization (SO) refers to the optimization of an objective function subject to constraints, both of which can be evaluated through a stochastic simulation. To address specific features of a particular simulation---discrete or…

Molecular Dynamics (MD) simulation is widely used to analyze the properties of molecules and materials. Most practical applications, such as comparison with experimental measurements, designing drug molecules, or optimizing materials, rely…

The problem of dark energy is briefly reviewed in both theoretical and observational aspects. In the theoretical aspect, dark energy scenarios are classified into symmetry, anthropic principle, tuning mechanism, modified gravity, quantum…

In the context of Monte Carlo (MC) simulation of particle transport Uncertainty Quantification (UQ) addresses the issue of predicting non statistical errors affecting the physical results, i.e. errors deriving mainly from uncertainties in…

Detailed balance is an overly strict condition to ensure a valid Monte Carlo simulation. We show that, under fairly general assumptions, a Monte Carlo simulation need satisfy only the weaker balance condition. Not only does our proof show…

A tutorial introduction to the technique of Molecular Dynamics (MD) is given, and some characteristic examples of applications are described. The purpose and scope of these simulations and the relation to other simulation methods is…

A theta-term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain instances, a…

We review recent attempts at dealing with the sign problem in Monte Carlo calculations by deforming the region of integration in the path integral from real to complex fields. We discuss the theoretical foundations, the algorithmic issues…

We investigate the mechanism that leads to systematic deviations in cluster Monte Carlo simulations when correlated pseudo-random numbers are used. We present a simple model, which enables an analysis of the effects due to correlations in…

Frustrated spin systems generically suffer from the negative sign problem inherent to Monte Carlo methods. Since the severity of this problem is formulation dependent, optimization strategies can be put forward. We introduce a phase pinning…

Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from…

Shadow molecular dynamics provide an efficient and stable atomistic simulation framework for flexible charge models with long-range electrostatic interactions. While previous implementations have been limited to atomic monopole charge…

In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…