相关论文: Optimum Monte Carlo Simulations: Some Exact Result…
A novel method for extracting physical parameters from experimental and simulation data is presented. The method is based on statistical concepts and it relies on Monte Carlo simulation techniques. It identifies and determines with maximal…
It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…
We present a Monte Carlo study of the two-component $\phi^4$ model on the simple cubic lattice in three dimensions. By suitable tuning of the coupling constant $\lambda$ we eliminate leading order corrections to scaling. High statistics…
A numerically exact Monte Carlo scheme for calculation of open quantum system dynamics is proposed and implemented. The method consists of a Monte-Carlo summation of a perturbation expansion in terms of trajectories in Liouville phase-space…
We present an implementation of a Monte Carlo algorithm that generates points randomly and uniformly on a set of arbitrary surfaces. The algorithm is completely general and only requires the geometry modeling software to provide the…
Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…
The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible,…
We calculate the efficiency of a rejection-free dynamic Monte Carlo method for $d$-dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential $r^{-p}$. Theoretically we find the algorithmic efficiency…
We consider the problem of numerical approximation of integrals of random fields over a unit hypercube. We use a stratified Monte Carlo quadrature and measure the approximation performance by the mean squared error. The quadrature is…
We describe a general radiative equilibrium and temperature correction procedure for use in Monte Carlo radiation transfer codes with sources of temperature-independent opacity, such as astrophysical dust. The technique utilizes the fact…
We present general principles for the design and analysis of unbiased Monte Carlo estimators in a wide range of settings. Our estimators posses finite work-normalized variance under mild regularity conditions. We apply our estimators to…
In this work, we address the systematic biases and random errors stemming from finite step sizes encountered in diffusion simulations. We introduce the Effective Geometry Monte Carlo (EG-MC) simulation algorithm which modifies the geometry…
The phase transition in a 3D array of classical anharmonic oscillators with harmonic nearest-neighbour coupling (discrete $\phi^4$ model) is studied by Monte Carlo (MC) simulations and by analytical methods. The model allows to choose a…
Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…
High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
This paper investigates a class of algorithms for numerical integration of a function in d dimensions over a compact domain by Monte Carlo methods. We construct a histogram approximation to the function using a partition of the integration…
The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…
Hamiltonian Monte Carlo has emerged as a standard tool for posterior computation. In this article, we present an extension that can efficiently explore target distributions with discontinuous densities. Our extension in particular enables…
The density relaxation phenomenon is modeled using both Monte Carlo and dissipative MD simulations to investigate the effects of regular taps applied to a vessel having a planar floor filled with monodisperse spheres. Results suggest the…