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We propose a Multi-level Monte Carlo technique to accelerate Monte Carlo sampling for approximation of properties of materials with random defects. The computational efficiency is investigated on test problems given by tight-binding models…

数值分析 · 数学 2016-11-30 Petr Plecháč , Erik von Schwerin

For emerging applications of hybrid pixel detectors which require high spatial resolution, e.g., subpixel interpolation in X-ray imaging and deep learning-based electron localization, accurate modeling of charge transport processes in the…

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

We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…

天体物理学 · 物理学 2007-05-23 Maxim A. Voronkov

Neural network parametrizations have increasingly been used to represent the ground and excited states in variational Monte Carlo (VMC) with promising results. However, traditional VMC methods only optimize the wave function in regions of…

计算物理 · 物理学 2025-07-03 Huan Zhang , Robert J. Webber , Michael Lindsey , Timothy C. Berkelbach , Jonathan Weare

We propose a sampling method to include the negative contribution to probability density distribution in a sampling procedure. This sampling method is a universal solution for all negative probability problem and shows extraordinarily power…

仪器与探测器 · 物理学 2015-05-27 Bo Da , Shifeng Mao , ZheJun Ding

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

To account for the interference effects of the Coulomb and exchange interactions of electrons a new path integral representation of the density matrix has been developed in the canonical ensemble at finite temperatures. The developed…

等离子体物理 · 物理学 2022-01-05 Vladimir Filinov , Pavel Levashov , Alexander Larkin

We describe the Monte Carlo (MC) simulation package of the `2K-CAPTURE' setup and discuss the agreement of its output with data. The `2K-CAPTURE' MC simulates the energy loss of particles in detector and components of the passive shield and…

In Markov Chain Monte Carlo (MCMC) simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the…

数据分析、统计与概率 · 物理学 2015-01-08 J. Li , P. Vignal , S. Sun , V. M. Calo

Monte Carlo (MC) simulations are extensively used for various purposes in modern high-energy physics (HEP) experiments. Precision measurements of established Standard Model processes or searches for new physics often require the collection…

数据分析、统计与概率 · 物理学 2022-06-15 Karl Ehataht , Christian Veelken

We consider the computational efficiency of Monte Carlo (MC) and Multilevel Monte Carlo (MLMC) methods applied to partial differential equations with random coefficients. These arise, for example, in groundwater flow modelling, where a…

数值分析 · 数学 2024-12-12 Anastasia Istratuca , Aretha Teckentrup

Markov chain Monte Carlo (MCMC) is a widely used sampling method in modern artificial intelligence and probabilistic computing systems. It involves repetitive random number generations and thus often dominates the latency of probabilistic…

硬件体系结构 · 计算机科学 2023-12-12 Yihan Fu , Daijing Shi , Anjunyi Fan , Wenshuo Yue , Yuchao Yang , Ru Huang , Bonan Yan

We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…

数值分析 · 数学 2020-11-25 Zhenghang Xu , Zhijian He , Xiaoqun Wang

The properties of hydrogen under extreme conditions are important for many applications, including inertial confinement fusion and astrophysical models. A key quantity is given by the electronic density response to an external perturbation,…

计算物理 · 物理学 2022-08-17 Maximilian Böhme , Zhandos Moldabekov , Jan Vorberger , Tobias Dornheim

We establish epigraphical and uniform laws of large numbers for sample-based approximations of law invariant risk functionals. These sample-based approximation schemes include Monte Carlo (MC) and certain randomized quasi-Monte Carlo…

最优化与控制 · 数学 2025-07-01 Olena Melnikov , Johannes Milz

Markov chain Monte Carlo (MCMC) methods to sample from a probability distribution $\pi$ defined on a space $(\Theta,\mathcal{T})$ consist of the simulation of realisations of Markov chains $\{\theta_{n},n\geq1\}$ of invariant distribution…

统计计算 · 统计学 2021-01-06 Christophe Andrieu , Sinan Yıldırım , Arnaud Doucet , Nicolas Chopin

Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

量子物理 · 物理学 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

The Monte Carlo (MC) simulation method is a powerful tool for radiation physicists, and several general-purpose software packages are commonly applied in a myriad of different radiation physics fields today. In medical physics, charged…

Simulation-guided design represents a fundamental contribution towards the development of modern semiconductor devices aiming to reach high-performance particle detection, identification and tracking, and constitutes a strategic element of…

仪器与探测器 · 物理学 2025-05-12 Marco Mandurrino