Related papers: Autocorrelations in Hybrid Monte Carlo Simulations
It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…
With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+\lambda)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes…
We discuss an instability in the leapfrog integration algorithm, widely used in current Hybrid Monte Carlo (HMC) simulations of lattice QCD. We demonstrate the instability in the simple harmonic oscillator (SHO) system where it is manifest.…
We report performance benchmarks for several algorithms that we have used to simulate the Schr"odinger functional with two flavors of dynamical quarks. They include hybrid and polynomial hybrid Monte Carlo with preconditioning. An appendix…
At fine lattice spacings, lattice simulations are plagued by slow (topological) modes that give rise to large autocorrelation times. These, in turn, lead to statistical and systematic errors that are difficult to estimate. We study the…
Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…
In this work, we study the correlation between entanglement and the negative sign problem in quantum Monte Carlo for the simulation of low-dimensional strongly correlated quantum many body systems. Entanglement entropy characterizes the…
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…
Recent Monte Carlo simulations of the critical point of the restricted primitive model for ionic solutions are reported. Only the continuum version of the model is considered. A finite size scaling analysis based in the Bruce-Wilding…
This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…
We study the autocorrelations of observables constructed from the topological charge density, such as the topological charge on a time slice or in a subvolume, using a series of hybrid Monte Carlo simulations of pure SU(3) gauge theory with…
In this paper, we study large losses arising from defaults of a credit portfolio. We assume that the portfolio dependence structure is modelled by the Archimedean copula family as opposed to the widely used Gaussian copula. The resulting…
Quantum Monte Carlo is one of the most powerful numerical tools for studying nonpeturbative properties of quantum many-body systems. However, its application to real-time problems is limited since the complex and highly-oscillating…
Understanding the real time dynamics of quantum systems without quasiparticles constitutes an important yet challenging problem. We study the superfluid-insulator quantum-critical point of bosons on a two-dimensional lattice, a system whose…
Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…
Complex soft matter systems can be efficiently studied with the help of adaptive resolution simulation methods, concurrently employing two levels of resolution in different regions of the simulation domain. The non-matching properties of…
Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…
I review recent results in QCD at high energy, emphasizing the role of higher-order computations, power corrections, and Monte Carlo simulations in the study of a few discrepancies between data and perturbative predictions, and discussing…
We present a measurement of the topological susceptibility in two flavor QCD. In this observable, large autocorrelations are present and also sizable cutoff effects have to be faced in the continuum extrapolation. Within the statistical…
The uncertainty and robustness of Computable General Equilibrium models can be assessed by conducting a Systematic Sensitivity Analysis. Different methods have been used in the literature for SSA of CGE models such as Gaussian Quadrature…