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The probability of rare and extreme events is an important quantity for design purposes. However, computing the probability of rare events can be expensive because only a few events, if any, can be observed. To this end, it is necessary to…

计算物理 · 物理学 2020-01-08 Malik Hassanaly , Venkat Raman

Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…

计算物理 · 物理学 2010-11-22 John Robert Trail , Ryo Maezono

We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…

统计力学 · 物理学 2011-04-07 Anupam Kundu , Sanjib Sabhapandit , Abhishek Dhar

Resilience is becoming crucial for future wireless networks, which must withstand, adapt to, and recover from rare but potentially cascading disruptions. This paper develops a sequential Monte Carlo (SMC) simulation framework for such…

系统与控制 · 电气工程与系统科学 2026-05-07 Onel L. A. López , Amirhossein Azarbahram

Most direct N-body integrations of planetary systems use a symplectic integrator with a fixed timestep. A large timestep is desirable in order to speed up the numerical simulations. However, simulations yield unphysical results if the…

地球与行星天体物理 · 物理学 2025-12-24 Hanno Rein , Garett Brown , Mei Kanda

The current and upcoming generation of Very Large Volume Neutrino Telescopes---collecting unprecedented quantities of neutrino events---can be used to explore subtle effects in oscillation physics, such as (but not restricted to) the…

数据分析、统计与概率 · 物理学 2019-12-05 IceCube Collaboration , M. G. Aartsen , M. Ackermann , J. Adams , J. A. Aguilar , M. Ahlers , M. Ahrens , I. Al Samarai , D. Altmann , K. Andeen , T. Anderson , I. Ansseau , G. Anton , C. Argüelles , T. C. Arlen , J. Auffenberg , S. Axani , H. Bagherpour , X. Bai , A. Balagopal V. , J. P. Barron , I. Bartos , S. W. Barwick , V. Baum , R. Bay , J. J. Beatty , J. Becker Tjus , K. -H. Becker , S. BenZvi , D. Berley , E. Bernardini , D. Z. Besson , G. Binder , D. Bindig , E. Blaufuss , S. Blot , C. Bohm , M. Bohmer , M. Börner , F. Bos , S. Böser , O. Botner , E. Bourbeau , J. Bourbeau , F. Bradascio , J. Braun , M. Brenzke , H. -P. Bretz , S. Bron , J. Brostean-Kaiser , A. Burgman , R. S. Busse , T. Carver , E. Cheung , D. Chirkin , A. Christov , K. Clark , L. Classen , G. H. Collin , J. M. Conrad , P. Coppin , P. Correa , D. F. Cowen , R. Cross , P. Dave , M. Day , J. P. A. M. de André , C. De Clercq , J. J. DeLaunay , H. Dembinski , S. De Ridder , P. Desiati , K. D. de Vries , G. de Wasseige , M. de With , T. DeYoung , J. C. Díaz-Vélez , V. di Lorenzo , H. Dujmovic , J. P. Dumm , M. Dunkman , M. A. DuVernois , E. Dvorak , B. Eberhardt , T. Ehrhardt , B. Eichmann , P. Eller , R. Engel , J. J. Evans , P. A. Evenson , S. Fahey , A. R. Fazely , J. Felde , K. Filimonov , C. Finley , S. Flis , A. Franckowiak , E. Friedman , A. Fritz , T. K. Gaisser , J. Gallagher , A. Gartner , L. Gerhardt , R. Gernhaeuser , K. Ghorbani , W. Giang , T. Glauch , T. Glüsenkamp , A. Goldschmidt , J. G. Gonzalez , D. Grant , Z. Griffith , C. Haack , A. Hallgren , F. Halzen , K. Hanson , J. Haugen , A. Haungs , D. Hebecker , D. Heereman , K. Helbing , R. Hellauer , F. Henningsen , S. Hickford , J. Hignight , G. C. Hill , K. D. Hoffman , B. Hoffmann , R. Hoffmann , T. Hoinka , B. Hokanson-Fasig , K. Holzapfel , K. Hoshina , F. Huang , M. Huber , T. Huber , T. Huege , K. Hultqvist , M. Hünnefeld , R. Hussain , S. In , N. Iovine , A. Ishihara , E. Jacobi , G. S. Japaridze , M. Jeong , K. Jero , B. J. P. Jones , P. Kalaczynski , O. Kalekin , W. Kang , D. Kang , A. Kappes , D. Kappesser , T. Karg , A. Karle , T. Katori , U. Katz , M. Kauer , A. Keivani , J. L. Kelley , A. Kheirandish , J. Kim , M. Kim , T. Kintscher , J. Kiryluk , T. Kittler , S. R. Klein , R. Koirala , H. Kolanoski , L. Köpke , C. Kopper , S. Kopper , J. P. Koschinsky , D. J. Koskinen , M. Kowalski , C. B. Krauss , K. Krings , M. Kroll , G. Krückl , S. Kunwar , N. Kurahashi , T. Kuwabara , A. Kyriacou , M. Labare , J. L. Lanfranchi , M. J. Larson , F. Lauber , D. Lennarz , K. Leonard , M. Lesiak-Bzdak , A. Leszczynska , M. Leuermann , Q. R. Liu , E. Lohfink , J. LoSecco , C. J. Lozano Mariscal , L. Lu , J. Lünemann , W. Luszczak , J. Madsen , G. Maggi , K. B. M. Mahn , S. Mancina , S. Mandalia , S. Marka , Z. Marka , R. Maruyama , K. Mase , R. Maunu , K. Meagher , M. Medici , M. Meier , T. Menne , G. Merino , T. Meures , S. Miarecki , J. Micallef , G. Momenté , T. Montaruli , R. W. Moore , M. Moulai , R. Nahnhauer , P. Nakarmi , U. Naumann , G. Neer , H. Niederhausen , S. C. Nowicki , D. R. Nygren , A. Obertacke Pollmann , M. Oehler , A. Olivas , A. O'Murchadha , E. O'Sullivan , A. Palazzo , T. Palczewski , H. Pandya , D. V. Pankova , L. Papp , P. Peiffer , J. A. Pepper , C. Pérez de los Heros , T. C. Petersen , D. Pieloth , E. Pinat , J. L. Pinfold , M. Plum , P. B. Price , G. T. Przybylski , C. Raab , L. Rädel , M. Rameez , L. Rauch , K. Rawlins , I. C. Rea , R. Reimann , B. Relethford , M. Relich , M. Renschler , E. Resconi , W. Rhode , M. Richman , M. Riegel , S. Robertson , M. Rongen , C. Rott , T. Ruhe , D. Ryckbosch , D. Rysewyk , I. Safa , T. Sälzer , S. E. Sanchez Herrera , A. Sandrock , J. Sandroos , P. Sandstrom , M. Santander , S. Sarkar , S. Sarkar , K. Satalecka , H. Schieler , P. Schlunder , T. Schmidt , A. Schneider , S. Schoenen , S. Schöneberg , F. G. Schröder , L. Schumacher , S. Sclafani , D. Seckel , S. Seunarine , M. H. Shaevitz , J. Soedingrekso , D. Soldin , S. Söldner-Rembold , M. Song , G. M. Spiczak , C. Spiering , J. Stachurska , M. Stamatikos , T. Stanev , A. Stasik , R. Stein , J. Stettner , A. Steuer , T. Stezelberger , R. G. Stokstad , A. Stößl , N. L. Strotjohann , T. Stuttard , G. W. Sullivan , M. Sutherland , I. Taboada , A. Taketa , H. K. M. Tanaka , J. Tatar , F. Tenholt , S. Ter-Antonyan , A. Terliuk , S. Tilav , P. A. Toale , M. N. Tobin , C. Tönnis , S. Toscano , D. Tosi , M. Tselengidou , C. F. Tung , A. Turcati , C. F. Turley , B. Ty , E. Unger , M. Usner , J. Vandenbroucke , W. Van Driessche , D. van Eijk , N. van Eijndhoven , S. Vanheule , J. van Santen , D. Veberic , E. Vogel , M. Vraeghe , C. Walck , A. Wallace , M. Wallraff , F. D. Wandler , N. Wandkowsky , A. Waza , C. Weaver , A. Weindl , M. J. Weiss , C. Wendt , J. Werthebach , S. Westerhoff , B. J. Whelan , K. Wiebe , C. H. Wiebusch , L. Wille , D. R. Williams , L. Wills , M. Wolf , J. Wood , T. R. Wood , E. Woolsey , K. Woschnagg , G. Wrede , S. Wren , D. L. Xu , X. W. Xu , Y. Xu , J. P. Yanez , G. Yodh , S. Yoshida , T. Yuan

The inner solar system's modern orbital architecture provides inferences into the epoch of terrestrial planet formation; a ~100 Myr time period of planet growth via collisions with planetesimals and other proto-planets. While classic…

地球与行星天体物理 · 物理学 2023-02-08 Matthew S. Clement , John E. Chambers , Nathan A. Kaib , Sean N. Raymond , Alan P. Jackson

Article describes the results of the development and using of Rare-Event Monte-Carlo Simulation Algorithms for Dynamic Fault Trees Estimation. For Fault Trees estimation usually analytical methods are used (Minimal Cut sets, Markov Chains,…

应用统计 · 统计学 2016-01-28 Sergey Porotsky

By adopting a Multilevel Monte Carlo (MLMC) framework, we show that only a handful of costly fine scale computations are needed to accurately estimate statistics of the failure of a composite structure, as opposed to the thousands typically…

数值分析 · 数学 2019-07-25 T. J. Dodwell , S. Kinston , R. Butler , R. T. Haftka , Nam H. Kim , R. Scheichl

The classical scenario of terrestrial planet formation is characterized by a phase of giant impacts among Moon-to-Mars mass planetary embryos. While the classic model and its adaptations have produced adequate analogs of the outer three…

地球与行星天体物理 · 物理学 2022-08-17 P. Franco , A. Izidoro , O. C. Winter , K. S. Torres , A. Amarante

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

计算物理 · 物理学 2009-10-01 J. R. Trail

For a universe presently dominated by static or dynamic vacuum energy, cosmological constant (LCDM) or quintessence (QCDM), we calculate the asymptotic collapsed mass fraction as function of the present ratio of vacuum energy to clustered…

天体物理学 · 物理学 2016-11-03 Sidney Bludman

Accurately predicting the formation energy of a compound, which describes its thermodynamic stability, is a key challenge in materials physics. Here, we employ many-body quantum Monte Carlo (QMC) with single-reference trial functions to…

Monte Carlo simulation is an important tool for modeling highly nonlinear systems (like particle colliders and cellular membranes), and random, floating-point numbers are their fuel. These random samples are frequently generated via the…

统计计算 · 统计学 2018-02-16 Keith Pedersen

Rare events are processes that occur upon the emergence of unlikely fluctuations. Unlike what their name suggests, rare events are fairly ubiquitous in nature, as the occurrence of many structural transformations in biology and material…

统计力学 · 物理学 2020-02-26 Sarwar Hussain , Amir Haji-Akbari

The dynamical evolution of terrestrial planets resembling Mercury in the vicinity of spin-orbit resonances is investigated using comprehensive harmonic expansions of the tidal torque taking into account the frequency-dependent quality…

地球与行星天体物理 · 物理学 2015-05-30 Valeri V. Makarov

Quantum Monte Carlo (QMC) is an advanced simulation methodology for studies of manybody quantum systems. In this review, we focus on the electronic structure QMC, i.e., methods relevant for systems described by the electron-ion…

其他凝聚态物理 · 物理学 2010-08-16 Michal Bajdich , Lubos Mitas

Quantum Monte Carlo approaches such as the diffusion Monte Carlo (DMC) method are among the most accurate many-body methods for extended systems. Their scaling makes them well suited for defect calculations in solids. We review the various…

材料科学 · 物理学 2014-04-23 William D. Parker , John W. Wilkins , Richard G. Hennig

Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…

强关联电子 · 物理学 2016-12-08 Mingpu Qin , Hao Shi , Shiwei Zhang

In many financial applications Quasi Monte Carlo (QMC) based on Sobol low-discrepancy sequences (LDS) outperforms Monte Carlo showing faster and more stable convergence. However, unlike MC QMC lacks a practical error estimate. Randomized…

计算金融 · 定量金融 2023-10-17 J. Hok , S. Kucherenko