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DOE OSTI2022

Lefschetz thimble quantum Monte Carlo for spin systems

Monte Carlo simulations are useful tools for modeling quantum systems, but in some cases they suffer from a sign problem, leading to an exponential slow down in their convergence to a value. While solving the sign problem is generically NP hard, many techniques exist for mitigating the sign problem in specific cases; in particular, the technique of deforming the Monte Carlo simulation's plane of integration onto Lefschetz thimbles (complex hypersurfaces of stationary phase) has seen significant success in the context of quantum field theories. We extend this methodology to spin systems by utilizing spin coherent state path integrals to reexpress the spin system's partition function in terms of continuous variables. Using some toy systems, we demonstrate its effectiveness at lessening the sign problem in this setting, despite the fact that the initial mapping to spin coherent states introduces its own sign problem. The standard formulation of the spin coherent path integral is known to make use of uncontrolled approximations; despite this, for large spins they are typically considered to yield accurate results, so it is somewhat surprising that our results show significant systematic errors. Furthermore, possibly of independent interest, our use of Lefschetz thimbles to overcome the intrinsic sign problem in spin coherent state path integral Monte Carlo enables a novel numerical demonstration of a breakdown in the spin coherent path integral.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2022

m-CUBES An efficient and portable implementation of multi-dimensional integration for gpus

The task of multi-dimensional numerical integration is frequently encountered in physics and other scientific fields, e.g., in modeling the effects of systematic uncertainties in physical systems and in Bayesian parameter estimation. Multi-dimensional integration is often time-prohibitive on CPUs. Efficient implementation on many-core architectures is challenging as the workload across the integration space cannot be predicted a priori. We propose m-Cubes, a novel implementation of the well-known Vegas algorithm for execution on GPUs. Vegas transforms integration variables followed by calculation of a Monte Carlo integral estimate using adaptive partitioning of the resulting space. m-Cubes improves performance on GPUs by maintaining relatively uniform workload across the processors. As a result, our optimized Cuda implementation for Nvidia GPUs outperforms parallelization approaches proposed in past literature. We further demonstrate the efficiency of m-Cubes by evaluating a six-dimensional integral from a cosmology application, achieving significant speedup and greater precision than the CUBA library's CPU implementation of VEGAS. We also evaluate m-Cubes on a standard integrand test suite. m-Cubes outperforms the serial implementations of the Cuba and GSL libraries by orders of magnitude speedup while maintaining comparable accuracy. Our approach yields a speedup of at least 10 when compared against publicly available Monte Carlo based GPU implementations. In summary, m-Cubes can solve integrals that are prohibitively expensive using standard libraries and custom implementations. A modern C++ interface header-only implementation makes m-Cubes portable, allowing its utilization in complicated pipelines with easy to define stateful integrals. Compatibility with non-Nvidia GPUs is achieved with our initial implementation of m-Cubes using the Kokkos framework.

Sakiotis, Ioannis↗

DOE OSTI2021

Momentum distribution of the uniform electron gas at finite temperature: Effects of spin polarization

We carry out extensive direct path integral Monte Carlo (PIMC) simulations of the uniform electron gas (UEG) at finite temperature for different values of the spin-polarization ξ. This allows us to unambiguously quantify the impact of spin effects on the momentum distribution function n(k) and related properties. We find that interesting physical effects like the interaction-induced increase in the occupation of the zero-momentum state n(0) substantially depend on ξ. Our results further advance the current understanding of the UEG as a fundamental model system, and are of practical relevance for the description of transport properties of warm dense matter in an external magnetic field. All PIMC results are freely available online and can be used as a benchmark for the development of methods and applications.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2020

Prediction of tissue optical properties using the Monte Carlo modeling of photon transport in turbid media and integrating spheres

Monte Carlo methods are an established technique for simulating light transport in biological tissue. Integrating spheres make experimental measurements of the reflectance and transmittance of a sample straightforward and inexpensive. This work presents an extension to existing Monte Carlo photon transport methods to simulate integrating sphere experiments. Crosstalk between spheres in dual-sphere experiments is accounted for in the method. Analytical models, previous works on Monte Carlo photon transport, and experimental measurements of a synthetic tissue phantom validate this method. We present two approaches for using this method to back-calculate the optical properties of samples. Experimental and simulation uncertainties are propagated through both methods. Both back-calculation methods find the optical properties of a sample accurately and precisely. Our model is implemented in standard Python 3 and CUDA C++ [J. Nickolls, I. Buck, M. Garland, and K. Skadron, ACM Queue 6 , 40 ( 2008 ) ] and is publicly available in Code 1.

Cook, Patrick D. (ORCID:0000000279345428)↗

DOE OSTI2021

Experimental and theoretical determinations of hydrogen isotopic equilibrium in the system CH 4 —H 2 —H 2 O from 3 to 200°C

The stable isotopic composition of methane (CH 4 ) is commonly used to fingerprint natural gas origins. Over the past 50 years, there have been numerous proposals that both microbial and thermogenic CH 4 can form in or later attain hydrogen isotopic equilibrium with water (H 2 O) and carbon isotopic equilibrium with carbon dioxide (CO 2 ). Evaluation of such proposals requires knowledge of the equilibrium fractionation factors between CH 4 and H 2 O or CO 2 at the temperatures where microbial and thermogenic CH 4 form in or are found in the environment, which is generally less than 200°C. Experimental determinations of these fractionation factors are only available above 200°C, requiring extrapolation of these results beyond the calibrated range or the use of theoretical calculations at lower temperatures. Here, we provide a calibration of the equilibrium hydrogen isotopic fractionation factor for CH 4 and hydrogen gas (H 2 ) ( D α CH4(g)–H2(g) ) based on experiments using γ-Al 2 O 3 and Ni catalysts from 3 to 200°C. Results were regressed as a 2 nd order polynomial of 1000 × ln D α CH4(g)–H2(g) vs. 1/T (K -1 ) yielding: 1000 × l n D α C H 4 ( g ) - H 2 ( g ) = 3.5317 × 10 7 T 2 + 2.7749 × 10 5 T - 179.48 We combine this calibration with previous experimental determinations of hydrogen isotope equilibrium between H 2 , H 2 O(g), and H 2 O(l) and we provide an interpolatable experimental calibration of 1000 × ln D α CH4(g)–H2O(l) from 3 to 200°C. Our resulting 4th order polynomial is the following equation: 1000 × l n D α C H 4 ( g ) - H 2 O l = - 7.9443 × 10 12 T 4 + 8.7772 × 10 10 T 3 - 3.4973 × 10 8 T 2 + 5.4398 × 10 5 T - 382.05 At 3°C, the value from our calibration differs by 93‰ relative to what would be calculated based on the extrapolation of the only experimental calibration currently available to temperatures below its calibrated range (lowest temperature of 200°C; Horibe and Craig, 1995). We additionally provide new theoretical estimates of hydrogen isotopic equilibrium between CH 4 (g), H 2 (g), and H 2 O(g) and carbon isotopic equilibrium between CH 4 (g) and CO 2 (g) using Path Integral Monte Carlo (PIMC) calculations. Our PIMC calculations for hydrogen isotopic equilibrium between CH 4 and H 2 agree 1:1 with our experiments. Finally, we compile carbon and hydrogen isotopic measurements of CH 4 , CO 2 , and H 2 O from various environmental systems and compare observed differences between carbon and hydrogen isotopes to those expected based on isotopic equilibrium. We find that isotopic compositions of some microbial gases from marine sedimentary, coalbed, and shale environments are consistent with those expected for CH 4 H 2 O(l) hydrogen and CH 4 CO 2 carbon isotopic equilibrium. In contrast, microbial terrestrial and pure culture gases are not consistent with both CH 4 H 2 O(l) hydrogen and CH 4 CO 2 carbon isotopic equilibrium. Overall, these results are explained qualitatively using previously developed conceptual models that link free energy gradients available to microorganisms to the degree that their enzymes can promote isotope-exchange reactions between CH 4 , CO 2 , and H 2 O.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

DOE OSTI2021

First-principles equation of state database for warm dense matter computation

We put together a first-principles equation of state (FPEOS) database for matter at extreme conditions by combining results from path integral Monte Carlo and density functional molecular dynamics simulations of the elements H, He, B, C, N, O, Ne, Na, Mg, Al, and Si as well as the compounds LiF , B 4 C , BN , CH 4 , CH 2 , C 2 H 3 , CH , C 2 H , MgO , and MgSiO 3 . For all these materials, we provide the pressure and internal energy over a density-temperature range from ~ 0.5 to 50 g cm - 3 and from ~ 10 4 to 10 9 K, which are based on ~ 5000 different first-principles simulations. We compute isobars, adiabats, and shock Hugoniot curves in the regime of L - and K -shell ionization. Invoking the linear mixing approximation, we study the properties of mixtures at high density and temperature. Furthermore, we derive the Hugoniot curves for water and alumina as well as for carbon-oxygen, helium-neon, and CH-silicon mixtures. We predict the maximal shock compression ratios of H 2 O , H 2 O 2 , Al 2 O 3 , CO , and CO 2 to be 4.61, 4.64, 4.64, 4.89, and 4.83, respectively. Finally we use the FPEOS database to determine the points of maximum shock compression for all available binary mixtures. We identify mixtures that reach higher shock compression ratios than their end members. We discuss trends common to all mixtures in pressure-temperature and particle-shock velocity spaces. In the Supplemental Material, we provide all FPEOS tables as well as computer codes for interpolation, Hugoniot calculations, and plots of various thermodynamic functions.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2020

Benchmarking boron carbide equation of state using computation and experiment

Boron carbide ( B 4 C ) is of both fundamental scientific and practical interest due to its structural complexity and how it changes upon compression, as well as its many industrial uses and potential for use in inertial confinement fusion (ICF) and high-energy density physics experiments. Here, we report the results of a comprehensive computational study of the equation of state (EOS) of B 4 C in the liquid, warm dense matter, and plasma phases. Our calculations are cross-validated by comparisons with Hugoniot measurements up to 61 megabar from planar shock experiments performed at the National Ignition Facility (NIF). Our computational methods include path integral Monte Carlo, activity expansion, as well as all-electron Green's function Korringa-Kohn-Rostoker and molecular dynamics that are both based on density functional theory. We calculate the pressure-internal energy EOS of B 4 C over a broad range of temperatures ( ~ 6 × 10 3 – 5 × 10 8 K) and densities (0.025–50 g / cm 3 ). We assess that the largest discrepancies between theoretical predictions are ≲ 5 % near the compression maximum at 1– 2 × 10 6 K. This is the warm-dense state in which the K shell significantly ionizes and has posed grand challenges to theory and experiment. By comparing with different EOS models, we find a Purgatorio model (LEOS 2122) that agrees with our calculations. The maximum discrepancies in pressure between our first-principles predictions and LEOS 2122 are ~ 18 % and occur at temperatures between 6 × 10 3 – 2 × 10 5 K, which we believe originate from differences in the ion thermal term and the cold curve that are modeled in LEOS 2122 in comparison with our first-principles calculations. To account for potential differences in the ion thermal term, we have developed three new equation-of-state models that are consistent with theoretical calculations and experiment. We apply these new models to 1D hydrodynamic simulations of a polar direct-drive NIF implosion, demonstrating that these new models are now available for future ICF design studies.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

DOE OSTI2026

Glauber-theory analysis of nuclear reactions on a 12 C target with variational Monte Carlo wave functions

The application of Glauber theory has been playing an increasingly important role with the study of unstable or exotic nuclei. Its adaptation to medium and high-energy nucleus-nucleus collisions is severely limited because one has to evaluate the matrix elements of multiple-scattering operators. The extraction of physical observables has been done using ‘approximate’ Glauber theory whose validity is hard to evaluate. Here, we perform a full calculation of the matrix elements using Monte Carlo integration and analyze the elastic differential cross sections and the total reaction cross sections for p+¹²C, ⁴,⁶He+¹²C, and ¹²C+¹²C collisions. We use the variational Monte Carlo wave functions for ⁴,⁶He and ¹²C obtained by using realistic two- and three-nucleon potentials. We demonstrate the performance of the Glauber-theory calculations by comparing with available experimental data. We further discuss the accuracy of the conventional approximate methods in the light of the cumulant expansion for Glauber’s phase-shift function.

Horiuchi, W. [Osaka Metropolitan University (Japan↗

NASA NTRS1993

Monte Carlo analysis of the Titan III/Transfer Orbit Stage guidance system for the Mars Observer mission

An important part of space launch vehicle mission planning for a planetary mission is the integrated analysis of guidance and performance dispersions for both booster and upper stage vehicles. For the Mars Observer mission, an integrated trajectory analysis was used to maximize the scientific payload and to minimize injection errors by optimizing the energy management of both vehicles. This was accomplished by designing the Titan III booster vehicle to inject into a hyperbolic departure plane, and the Transfer Orbit Stage (TOS) to correct any booster dispersions. An integrated Monte Carlo analysis of the performance and guidance dispersions of both vehicles provided sensitivities, an evaluation of their guidance schemes and an injection error covariance matrix. The polynomial guidance schemes used for the Titan III variable flight azimuth computations and the TOS solid rocket motor ignition time and burn direction derivations accounted for a wide variation of launch times, performance dispersions, and target conditions. The Mars Observer spacecraft was launched on 25 September 1992 on the Titan III/TOS vehicle. The post flight analysis indicated that a near perfect park orbit injection was achieved, followed by a trans-Mars injection with less than 2sigma errors.

Bell, Stephen C.↗

NASA NTRS2002

A Simplified, Closed-Form Method for Screening Spacecraft Orbital Heating Variations

A closed-form analytical technique has been developed to screen orbital average heating variations as a function of beta angle, altitude, surface area, and surface optical properties. Using planetary view factor equations for surfaces parallel-to and normal-to the local vertical, a cylindrical umbral shadow approximation, and a simplified albedo flux model, heating rate equations are formulated and then integrated to obtain orbital average heating. The results are compared to detailed analytical predictions using Monte Carlo integration and an assessment of error is presented.

Rickman, S. L.↗

DOE OSTI2025

FY25 MOOSE Usability Improvements: 3D Meshing Capabilities, Initiation of Geometry Support for Monte Carlo Tools, and Enhancement of MOOSE/Workbench User Input Interactions

Usability improvements have been made to MOOSE and Workbench in FY25 to enhance usability and user workflows. Assorted enhancement have been made to MOOSE’s intrinsic meshing capabilities in order to enable more flexible and complex meshing of nuclear reactor systems, in particular for 3D applications. Mesh generators have been added to perform operations such as batch mesh generation, surface mesh generation, and creation of 3D transition layers. These mesh generation capabilities make it much easier to generate high quality non-extruded 3D meshes. Additionally, work to integrate Monte Carlo reactor physics simulations into MOOSE-based multi-physics workflows has reached another milestone with the implementation of the Constructive Solid Geometry (CSG) base framework. This framework lays the foundation for mesh generators to offer the user a generic CSG output option (as opposed to a finite element mesh). To support users, workshop on the MOOSE Reactor Module was delivered which featured hands-on examples using the NEAMS Workbench on INL’s High Performance Computing system. Recent updates to the NEAMS Workbench, WASP, and the MOOSE language server have introduced several improvements aimed at making MOOSE-based simulation setup and input management faster, more accurate, and easier to use. Key capabilities that have been added include multi-tab-stop autocompletion, visual input diagnostics, developer-directed data visualizations, upgraded ParaView integration, and Workspace-level file tracking. Together, these changes make it easier for users to build, validate, and manage complex MOOSE-based simulation models — especially those involving reusable components, included files, and datasets. The improvements are designed to save time, reduce input errors, and help users get to a successful simulation run faster, with more confidence in the results.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

DOE OSTI2026

A Monte Carlo Laplace Transform Estimator for Radiation Transport

This work formulates and implements a Laplace transform estimator in a simple Monte Carlo radiation transport code. The estimator maps flux-based quantities of interest, like reaction rates, from a desired phase-space dimension to the complex Laplace domain. This on-the-fly Monte Carlo integration technique enables the spectral analysis of arbitrary nuclear systems via the Laplace transform. A simple code tests the estimator in neutron slowing-down problems across various infinite media, and the results compare well with Ganapol’s uninverted analytical solution of the neutron slowing-down equation.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Normalizing Flows for Microscopic Many-Body Calculations: An Application to the Nuclear Equation of State

We report that normalizing flows are a class of machine learning models used to construct a complex distribution through a bijective mapping of a simple base distribution. We demonstrate that normalizing flows are particularly well suited as a Monte Carlo integration framework for quantum many-body calculations that require the repeated evaluation of high-dimensional integrals across smoothly varying integrands and integration regions. As an example, we consider the finite-temperature nuclear equation of state. An important advantage of normalizing flows is the ability to build highly expressive models of the target integrand, which we demonstrate enables precise evaluations of the nuclear free energy and its derivatives. Furthermore, we show that a normalizing flow model trained on one target integrand can be used to efficiently calculate related integrals when the temperature, density, or nuclear force is varied. This work will support future efforts to build microscopic equations of state for numerical simulations of supernovae and neutron star mergers that employ state-of-the-art nuclear forces and many-body methods.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

DOE OSTI2023

Tensor train continuous time solver for quantum impurity models

The simulation of strongly correlated quantum impurity models is a significant challenge in modern condensed matter physics that has multiple important applications. Thus far, the most successful methods for approaching this challenge involve Monte Carlo techniques that accurately and reliably sample perturbative expansions to any order. However, the cost of obtaining high precision through these methods is high. Recently, tensor train decomposition techniques have been developed as an alternative to Monte Carlo integration. In this study, we apply these techniques to the single-impurity Anderson model at equilibrium by calculating the systematic expansion in power of the hybridization of the impurity with the bath. Furthermore, we demonstrate the performance of the method in a paradigmatic application, examining the first-order phase transition on the infinite-dimensional Bethe lattice, which can be mapped to an impurity model through dynamical mean field theory. Our results indicate that using tensor train decomposition schemes allows the calculation of finite-temperature Green's functions and thermodynamic observables with unprecedented accuracy. The methodology holds promise for future applications to frustrated multiorbital systems, using a combination of partially summed series with other techniques pioneered in diagrammatic and continuous time quantum Monte Carlo.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

NASA NTRS2004

Neural network uncertainty assessment using Bayesian statistics: a remote sensing application

Neural network (NN) techniques have proved successful for many regression problems, in particular for remote sensing; however, uncertainty estimates are rarely provided. In this article, a Bayesian technique to evaluate uncertainties of the NN parameters (i.e., synaptic weights) is first presented. In contrast to more traditional approaches based on point estimation of the NN weights, we assess uncertainties on such estimates to monitor the robustness of the NN model. These theoretical developments are illustrated by applying them to the problem of retrieving surface skin temperature, microwave surface emissivities, and integrated water vapor content from a combined analysis of satellite microwave and infrared observations over land. The weight uncertainty estimates are then used to compute analytically the uncertainties in the network outputs (i.e., error bars and correlation structure of these errors). Such quantities are very important for evaluating any application of an NN model. The uncertainties on the NN Jacobians are then considered in the third part of this article. Used for regression fitting, NN models can be used effectively to represent highly nonlinear, multivariate functions. In this situation, most emphasis is put on estimating the output errors, but almost no attention has been given to errors associated with the internal structure of the regression model. The complex structure of dependency inside the NN is the essence of the model, and assessing its quality, coherency, and physical character makes all the difference between a blackbox model with small output errors and a reliable, robust, and physically coherent model. Such dependency structures are described to the first order by the NN Jacobians: they indicate the sensitivity of one output with respect to the inputs of the model for given input data. We use a Monte Carlo integration procedure to estimate the robustness of the NN Jacobians. A regularization strategy based on principal component analysis is proposed to suppress the multicollinearities in order to make these Jacobians robust and physically meaningful.

Neural Networks (Computer)↗

DOE OSTI2026

Improved Kelbg Potentials for Z > 1 and Application to Carbon Plasmas

In this work, we present a general form for the electron‐ion diffractive potential derived from the quantum pair density matrix and fit to the improved Kelbg potential for atomic numbers up to $Z = 54$. We apply classical molecular dynamics using the improved Kelbg potential for carbon with various forms of the Pauli potential to compute internal energies and pressures for hot, dense plasma conditions. Our results are compared to an equation of state model based on path integral Monte Carlo and density functional theory simulations to examine the extent to which the improved Kelbg potential reproduces the internal energy and pressure of carbon plasmas. The regions of validity for carbon agree generally with those derived previously for hydrogen once pressure ionization effects are incorporated. Based on our carbon results and previously published hydrogen studies, we discuss the general applicability and limitations of these potentials for equation of state studies in warm dense matter and high energy density plasmas.

general physics↗

DOE OSTI2025

Thermal Analysis of a Solid Particle Light-Trapping Planar Cavity Receiver Using Computational Fluid Dynamics

Concentrated solar power (CSP) is one of the most effective ways of harnessing solar power to create efficient, durable, and resilient energy systems. This study entails thermal modeling and analysis of a novel central tower receiver configuration. This receiver uses solid particles as the heat transfer fluid (HTF), a promising option for third-generation CSP systems. The configuration considered here is the light-trapping planar cavity receiver (LTPCR) introduced by the National Renewable Energy Laboratory. While heat transfer studies of various LTPCR subsystems have been done, system-level thermal analysis of the LTPCR receiver has not been attempted. This study also presents important sensitivity analyses of the operating parameters of the CSP system, which can help guide the design of future central tower receivers. This study employs Ansys Fluent as a computational fluid dynamics (CFD) tool to model fluid dynamics and heat transfer in the receiver, intending to quantify its thermal performance. The model seamlessly integrates Monte Carlo ray tracing data, which generates absorbed solar flux profiles from the heliostat field design, with the heat transfer characteristics of the fluidized particle bed. This unified model is designed to accurately predict the thermal behavior of the LTPCR. Analysis of preliminary results reveals that the primary loss mechanisms are radiative and natural convective losses, in that order. Based on observations from a baseline case, several strategies are suggested and numerically tested. These solutions include selective cooling of high-temperature regions and manipulation of particle bed parameters. Selective cooling of high-temperature regions reduced the peak temperature by 151 degrees C and decreased thermal losses by 0.9%. Improving the particle-wall heat transfer coefficient (P-W HTC) of the particle bed decreased the thermal losses by 1.7% and decreased the peak temperatures by 57 degrees C. Decreasing the particle inlet temperature (PIT) also reduced thermal losses by 3.5% and decreased peak temperatures by 29 degrees C. Compounding these strategies improved the thermal losses of the receiver from 13.5% in the baseline case to 7.5%. Additionally, the study explores the variation in thermal performance across different locations of the receiver, where a variation of thermal losses from 12.9% to 17.3% is found. This allows a comprehensive evaluation of potential improvements in efficiency and temperature management.

computational fluid dynamics↗

DOE OSTI2021

Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time. However, because the random function space is constructed using tensor products, TD-gPC-based methods are known to suffer from the curse of dimensionality. Here, we introduce a new numerical method called the flow-driven spectral chaos (FSC) which overcomes this curse of dimensionality at the random-function-space level. The proposed method is not only computationally more efficient than existing TD-gPC-based methods but is also far more accurate. The FSC method uses the concept of enriched stochastic flow maps to track the evolution of a finite-dimensional random function space efficiently in time. To transfer the probability information from one random function space to another, two approaches are developed and studied herein. In the first approach, the probability information is transferred in the mean-square sense, whereas in the second approach the transfer is done exactly using a new theorem that was developed for this purpose. The FSC method can quantify uncertainties with high fidelity, especially for the long-time response of stochastic dynamical systems governed by ODEs of arbitrary order. Six representative numerical examples, including a nonlinear problem (the Van-der-Pol oscillator), are presented to demonstrate the performance of the FSC method and corroborate the claims of its superior numerical properties. Finally, a parametric, high-dimensional stochastic problem is used to demonstrate that when the FSC method is used in conjunction with Monte Carlo integration, the curse of dimensionality can be overcome altogether.

(nonlinear) stochastic dynamical systems↗