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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…

概率论 · 数学 2010-10-22 Madalina Deaconu , Antoine Lejay

We study self-avoiding walks on the four-dimensional hypercubic lattice via Monte Carlo simulations of walks with up to one billion steps. We study the expected logarithmic corrections to scaling, and find convincing evidence in support the…

统计力学 · 物理学 2018-08-01 Nathan Clisby

Quantum Monte Carlo is one of the most promising approaches for dealing with large-scale quantum many-body systems. It has played an extremely important role in understanding strongly correlated physics. However, two fundamental problems,…

强关联电子 · 物理学 2026-03-03 Zhiyan Wang , Zenan Liu , Bin-Bin Mao , Zhe Wang , Zheng Yan

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

统计力学 · 物理学 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

介观与纳米尺度物理 · 物理学 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

We develop a quantum Monte Carlo method for many fermions that allows the use of any one-particle basis. It projects out the ground state by random walks in the space of Slater determinants. An approximate approach is formulated to control…

凝聚态物理 · 物理学 2009-02-20 Shiwei Zhang , Henry Krakauer

Monte Carlo particle transport codes are well established on classical hardware and are considered as the reference tool for nuclear applications. In a growing number of domains, the design of algorithms is progressively shifting towards…

量子物理 · 物理学 2024-10-28 Noé Olivier , Michel Nowak

Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…

统计方法学 · 统计学 2022-08-30 Chaofan Huang , V. Roshan Joseph , Simon Mak

The combination of continuum Many-Body Quantum physics and Monte Carlo methods provide a powerful and well established approach to first principles calculations for large systems. Replacing the exact solution of the problem with a…

计算物理 · 物理学 2009-10-01 J. R. Trail

Quantum simulations are a powerful tool for exploring strongly correlated many-body phenomena. Yet, their reach is limited by the fermion sign problem, which causes configuration weights to become negative, compromising statistical…

强关联电子 · 物理学 2025-12-04 Ryan Larson , Rubem Mondaini , Richard T. Scalettar

Probability measures supported on submanifolds can be sampled by adding an extra momentum variable to the state of the system, and discretizing the associated Hamiltonian dynamics with some stochastic perturbation in the extra variable. In…

数值分析 · 数学 2019-10-15 Tony Lelièvre , Mathias Rousset , Gabriel Stoltz

We study the large-scale dynamics of event chain Monte Carlo algorithms in one dimension, and their relation to the true self-avoiding walk. In particular, we study the influence of stress, and different forms of interaction on the…

计算物理 · 物理学 2024-10-14 A. C. Maggs

Variational Monte Carlo (VMC) is a powerful and fast-growing method for optimizing and evolving parameterized many-body wave functions, especially with modern neural-network quantum states. In practice, however, the stochastic estimators…

强关联电子 · 物理学 2026-03-20 Zhou-Quan Wan , Roeland Wiersema , Shiwei Zhang

Neutronic calculations for reactors are a daunting task when using Monte Carlo (MC) methods. As high-performance computing has advanced, the simulation of a reactor is nowadays more readily done, but design and optimization with multiple…

神经与进化计算 · 计算机科学 2024-03-22 Deborah Schwarcz , Nadav Schneider , Gal Oren , Uri Steinitz

An indirect, hybrid Monte Carlo discretization of general relativistic kinetic theory suitable for the development of numerical schemes for radiation transport is presented. The discretization is based on surface flux estimators obtained…

天体物理学 · 物理学 2012-12-12 Burkhard Zink

We propose a novel approach to the 'reality gap' problem, i.e., modifying a robot simulation so that its performance becomes more similar to observed real world phenomena. This problem arises whether the simulation is being used by human…

机器人学 · 计算机科学 2020-05-11 Damian Lyons , James Finocchiaro , Michael Novitzky , Christopher Korpela

The stochastic-gauge representation is a method of mapping the equation of motion for the quantum mechanical density operator onto a set of equivalent stochastic differential equations. One of the stochastic variables is termed the…

量子物理 · 物理学 2010-11-02 Mark R. Dowling , Matthew J. Davis , Peter D. Drummond , Joel F. Corney

When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…

计算物理 · 物理学 2020-05-20 J-M Tregan , S. Blanco , J. Dauchet , M Hafi , R. Fournier , L Ibarrart , P Lapeyre , N Villefranque

The energy variance optimization algorithm over a fixed ensemble of configurations in variational Monte Carlo is formally identical to a problem of fitting data: we reexamine it from a statistical maximum-likelihood point of view. We detect…

原子与分子团簇 · 物理学 2009-11-07 Dario Bressanini , Gabriele Morosi , Massimo Mella

The reference field method, known as the difference formulation, is a key variance reduction technique for Monte Carlo simulations of thermal radiation transport problems. When the material temperature is relatively high and the spatial…

计算物理 · 物理学 2024-11-06 Minsheng Huang , Ruo Li , Kai Yan , Chengbao Yao , Wenjun Ying