相关论文: Unbiasedness and Optimization of Regional Weight C…
The radiative transfer equation models various physical processes ranging from plasma simulations to radiation therapy. In practice, these phenomena are often subject to uncertainties. Modeling and propagating these uncertainties requires…
The rank envelope test (Myllym\"aki et al., Global envelope tests for spatial processes, arXiv:1307.0239 [stat.ME]) is proposed as a solution to multiple testing problem for Monte Carlo tests. Three different situations are recognized: 1) a…
Simulating properties of quantum materials is one of the most promising applications of quantum computation, both near- and long-term. While real-time dynamics can be straightforwardly implemented, the finite temperature ensemble involves…
We present a new Monte Carlo algorithm that produces results of high accuracy with reduced simulational effort. Independent random walks are performed (concurrently or serially) in different, restricted ranges of energy, and the resultant…
We present a novel, generally applicable Monte Carlo algorithm for the simulation of fluid systems. Geometric transformations are used to identify clusters of particles in such a manner that every cluster move is accepted, irrespective of…
We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…
An open source software package for simulating thermal neutron propagation in geometry is presented. In this system, neutron propagation can be treated by either the particle transport method or the ray-tracing method. Supported by an…
We propose a new ensemble for Monte Carlo simulations, in which each state is assigned a statistical weight $1/k$, where $k$ is the number of states with smaller or equal energy. This ensemble has robust ergodicity properties and gives…
Random-walk Monte Carlo simulations are widely used to predict the optical properties of complex, disordered materials. In presence of large heterogeneities (e.g., spatially-extended nonscattering regions in a turbid environment), an…
Quantum Monte Carlo methods find fruitful application in large shell model problems. These methods reduce the imaginary-time many-body evolution operator to a coherent superposition of one-body evolutions in a fluctuating one-body field;…
Neutron oscillation into mirror neutron, a sterile state exactly degenerate in mass with the neutron, could be a very rapid process, even faster than the neutron decay itself. It can be observed by comparing the neutron lose rates in an…
In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…
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…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
We investigate in this paper an alternative method to simulation based recursive importance sampling procedure to estimate the optimal change of measure for Monte Carlo simulations. We propose an algorithm which combines (vector and…
We study analytically the relaxation eigenmodes of a simple Monte Carlo algorithm, corresponding to a particle in a box which moves by uniform random jumps. Moves outside of the box are rejected. At long times, the system approaches the…
This paper presents a tool for addressing a key component in many algorithms for planning robot trajectories under uncertainty: evaluation of the safety of a robot whose actions are governed by a closed-loop feedback policy near a nominal…
A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…
Weighted nuclear norm minimization has been recently recognized as a technique for reconstruction of a low-rank matrix from compressively sampled measurements when some prior information about the column and row subspaces of the matrix is…
Ultracold neutrons (UCN) with kinetic energies up to 300 neV can be stored in material or magnetic confinements for hundreds of seconds. This makes them a very useful tool for probing fundamental symmetries of nature, by searching for…