相关论文: Monte Carlo methods and applications for the nucle…
This paper shows how one can use Sequential Monte Carlo methods to perform what is typically done using Markov chain Monte Carlo methods. This leads to a general class of principled integration and genetic type optimization methods based on…
Polaron tunneling is a prominent example of a problem characterized by different energy scales, for which the standard quantum Monte Carlo methods face a slowdown problem. We propose a new quantum-tunneling Monte Carlo (QTMC) method which…
Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…
The multilevel Monte Carlo method is applied to an academic example in the field of electromagnetism. The method exhibits a reduced variance by assigning the samples to multiple models with a varying spatial resolution. For the given…
Option valuation problems are often solved using standard Monte Carlo (MC) methods. These techniques can often be enhanced using several strategies especially when one discretizes the dynamics of the underlying asset, of which we assume…
This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…
Path integral Monte Carlo (PIMC) simulations have become an important tool for the investigation of the statistical mechanics of quantum systems. I discuss some of the history of applying the Monte Carlo method to non-relativistic quantum…
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}…
An atomic-scale model for silicate solutions is introduced for investigation of the nucleation process during zeolite synthesis in the absence of a structure directing agent. Monte Carlo schemes are developed to determine the equilibrium…
This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…
Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…
The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from the global EM scattering measurement, at various incidences and wave…
Radiative processes such as synchrotron radiation and Compton scattering play an important role in astrophysics. Radiative processes are fundamentally stochastic in nature, and the best tools currently used for resolving these processes…
Fixed-node diffusion Monte Carlo (FNDMC) is a stochastic quantum many-body method that has a great potential in electronic structure theory. We examine how FNDMC satisfies exact constraints, linearity and derivative discontinuity of total…
We describe a regression-based method, generally referred to as the Least Squares Monte Carlo (LSMC) method, to speed up exposure calculations of a portfolio. We assume that the portfolio contains several exotic derivatives that are priced…
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…
Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…
We compute radiative corrections to the superallowed $\beta$ decay of $^{10}{\rm C}$ in an effective field theory approach using nuclear matrix elements obtained from quantum Monte Carlo calculations. These corrections are an important…
Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…
We review a method that we recently introduced to calculate the finite-temperature distribution of the axial quadrupole operator in the laboratory frame using the auxiliary-field Monte Carlo technique in the framework of the…