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Extensive Monte Carlo simulation results of the standard two-dimensional driven diffusive systems are obtained using a multispin coding technique. The nonequilibrium phase transition is analyzed with anisotropic finite-size scaling, both at…

Condensed Matter · Physics 2007-05-23 Jian-Sheng Wang

Machine learning has been successfully applied to identify phases and phase transitions in condensed matter systems. However, quantitative characterization of the critical fluctuations near phase transitions is lacking. In this study we…

Disordered Systems and Neural Networks · Physics 2019-03-19 Zhenyu Li , Mingxing Luo , Xin Wan

We present a Monte Carlo study of the one-component $\phi^4$ model on the cubic lattice in three dimensions. Leading order scaling corrections are studied using the finite size scaling method. We compute the corrections to scaling exponent…

High Energy Physics - Lattice · Physics 2008-11-26 M. Hasenbusch

Zero- and two-dimensional crystal defects form in open statistical ensembles, such as the grand canonical, that are usually inaccessible with conventional simulation techniques. This longstanding challenge is overcome with a new Hamiltonian…

Materials Science · Physics 2026-01-16 Flynn Walsh , Babak Sadigh , Joseph T. McKeown , Timofey Frolov

Simulation studies are used to evaluate and compare the properties of statistical methods in controlled experimental settings. In most cases, performing a simulation study requires knowledge of the true value of the parameter, or estimand,…

Methodology · Statistics 2025-03-04 Ashley I. Naimi , David Benkeser , Jacqueline E. Rudolph

Monte Carlo simulation using a cluster algorithm is used to compute the scaling part of the free energy for a three dimensional O(4) spin model. The results are relevant for analysis of lattice studies of high temperature QCD.

High Energy Physics - Lattice · Physics 2009-10-28 Doug Toussaint

The paper presents an investigation of estimating treatment effect using different matching methods. The study proposed a new method which is computationally efficient and convenient in implication-'largest caliper matching' and compared…

Applications · Statistics 2018-06-07 Sharif Mahmood

This paper concerns the approximation of smooth, high-dimensional functions from limited samples using polynomials. This task lies at the heart of many applications in computational science and engineering - notably, some of those arising…

Numerical Analysis · Mathematics 2023-11-07 Ben Adcock , Simone Brugiapaglia

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

Distortion risk measures play a critical role in quantifying risks associated with uncertain outcomes. Accurately estimating these risk measures in the context of computationally expensive simulation models that lack analytical tractability…

Risk Management · Quantitative Finance 2025-08-29 Sören Bettels , Stefan Weber

Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential…

Probability · Mathematics 2012-02-22 Hock Peng Chan , Tze Leung Lai

Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…

Computation · Statistics 2018-04-12 Christian P. Robert , Victor Elvira , Nick Tawn , Changye Wu

Using a novel finite size scaling Monte Carlo technique, we calculate the four, six and eight point renormalized coupling constants defined at zero momentum for the three dimensional Ising system. Our values of the six and eight point…

High Energy Physics - Lattice · Physics 2009-10-28 Jae-Kwon Kim , D. P. Landau

We present a quantum Monte Carlo method which allows calculations on many-fermion systems at finite temperatures without any sign decay. This enables simulations of the grand-canonical ensemble at large system sizes and low temperatures.…

Condensed Matter · Physics 2009-10-31 Shiwei Zhang

We use the single-cluster Monte Carlo update algorithm to simulate the three-dimensional classical Heisenberg model in the critical region on simple cubic lattices of size $L^3$ with $L=12, 16, 20, 24, 32, 40$, and $48$. By means of…

High Energy Physics - Lattice · Physics 2009-10-22 Christian Holm , Wolfhard Janke

We review and discuss recent advances in the simulation of bulk critical phenomena in model fluids. In particular we emphasise the extensions to finite-size scaling theory needed to cope with the lack of symmetry between coexisting fluid…

Statistical Mechanics · Physics 2009-10-28 N. B. Wilding

We study Monte Carlo calculations of the effective potential for a scalar field theory using three techniques. One of these is a new method proposed and tested for the first time. In each case we extract the renormalised quantities of the…

High Energy Physics - Lattice · Physics 2010-03-04 A. Ardekani , A. G. Williams

Wave-function Monte Carlo methods are an important tool for simulating quantum systems, but the standard method cannot be used to simulate decoherence in continuously measured systems. Here we present a new Monte Carlo method for such…

Quantum Physics · Physics 2013-05-29 Kurt Jacobs

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

Many spin systems affected by critical slowing down can be efficiently simulated using cluster algorithms. Where such systems have long-range interactions, suitable formulations can additionally bring down the computational effort for each…

Statistical Mechanics · Physics 2017-04-07 Emilio Flores-Sola , Martin Weigel , Ralph Kenna , Bertrand Berche
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