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The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

Statistical Mechanics · Physics 2014-01-07 Synge Todo , Hidemaro Suwa

We develop a new numerical scheme which allows precise solution of coherent tunneling problems, i.e., problems with exponentially small transition amplitudes between quasidegenerate states. We explain how this method works for the…

Condensed Matter · Physics 2007-05-23 Nikolai Prokof'ev , Boris Svistunov , Igor Tupitsyn

We present and study a Particle method for the stationary solutions of a class of transport equations. This method is inspired by non-stationary Particle methods, the time variable being replaced by one spatial variable. Particles…

Numerical Analysis · Mathematics 2025-11-13 Rafael Bailo , Julie Binard , Pierre Degond , Pascal Noble

We develop a multi-dimensional hybrid discontinuous Galerkin method for multi-scale kinetic equations. This method is based on moment realizability matrices, a concept introduced by D. Levermore, W. Morokoff and B. Nadiga for one…

Numerical Analysis · Mathematics 2018-08-01 Francis Filbet , Tao Xiong

While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error.…

High Energy Physics - Phenomenology · Physics 2009-11-11 R. H. Kleiss , A. Lazopoulos

An efficient method for computing thermodynamic equilibrium states at the micromagnetic length scale is introduced, using the Markov chain Monte Carlo method. Trial moves include not only rotations of vectors, but also a change in their…

Mesoscale and Nanoscale Physics · Physics 2021-11-10 Serban Lepadatu

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu

We present an implementation of Quantum Computing for a Markov Chain Monte Carlo method with an application to cosmological functions, to derive posterior distributions from cosmological probes. The algorithm proposes new steps in the…

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Quantum Physics · Physics 2009-11-13 Pawel Wocjan , Anura Abeyesinghe

Moment closure methods appear in myriad scientific disciplines in the modelling of complex systems. The goal is to achieve a closed form of a large, usually even infinite, set of coupled differential (or difference) equations. Each equation…

Statistical Mechanics · Physics 2018-12-24 Christian Kuehn

We propose a method for efficiently coupling the finite element method with atomistic simulations, while using molecular dynamics or kinetic Monte Carlo techniques. Our method can dynamically build an optimized unstructured mesh that…

Computational Engineering, Finance, and Science · Computer Science 2018-05-23 Mihkel Veske , Andreas Kyritsakis , Kristjan Eimre , Vahur Zadin , Alvo Aabloo , Flyura Djurabekova

A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…

Statistical Mechanics · Physics 2009-10-31 Ronald Dickman

We present a simple approach to the fixed phase method in Quantum Monte Carlo. This applies to electrons in molecules and electron gas and is straightforwardly extended to the Schr\"odinger equation with magnetic field.

Computational Physics · Physics 2018-02-01 F. Delyon , B. Bernu

High-dimensional multimodal sampling problems from lattice field theory (LFT) have become important benchmarks for machine learning assisted sampling methods. We show that GPU-accelerated particle methods, Sequential Monte Carlo (SMC) and…

Machine Learning · Statistics 2025-11-20 David Yallup

We present real-time inchworm quantum Monte Carlo results for single-site dynamical mean field theory on an infinite coordination number Bethe lattice. Our numerically exact results are obtained on the L-shaped Keldysh contour and, being…

Strongly Correlated Electrons · Physics 2017-10-18 Qiaoyuan Dong , Igor Krivenko , Joseph Kleinhenz , Andrey E. Antipov , Guy Cohen , Emanuel Gull

We present a new Monte Carlo method for obtaining solutions of the Boltzmann equation for describing phonon transport in micro and nanoscale devices. The proposed method can resolve arbitrarily small signals (e.g. temperature differences)…

Computational Physics · Physics 2015-05-30 Jean-Philippe Peraud , Nicolas Hadjiconstantinou

Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. Here, we present a new acceleration algorithm based on…

Quantitative Methods · Quantitative Biology 2019-07-24 Yen Ting Lin , Song Feng , William S. Hlavacek

In this manuscript, we describe a new configurational bias Monte Carlo technique for the simulation of peptides. We focus on the biologically relevant cases of linear and cyclic peptides. Our approach leads to an efficient,…

Soft Condensed Matter · Physics 2015-06-25 Michael W. Deem , Joel Bader

New explicit velocity- and position-Verlet-like algorithms of the second order are proposed to integrate the equations of motion in many-body systems. The algorithms are derived on the basis of an extended decomposition scheme at the…

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

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai
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