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We investigate the properties of two standard energy estimators used in path-integral Monte Carlo simulations. By disentangling the variance of the estimators and their autocorrelation times we analyse the dependence of the performance on…

Condensed Matter · Physics 2009-10-30 Wolfhard Janke , Tilman Sauer

We propose a new rigorous time-slicing construction of the phase space Path Integrals for propagators both in Quantum Mechanics and Quantum Field Theory for a fairly general class of quantum observables (e.g. the Schroedinger hamiltonians…

Functional Analysis · Mathematics 2007-05-23 Alexander Dynin

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak , Sergei Zakharov

We present two Monte Carlo sampling algorithms for probabilistic inference that guarantee polynomial-time convergence for a larger class of network than current sampling algorithms provide. These new methods are variants of the known…

Artificial Intelligence · Computer Science 2013-02-18 Malcolm Pradhan , Paul Dagum

We present sixth- and eighth-order Hermite integrators for astrophysical $N$-body simulations, which use the derivatives of accelerations up to second order ({\it snap}) and third order ({\it crackle}). These schemes do not require previous…

Astrophysics · Physics 2008-11-26 Keigo Nitadori , Junichiro Makino

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…

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

We develop the hybrid Monte Carlo method for simulations of single off-lattice polymer chains. We discuss implementation and choice of simulation parameters in some detail. The performance of the algorithm is tested on models for…

High Energy Physics - Lattice · Physics 2009-10-22 A. Irbäck

We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…

Computational Physics · Physics 2015-05-13 T. E. Booth , J. E. Gubernatis

High order perturbation theory has seen an unexpected recent revival for controlled calculations of quantum many-body systems, even at strong coupling. We adapt integration methods using low-discrepancy sequences to this problem. They…

Strongly Correlated Electrons · Physics 2020-08-27 Marjan Maček , Philipp T. Dumitrescu , Corentin Bertrand , Bill Triggs , Olivier Parcollet , Xavier Waintal

A new diagrammatic quantum Monte Carlo approach is proposed to deal with the imaginary time propagator involving both dynamic disorder (i.e., electron-phonon interactions) and static disorder of local or nonlocal nature in a unified and…

Materials Science · Physics 2026-04-15 Yu-Chen Wang , Yi Zhao

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

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

Numerical Analysis · Mathematics 2024-11-11 Clarissa Astuto

By use of the recently derived $universal$ discrete imaginary-time propagator of the harmonic oscillator, both thermodynamic and Hamiltonian energies can be given analytically, and evaluated numerically at each imaginary time step, for…

Quantum Physics · Physics 2024-07-01 Siu A. Chin

We discuss the numerical solution of the Schr\"odinger equation with a time-dependent Hamilton operator using commutator-free time-propagators. These propagators are constructed as products of exponentials of simple weighted sums of the…

Numerical Analysis · Mathematics 2011-06-02 A. Alvermann , H. Fehske

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

In Monte Carlo integration an accurate and reliable determination of the numerical intregration error is essential. We point out the need for an independent estimate of the error on this error, for which we present an unbiased estimator. In…

Numerical Analysis · Mathematics 2016-10-12 R. Bakx , R. H. P. Kleiss , F. Versteegen

This work addresses the quantization of a self-interacting higher order time derivative theory using path integrals. To quantize this system and avoid the problems of energy not bounded from below and states of negative norm, we observe the…

High Energy Physics - Theory · Physics 2014-01-14 Carlos A. Margalli , J. David Vergara

Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original…

Numerical Analysis · Computer Science 2016-12-21 Ahmed Attia , Razvan Stefanescu , Adrian Sandu

The eigenvalue-function pair of the 3D Schr\"odinger equation can be efficiently computed by use of high order, imaginary time propagators. Due to the diffusion character of the kinetic energy operator in imaginary time, algorithms…

Materials Science · Physics 2009-11-13 Siu A. Chin , S. Janecek , E. Krotscheck