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Improvements beyond the primitive approximation in the path integral Monte Carlo method are explored both in a model problem and in real systems. Two different strategies are studied: the Richardson extrapolation on top of the path integral…

Statistical Mechanics · Physics 2009-11-10 L. Brualla , K. Sakkos , J. Boronat , J. Casulleras

We present a new class of high-order imaginary time propagators for path-integral Monte Carlo simulations by subtracting lower order propagators. By requiring all terms of the extrapolated propagator be sampled uniformly, the subtraction…

Computational Physics · Physics 2015-05-13 Robert E. Zillich , Johannes M. Mayrhofer , Siu A. Chin

The standard hybrid Monte Carlo algorithm uses the second order integrator at the molecular dynamics step. This choice of the integrator is not always the best. Using the Wilson fermion action, we study the performance of the hybrid Monte…

High Energy Physics - Lattice · Physics 2009-11-07 Tetsuya Takaishi

A consequent approach is proposed to construct symplectic force-gradient algorithms of arbitrarily high orders in the time step for precise integration of motion in classical and quantum mechanics simulations. Within this approach the basic…

Statistical Mechanics · Physics 2009-11-07 Igor Omelyan , Ihor Mryglod , Reinhard Folk

Monte Carlo simulation has been performed in a two-dimensional modified XY-model first proposed by Domany et. al [E. Domany, M. Schick and R. H. Swendsen, Phys. Rev. Lett. 52, 1535 (1984)]. The cluster algorithm of Wolff has been used and…

Statistical Mechanics · Physics 2015-05-13 Suman Sinha , Soumen Kumar Roy

We present Path Integral Monte Carlo C code for calculation of quantum mechanical transition amplitudes for 1D models. The SPEEDUP C code is based on the use of higher-order short-time effective actions and implemented to the maximal order…

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

Numerical Analysis · Mathematics 2020-10-06 Long Teng , Weidong Zhao

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

We study efficiency of higher order integrator schemes for the hybrid Monte Carlo (HMC) algorithm. Numerical tests are performed for Quantum Chromo Dynamics (QCD) with two flavors of Wilson fermions. We compare 2nd, 4th and 6th order…

High Energy Physics - Lattice · Physics 2009-10-31 Tetsuya Takaishi

We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…

Soft Condensed Matter · Physics 2019-03-06 Flora D. Tsourtou , Stavros D. Peroukidis , Loukas D. Peristeras , Vlasis G. Mavrantzas

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro

The feasibility of path integral Monte Carlo ground state calculations with very few beads using a high-order short-time Green's function expansion is discussed. An explicit expression of the evolution operator which provides dramatic…

Other Condensed Matter · Physics 2015-05-13 R. Rota , J. Casulleras , F. Mazzanti , J. Boronat

As a model of more general contour integration problems we consider the numerical calculation of high-order derivatives of holomorphic functions using Cauchy's integral formula. Bornemann (2011) showed that the condition number of the…

Numerical Analysis · Mathematics 2012-08-01 Folkmar Bornemann , Georg Wechslberger

The discrete time path integral Monte Carlo (PIMC) with a one-particle density matrix approximation is applied to study the quantum phase transition in the coupled double-well chain. To improve the convergence properties, the exact action…

Statistical Mechanics · Physics 2015-06-25 Dong-Hee Kim , Yu-Cheng Lin , Heiko Rieger

We demonstrate that substantial progress can be achieved in the study of the phase structure of 4-dimensional compact QED by a joint use of hybrid Monte Carlo and multicanonical algorithms, through an efficient parallel implementation. This…

High Energy Physics - Lattice · Physics 2015-06-25 G. Arnold , Th. Lippert , K. Schilling

The space nonlocal Allen-Cahn equation is a famous example of fractional reaction-diffusion equations. It is also an extension of the classical Allen-Cahn equation, which is widely used in physics to describe the phenomenon of two-phase…

Numerical Analysis · Mathematics 2025-02-05 Yuxin Zhang , Hengfei Ding

The precise description of quantum nuclear fluctuations in atomistic modelling is possible by employing path integral techniques, which involve a considerable computational overhead due to the need of simulating multiple replicas of the…

Chemical Physics · Physics 2017-03-23 Venkat Kapil , Jörg Behler , Michele Ceriotti

Modelling and simulating mine countermeasures search missions performed by autonomous vehicles equipped with a sensor capable of detecting mines at sea is a challenging endeavour. The output of our stochastic optimal control implementation…

Numerical Analysis · Mathematics 2025-02-27 Philippe Blondeel , Filip Van Utterbeeck , Ben Lauwens

By precisely writing down the matrix element of the local Boltzmann operator, we have proposed a new path integral formulation for quantum field theory and developed a corresponding Monte Carlo algorithm. With current formula, the…

Strongly Correlated Electrons · Physics 2022-03-08 J. Wang , W. Pan , D. Y. Sun

A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…

Numerical Analysis · Mathematics 2018-02-19 Yan Luo , Zhu Wang
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