Journal articles: 'Carso Classico'

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Aasved, Mikal J. "The Sirens and Cargo Cults." Classical World 89, no. 5 (1996): 383. http://dx.doi.org/10.2307/4351817.

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Zhang, Xiaobo, Zhenzhou Lu, Kai Cheng, and Yanping Wang. "A novel reliability sensitivity analysis method based on directional sampling and Monte Carlo simulation." Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability 234, no. 4 (February 12, 2020): 622–35. http://dx.doi.org/10.1177/1748006x19899504.

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Local reliability sensitivity and global reliability sensitivity are required in reliability-based design optimization, since they can provide rich information including variable importance ranking and gradient information. However, traditional Monte Carlo simulation is inefficient for engineering application. A novel numerical simulation method based on Monte Carlo simulation and directional sampling is proposed to simultaneously estimate local reliability sensitivity and global reliability sensitivity. By suitable transformation, local reliability sensitivity and global reliability sensitivity can be estimated simultaneously as by-products of reliability analysis for Monte Carlo simulation method. The key is how to efficiently classify Monte Carlo simulation samples into two categories: failure samples and safety samples. Directional sampling method, a classical reliability analysis method, is more efficient than Monte Carlo simulation for reliability analysis. A novel strategy based on nearest Euclidean distance is proposed to approximately screen out failure samples from Monte Carlo simulation samples using directional sampling samples. In the proposed method, local reliability sensitivity and global reliability sensitivity are by-products of reliability analysis using the directional sampling method. Different from existing methods, the proposed method does not introduce hypotheses and does not require additional gradient information. The advantages of the Monte Carlo simulation and directional sampling are well integrated in the proposed method. The accuracy and the efficiency of the proposed method for local reliability sensitivity and global reliability sensitivity are demonstrated by four numerical examples and two engineering examples including the headless rivet and the wing box structure.

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Warren‐Hicks, William J., and Jonathan B. Butcher. "Monte Carlo analysis: Classical and Bayesian applications." Human and Ecological Risk Assessment: An International Journal 2, no. 4 (December 1996): 643–49. http://dx.doi.org/10.1080/10807039609383642.

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SYLJUÅSEN, OLAV F. "RANDOM WALKS NEAR ROKHSAR–KIVELSON POINTS." International Journal of Modern Physics B 19, no. 12 (May 10, 2005): 1973–93. http://dx.doi.org/10.1142/s021797920502964x.

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There is a class of quantum Hamiltonians known as Rokhsar–Kivelson (RK)–Hamiltonians for which static ground state properties can be obtained by evaluating thermal expectation values for classical models. The ground state of an RK–Hamiltonian is known explicitly, and its dynamical properties can be obtained by performing a classical Monte Carlo simulation. We discuss the details of a Diffusion Monte Carlo method that is a good tool for studying statics and dynamics of perturbed RK–Hamiltonians without time discretization errors. As a general result we point out that the relation between the quantum dynamics and classical Monte Carlo simulations for RK–Hamiltonians follows from the known fact that the imaginary-time evolution operator describing optimal importance sampling, where the exact ground state is used as guiding function, is Markovian. Thus quantum dynamics can be studied by classical Monte Carlo for any Hamiltonian provided its ground state is known explicitly and that there is no sign problem.

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Sewell, Thomas D., and Donald L. Thompson. "Classical Trajectory Methods for Polyatomic Molecules." International Journal of Modern Physics B 11, no. 09 (April 10, 1997): 1067–112. http://dx.doi.org/10.1142/s0217979297000551.

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Monte Carlo classical trajectory methods for simulating intramolecular dynamics, including chemical reactions, in large polyatomic molecules are described. Methods for performing calculations corresponding to various kinds of experiments are discussed. Some approaches for formulating potential-energy surfaces are described.

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Chaslot, Guillaume, Sander Bakkes, Istvan Szita, and Pieter Spronck. "Monte-Carlo Tree Search: A New Framework for Game AI." Proceedings of the AAAI Conference on Artificial Intelligence and Interactive Digital Entertainment 4, no. 1 (September 27, 2021): 216–17. http://dx.doi.org/10.1609/aiide.v4i1.18700.

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Classic approaches to game AI require either a high quality of domain knowledge, or a long time to generate effective AI behaviour. These two characteristics hamper the goal of establishing challenging game AI. In this paper, we put forward Monte-Carlo Tree Search as a novel, unified framework to game AI. In the framework, randomized explorations of the search space are used to predict the most promising game actions. We will demonstrate that Monte-Carlo Tree Search can be applied effectively to (1) classic board-games, (2) modern board-games, and (3) video games.

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Witkowska, Emilia, Mariusz Gajda, and Kazimierz Rzążewski. "Monte Carlo method, classical fields and Bose statistics." Optics Communications 283, no. 5 (March 2010): 671–75. http://dx.doi.org/10.1016/j.optcom.2009.10.080.

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Roth, Roland, and Hendrik Hansen-Goos. "Classical density functional theory meets Monte-Carlo simulations." Molecular Physics 116, no. 21-22 (April 8, 2018): 3323–30. http://dx.doi.org/10.1080/00268976.2018.1456686.

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Sainz, Jose Joaquin, Elías Revestido Herrero, Jose Ramon Llata, Esther Gonzalez-Sarabia, Francisco J. Velasco, Alvaro Rodriguez-Luis, Sergio Fernandez-Ruano, and Raul Guanche. "LQG Control for Dynamic Positioning of Floating Caissons Based on the Kalman Filter." Sensors 21, no. 19 (September 29, 2021): 6496. http://dx.doi.org/10.3390/s21196496.

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This paper presents the application of an linear quadratic gaussian (LQG) control strategy for concrete caisson deployment for marine structures. Currently these maneuvers are carried out manually with the risk that this entails. Control systems for these operations with classical regulators have begun to be implemented. They try to reduce risks, but they still need to be optimized due to the complexity of the dynamics involved during the sinking process and the contact with the sea bed. A linear approximation of the dynamic model of the caisson is obtained and an LQG control strategy is implemented based on the Kalman filter (KF). The results of the proposed LQG control strategy are compared to the ones given by a classic controller. It is noted that the proposed system is positioned with greater precision and accuracy, as shown in the different simulations and in the Monte Carlo study. Furthermore, the control efforts are less than with classical regulators. For all the reasons cited above, it is concluded that there is a clear improvement in performance with the control system proposed.

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NIEDERREITER, HARALD. "QUASI-MONTE CARLO METHODS IN COMPUTATIONAL FINANCE." COSMOS 01, no. 01 (May 2005): 113–25. http://dx.doi.org/10.1142/s0219607705000097.

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Quasi-Monte Carlo methods are deterministic versions of Monte Carlo methods, in the sense that the random samples used in the implementation of a Monte Carlo method are replaced by judiciously chosen deterministic points with good distribution properties. They outperform classical Monte Carlo methods in many problems of scientific computing. This paper discusses applications of quasi-Monte Carlo methods to computational finance, with a special emphasis on the problems of pricing mortgage-backed securities and options. The necessary background on Monte Carlo and quasi-Monte Carlo methods is also provided.

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11

Lescanne, Pierre. "Almost all Classical Theorems are Intuitionistic." RAIRO - Theoretical Informatics and Applications 56 (2022): 9. http://dx.doi.org/10.1051/ita/2022009.

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Canonical expressions represent the implicative propositions (i.e., the propositions with only implications) up-to renaming of variables. Using a Monte-Carlo approach, we explore the model of canonical expressions in order to confirm the paradox that says that asymptotically almost all classical theorems are intuitionistic. Actually we found that more than 96.6% of classical theorems are intuitionistic among propositions of size 100.

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Steinberg, Elad, and Shay I. Heizler. "A New Discrete Implicit Monte Carlo Scheme for Simulating Radiative Transfer Problems." Astrophysical Journal Supplement Series 258, no. 1 (January 1, 2022): 14. http://dx.doi.org/10.3847/1538-4365/ac33a3.

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Abstract We present a new algorithm for radiative transfer—based on a statistical Monte Carlo approach—that does not suffer from teleportation effects, on the one hand, and yields smooth results, on the other hand. Implicit Monte Carlo (IMC) techniques for modeling radiative transfer have existed from the 1970s. When they are used for optically thick problems, however, the basic algorithm suffers from “teleportation” errors, where the photons propagate faster than the exact physical behavior, due to the absorption-blackbody emission processes. One possible solution is to use semianalog Monte Carlo, in its new implicit form (ISMC), which uses two kinds of particles, photons and discrete material particles. This algorithm yields excellent teleportation-free results, but it also produces noisier solutions (relative to classic IMC), due to its discrete nature. Here, we derive a new Monte Carlo algorithm, Discrete Implicit Monte Carlo (DIMC), which also uses the idea of two kinds of discrete particles, and thus does not suffer from teleportation errors. DIMC implements the IMC discretization and creates new radiation photons for each time step, unlike ISMC. Using the continuous absorption technique, DIMC yields smooth results like classic IMC. One of the main elements of the algorithm is the avoidance of the explosion of the particle population, by using particle merging. We test the new algorithm on 1D and 2D cylindrical problems, and show that it yields smooth, teleportation-free results. We finish by demonstrating the power of the new algorithm on a classic radiative hydrodynamic problem—an opaque radiative shock wave. This demonstrates the power of the new algorithm for astrophysical scenarios.

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Bravyi, Sergey. "Monte Carlo simulation of stoquastic Hamiltonians." Quantum Information and Computation 15, no. 13&14 (October 2015): 1122–40. http://dx.doi.org/10.26421/qic15.13-14-3.

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Stoquastic Hamiltonians are characterized by the property that their off-diagonal matrix elements in the standard product basis are real and non-positive. Many interesting quantum models fall into this class including the Transverse field Ising Model (TIM), the Heisenberg model on bipartite graphs, and the bosonic Hubbard model. Here we consider the problem of estimating the ground state energy of a local stoquastic Hamiltonian $H$ with a promise that the ground state of $H$ has a non-negligible correlation with some `guiding' state that admits a concise classical description. A formalized version of this problem called Guided Stoquastic Hamiltonian is shown to be complete for the complexity class $\MA$ (a probabilistic analogue of $\NP$). To prove this result we employ the Projection Monte Carlo algorithm with a variable number of walkers. Secondly, we show that the ground state and thermal equilibrium properties of the ferromagnetic TIM can be simulated in polynomial time on a classical probabilistic computer. This result is based on the approximation algorithm for the classical ferromagnetic Ising model due to Jerrum and Sinclair (1993).

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14

Jacinto, Lizette. "Sobre Carlo Ginzburg y Bruce Lincoln, Old Thiess, a Livonian Werewolf. A Classic Case in Comparative Perspective." Estudios de Historia Moderna y Contemporánea de México, no. 64 (June 27, 2022): 269–74. http://dx.doi.org/10.22201/iih.24485004e.2022.64.77747.

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15

REGISTER, LEONARD F. "SCHRÖDINGER EQUATION MONTE CARLO: BRIDGING THE GAP FROM QUANTUM TO CLASSICAL TRANSPORT." International Journal of High Speed Electronics and Systems 09, no. 01 (March 1998): 251–79. http://dx.doi.org/10.1142/s0129156498000129.

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Schrödinger Equation and (based) Monte Carlo (SEMC), a simulation method designed to bridge the gap from quantum to classical transport, is described. This method provides a non-perturbative, current conserving quantum mechanical treatment of carriers, phonons, and their coupling, yet the SEMC algorithm is analogous to and compatible with that of semiclassical Monte Carlo (SMC). Indeed, SEMC allows carriers to be followed through a sequence of stochastically sampled scattering events. Phase breaking and energy dissipation for charge carriers within the Schrödinger-equation-based method are modeled via the exchange of probability among oscillator degrees of freedom, mimicing the true process of carrier-phonon scattering. Carrier-phonon coupling potentials for SEMC are obtained by Monte Carlo sampling of (the spatial correlation functions of) the true carrier-phonon coupling potentials. Illustrative results demonstrate SEMC's ability to provide both physically and quantitatively accurate modeling of, in particular, long-range polar-optical scattering, and to completely bridge the gap between phase-coherent and phase-incoherent transport.

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Belemuk, A. M., and S. M. Stishov. "Phase Transitions in Chiral Magnets: Classical Monte Carlo Calculations." Journal of Experimental and Theoretical Physics 131, no. 5 (November 2020): 752–60. http://dx.doi.org/10.1134/s1063776120110023.

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17

Mbamala, E. C., and G. Pastore. "Optimal Monte Carlo sampling for simulation of classical fluids." Physica A: Statistical Mechanics and its Applications 313, no. 3-4 (October 2002): 312–20. http://dx.doi.org/10.1016/s0378-4371(02)00975-5.

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Chen, Jian, and Jeffrey S. Rosenthal. "Decrypting classical cipher text using Markov chain Monte Carlo." Statistics and Computing 22, no. 2 (April 1, 2011): 397–413. http://dx.doi.org/10.1007/s11222-011-9232-5.

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HUANG, HSING-MEI. "IMPORTANCE-SAMPLING MONTE CARLO APPROACH TO CLASSICAL SPIN SYSTEMS." International Journal of Modern Physics B 03, no. 03 (March 1989): 473–83. http://dx.doi.org/10.1142/s0217979289000373.

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A new approach for carrying out static Monte Carlo calculations of thermodynamic quantities for classical spin systems is proposed. Combining the ideas of coincidence countings and importance samplings, we formulate a scheme for obtaining Γ(E), the number of states for a fixed energy E, and use Γ(E) to compute thermodynamic properties. Using the Ising model as an example, we demonstrate that our procedure leads to accurate numerical results without excessive use of computer time. We also show that the procedure is easily extended to obtaining magnetic properties of the Ising model.

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Filipponi, A., and P. Giammatteo. "Kinetic Monte Carlo simulation of the classical nucleation process." Journal of Chemical Physics 145, no. 21 (September 21, 2016): 211913. http://dx.doi.org/10.1063/1.4962757.

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Michel, Manon, Johannes Mayer, and Werner Krauth. "Event-chain Monte Carlo for classical continuous spin models." EPL (Europhysics Letters) 112, no. 2 (October 1, 2015): 20003. http://dx.doi.org/10.1209/0295-5075/112/20003.

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Hwang, Chi-Ok, James A. Given, and Michael Mascagni. "The Simulation–Tabulation Method for Classical Diffusion Monte Carlo." Journal of Computational Physics 174, no. 2 (December 2001): 925–46. http://dx.doi.org/10.1006/jcph.2001.6947.

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Kinugawa, Tohru. "Semi-classical Monte Carlo path integration without root searches." Chemical Physics Letters 235, no. 5-6 (March 1995): 395–401. http://dx.doi.org/10.1016/0009-2614(95)00142-q.

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Kadena, Y., and J. Mori. "An effective Monte Carlo simulation on classical spin systems." Physics Letters A 190, no. 3-4 (July 1994): 323–26. http://dx.doi.org/10.1016/0375-9601(94)90762-5.

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Nieciąg, Halina. "Improvement of Simulation Method in Validation of Software of the Coordinate Measuring Systems." Measurement Science Review 15, no. 5 (October 1, 2015): 226–35. http://dx.doi.org/10.1515/msr-2015-0031.

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Abstract Software is used in order to accomplish various tasks at each stage of the functioning of modern measuring systems. Before metrological confirmation of measuring equipment, the system has to be validated. This paper discusses the method for conducting validation studies of a fragment of software to calculate the values of measurands. Due to the number and nature of the variables affecting the coordinate measurement results and the complex character and multi-dimensionality of measurands, the study used the Monte Carlo method of numerical simulation. The article presents an attempt of possible improvement of results obtained by classic Monte Carlo tools. The algorithm LHS (Latin Hypercube Sampling) was implemented as alternative to the simple sampling schema of classic algorithm.

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Ziaeian, Iman, and Károly Tőkési. "nl-Selective Classical Charge-Exchange Cross Sections in Be4+ and Ground State Hydrogen Atom Collisions." Atoms 10, no. 3 (September 9, 2022): 90. http://dx.doi.org/10.3390/atoms10030090.

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Charge-exchange cross sections in Be4+ + H(1s) collisions are calculated using the three-body classical trajectory Monte Carlo method (CTMC) and the quasi-classical trajectory Monte Carlo method of Kirschbaum and Wilets (QCTMC) for impact energies between 10 keV/amu and 300 keV/amu. We present charge-exchange cross sections in the projectile n = 2 and nl = 2s, 2p states. Our results are compared with the previous quantum-mechanical approaches. We found that the QCTMC model is a powerful classical model to describe the state-selective charge-exchange cross sections at lower impact energies and the QCTMC results are in good agreement with previous observations.

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Ogawa, Yutaka, Yoichi Miyamoto, Munehiro Asally, Masahiro Oka, Yoshinari Yasuda, and Yoshihiro Yoneda. "Two Isoforms of Npap60 (Nup50) Differentially Regulate Nuclear Protein Import." Molecular Biology of the Cell 21, no. 4 (February 15, 2010): 630–38. http://dx.doi.org/10.1091/mbc.e09-05-0374.

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Npap60 (Nup50) is a nucleoporin that binds directly to importin α. In humans, there are two Npap60 isoforms: the long (Npap60L) and short (Npap60S) forms. In this study, we provide both in vitro and in vivo evidence that Npap60L and Npap60S function differently in nuclear protein import. In vitro binding assays revealed that Npap60S stabilizes the binding of importin α to classical NLS-cargo, whereas Npap60L promotes the release of NLS-cargo from importin α. In vivo time-lapse experiments showed that when the Npap60 protein level is controlled, allowing CAS to efficiently promote the dissociation of the Npap60/importin α complex, Npap60S and Npap60L suppress and accelerate the nuclear import of NLS-cargo, respectively. These results demonstrate that Npap60L and Npap60S have opposing functions and suggest that Npap60L and Npap60S levels must be carefully controlled for efficient nuclear import of classical NLS-cargo in humans. This study provides novel evidence that nucleoporin expression levels regulate nuclear import efficiency.

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Hirayama, T., B. Holdom, R. Koniuk, and T. Yavin. "Classical simulation of quantum fields II." Canadian Journal of Physics 84, no. 10 (October 1, 2006): 879–90. http://dx.doi.org/10.1139/p06-082.

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We consider the classical time evolution of a real scalar field in two-dimensional Minkowski space with a [Formula: see text] interaction. We compute the spatial and temporal two-point correlation functions and extract the renormalized mass of the interacting theory. We find our results are consistent with the one- and two-loop quantum computation. We also perform Monte Carlo simulations of the quantum theory and conclude that the classical scheme is able to produce more accurate results with a fraction of the CPU time. PACS Nos.: 03.70.+k, 03.50.–z, 11.15.Tk

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Fang, Jie, Yunqing Rao, Xusheng Zhao, and Bing Du. "A Hybrid Reinforcement Learning Algorithm for 2D Irregular Packing Problems." Mathematics 11, no. 2 (January 8, 2023): 327. http://dx.doi.org/10.3390/math11020327.

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Packing problems, also known as nesting problems or bin packing problems, are classic and popular NP-hard problems with high computational complexity. Inspired by classic reinforcement learning (RL), we established a mathematical model for two-dimensional (2D) irregular-piece packing combined with characteristics of 2D irregular pieces. An RL algorithm based on Monte Carlo learning (MC), Q-learning, and Sarsa-learning is proposed in this paper to solve a 2D irregular-piece packing problem. Additionally, mechanisms of reward–return and strategy-update based on piece packing were designed. Finally, the standard test case of irregular pieces was used for experimental testing to analyze the optimization effect of the algorithm. The experimental results show that the proposed algorithm can successfully realize packing of 2D irregular pieces. A similar or better optimization effect can be obtained compared to some classical heuristic algorithms. The proposed algorithm is an early attempt to use machine learning to solve 2D irregular packing problems. On the one hand, our hybrid RL algorithm can provide a basis for subsequent deep reinforcement learning (DRL) to solve packing problems, which has far-reaching theoretical significance. On the other hand, it has practical significance for improving the utilization rate of raw materials and broadening the application field of machine learning.

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GERNOTH, KLAUS A., MATTHEW J. HARRISON, and MANFRED L. RISTIG. "RADIAL DISTRIBUTION AND LIQUID STRUCTURE FUNCTION FOR LIQUID PARA-HYDROGEN AT LOW TEMPERATURES." International Journal of Modern Physics B 20, no. 30n31 (December 20, 2006): 5057–60. http://dx.doi.org/10.1142/s0217979206036090.

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We present theoretical results for the radial distribution function g(r) and the static liquid structure function S(k) of liquid para-hydrogen at low temperatures. The results have been obtained via quantum Monte Carlo Path Integral simulations, classical Monte Carlo calculations, and correlated density matrix theory.

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Anile, A. Marcello, and Simon D. Hern. "Two-valley Hydrodynamical Models for Electron Transport in Gallium Arsenide: Simulation of Gunn Oscillations." VLSI Design 15, no. 4 (January 1, 2002): 681–93. http://dx.doi.org/10.1080/1065514021000012291.

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To accurately describe non-stationary carrier transport in GaAs devices, it is necessary to use Monte Carlo methods or hydrodynamical (or energy transport) models which incorporate population transfer between valleys.We present here simulations of Gunn oscillations in a GaAs diode based on two-valley hydrodynamical models: the classic Bløtekjær model and two recently developed moment expansion models. Scattering parameters within the models are obtained from homogeneous Monte Carlo simulations, and these are compared against expressions in the literature. Comparisons are made between our hydrodynamical results, existing work, and direct Monte Carlo simulations of the oscillator device.

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Bidussa, David. "Scrivere e leggere Carlo Pisacane di Nello Rosselli." ITALIA CONTEMPORANEA, no. 259 (November 2010): 263–83. http://dx.doi.org/10.3280/ic2010-259004.

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La biografia di Carlo Pisacane, scritta da Nello Rosselli e pubblicata nel 1932, non č solo un "classico", ma č un testo in cui l'uso politico del passato č fondamentale. Un dato che non significa falsificazione o "invenzione del passato". In quel testo Rosselli propone un nuovo modo di studiare il Risorgimento e un'interpretazione politica di una delle sue figure piů discusse, sia sul piano dell'azione che su quello della riflessione politica. Un'interpretazione che l'antifascismo italiano colse immediatamente alla pubblicazione del volume, e con cui si identificň anche dopo la caduta del fascismo.

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Montanaro, Ashley. "Quantum speedup of Monte Carlo methods." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 471, no. 2181 (September 2015): 20150301. http://dx.doi.org/10.1098/rspa.2015.0301.

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Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.

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Zhang, Zhi Yong, Tian Shu Song, and Yang He. "Fatigue Life Reliability Analysis of Submarine Cone-Cylinder Shell." Advanced Materials Research 479-481 (February 2012): 2001–4. http://dx.doi.org/10.4028/www.scientific.net/amr.479-481.2001.

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A new method is presented in the paper. The fatigue life reliability of submarine cone-cylinder shell is investigated, based on the combination between the methods of conventional Monte Carlo and classical probabilistic fracture mechanics. Firstly, Monte Carlo method is employed to obtain the reliability of given initial fatigue life. Secondly, the two induced factors M1 and M2 in the paper are estimated according to the initial fatigue life and the reliability. Thirdly, based on the two factors, the other fatigue life reliability is obtained by using classical probabilistic fracture mechanics method. Finally, numerical cases show that the proposed method is more efficient without accuracy loss for fatigue life reliability compared with Monte Carlo method. This method can also be applied to predict the fatigue life reliability of analogue structures.

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Akhmetov, Ilnur. "Analysis of methods for solving a transport problem with detection in time and conditions for minimizing risk." E3S Web of Conferences 363 (2022): 01062. http://dx.doi.org/10.1051/e3sconf/202236301062.

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The paper formalizes the model of the transport task with the assessment of the risks of cargo transportation. Based on the constructed formal model, requirements are developed for models and methods for assessing the effectiveness of cargo transportation in the presence of risks and risk restrictions. The classical approach to solving the problem is analyzed and criteria are developed for the applicability of certain theoretical solutions in practical problems of ensuring cargo transportation.

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Ding, Zhiyan, and Qin Li. "Constrained Ensemble Langevin Monte Carlo." Foundations of Data Science 4, no. 1 (2022): 37. http://dx.doi.org/10.3934/fods.2021034.

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<p style='text-indent:20px;'>The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a fast convergence rate. However, the numerical cost is sometimes high because each iteration requires the computation of a gradient. One approach to eliminate the gradient computation is to employ the concept of "ensemble." A large number of particles are evolved together so the neighboring particles provide gradient information to each other. In this article, we discuss two algorithms that integrate the ensemble feature into LMC, and the associated properties.</p><p style='text-indent:20px;'>In particular, we find that if one directly surrogates the gradient using the ensemble approximation, the algorithm, termed Ensemble Langevin Monte Carlo, is unstable due to a high variance term. If the gradients are replaced by the ensemble approximations only in a constrained manner, to protect from the unstable points, the algorithm, termed Constrained Ensemble Langevin Monte Carlo, resembles the classical LMC up to an ensemble error but removes most of the gradient computation.</p>

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Emanuele, P. Daniel, and Christoffer H. Ericsson. "Navis Oneraria: The Cargo Carrier of Late Antiquity. Studies in Ancient Ship Carpentry." Phoenix 39, no. 3 (1985): 299. http://dx.doi.org/10.2307/1088650.

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Oleson, John Peter, and Christoffer H. Ericsson. "Navis Oneraria: The Cargo Carrier of Late Antiquity, Studies in Ancient Ship Carpentry." Classical World 79, no. 6 (1986): 412. http://dx.doi.org/10.2307/4349945.

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Acquah, Henry De-Graft. "Bayesian Logistic Regression Modelling via Markov Chain Monte Carlo Algorithm." Journal of Social and Development Sciences 4, no. 4 (April 30, 2013): 193–97. http://dx.doi.org/10.22610/jsds.v4i4.751.

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This paper introduces Bayesian analysis and demonstrates its application to parameter estimation of the logistic regression via Markov Chain Monte Carlo (MCMC) algorithm. The Bayesian logistic regression estimation is compared with the classical logistic regression. Both the classical logistic regression and the Bayesian logistic regression suggest that higher per capita income is associated with free trade of countries. The results also show a reduction of standard errors associated with the coefficients obtained from the Bayesian analysis, thus bringing greater stability to the coefficients. It is concluded that Bayesian Markov Chain Monte Carlo algorithm offers an alternative framework for estimating the logistic regression model.

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Marcon, Eric, Stéphane Traissac, and Gabriel Lang. "A Statistical Test for Ripley’s K Function Rejection of Poisson Null Hypothesis." ISRN Ecology 2013 (April 14, 2013): 1–9. http://dx.doi.org/10.1155/2013/753475.

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Ripley’s K function is the classical tool to characterize the spatial structure of point patterns. It is widely used in vegetation studies. Testing its values against a null hypothesis usually relies on Monte-Carlo simulations since little is known about its distribution. We introduce a statistical test against complete spatial randomness (CSR). The test returns the P value to reject the null hypothesis of independence between point locations. It is more rigorous and faster than classical Monte-Carlo simulations. We show how to apply it to a tropical forest plot. The necessary R code is provided.

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Pawlak, Marcin. "The Classic Methods of Real Option Valuation Vs Double Monte Carlo Simulation – Assumptions Analysis." Zeszyty Naukowe Uniwersytetu Szczecińskiego Finanse Rynki Finansowe Ubezpieczenia 82 (2016): 437–45. http://dx.doi.org/10.18276/frfu.2016.4.82/1-37.

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Zav'yalov, Dmitry, Vitaliy Egunov, and Vladimir Konchenkov. "On Vectorization of Monte-Carlo Algorithm Solving Classical Boltzmann Equation." Mathematical Physics and Computer Simulation, no. 1 (March 2020): 13–21. http://dx.doi.org/10.15688/mpcm.jvolsu.2020.1.2.

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The vectorization of calculations in the Monte Carlo simulation algorithm of kinetic coefficients of solids under the influence of homogeneous external fields on the sample is discussed. It is shown that the vectorization of calculations related to the solution of the equations of motion of particles allows to obtain an acceleration from 10 to 30 %.

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43

Lewins, Jeffrey D. "Classical Perturbation Theory for Monte Carlo Studies of System Reliability." Nuclear Science and Engineering 137, no. 3 (March 2001): 364–79. http://dx.doi.org/10.13182/nse01-a2196.

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Lavrentiev, M. Yu, N. L. Allan, and C. Wragg. "Lithium oxide: a quantum-corrected and classical Monte Carlo study." Physical Chemistry Chemical Physics 21, no. 27 (2019): 14964–72. http://dx.doi.org/10.1039/c9cp02376c.

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Karsten, S., G. Rave, and J. Krieter. "Monte Carlo simulation of classical swine fever epidemics and control." Veterinary Microbiology 108, no. 3-4 (July 2005): 199–205. http://dx.doi.org/10.1016/j.vetmic.2005.04.008.

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Karsten, S., G. Rave, and J. Krieter. "Monte Carlo simulation of classical swine fever epidemics and control." Veterinary Microbiology 108, no. 3-4 (July 2005): 187–98. http://dx.doi.org/10.1016/j.vetmic.2005.04.009.

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Toshima, Nobuyuki. "Classical-trajectory Monte Carlo calculations for energetic electron-capture processes." Physical Review A 42, no. 9 (November 1, 1990): 5739–42. http://dx.doi.org/10.1103/physreva.42.5739.

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Hu, Xiche, William L. Hase, and Tony Pirraglia. "Vectorization of the general Monte Carlo classical trajectory program VENUS." Journal of Computational Chemistry 12, no. 8 (October 1991): 1014–24. http://dx.doi.org/10.1002/jcc.540120814.

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Shadare, A. E., M. N. O. Sadiku, and S. M. Musa. "Markov Chain Monte Carlo Solution of Poisson’s Equation in Axisymmetric Regions." Advanced Electromagnetics 8, no. 5 (December 17, 2019): 29–36. http://dx.doi.org/10.7716/aem.v8i5.1255.

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The advent of the Monte Carlo methods to the field of EM have seen floating random walk, fixed random walk and Exodus methods deployed to solve Poisson’s equation in rectangular coordinate and axisymmetric solution regions. However, when considering large EM domains, classical Monte Carlo methods could be time-consuming because they calculate potential one point at a time. Thus, Markov Chain Monte Carlo (MCMC) is generally preferred to other Monte Carlo methods when considering whole-field computation. In this paper, MCMC has been applied to solve Poisson’s equation in homogeneous and inhomogeneous axisymmetric regions. The MCMC results are compared with the analytical and finite difference solutions.

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Tikhonov, Denis S., Dmitry I. Sharapa, Jan Schwabedissen, and Vladimir V. Rybkin. "Application of classical simulations for the computation of vibrational properties of free molecules." Physical Chemistry Chemical Physics 18, no. 40 (2016): 28325–38. http://dx.doi.org/10.1039/c6cp05849c.

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Journal articles on the topic 'Carso Classico'

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