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Hybrid symplectic integrators such as MERCURY are widely used to simulate complex dynamical phenomena in planetary dynamics that could otherwise not be investigated. A hybrid integrator achieves high accuracy during close encounters by…

Earth and Planetary Astrophysics · Physics 2019-03-18 Hanno Rein , David M. Hernandez , Daniel Tamayo , Garett Brown , Emily Eckels , Emma Holmes , Michelle Lau , Rejean Leblanc , Ari Silburt

Hasenbusch has proposed splitting the pseudo-fermionic action into two parts, in order to speed-up Hybrid Monte Carlo simulations of QCD. We have tested a different splitting, also using clover-improved Wilson fermions. An additional…

High Energy Physics - Lattice · Physics 2008-11-26 A. Ali Khan , T. Bakeyev , M. Göckeler , R. Horsley , D. Pleiter , P. E. L. Rakow , A. Schäfer , G. Schierholz , H. Stüben

Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…

Computation · Statistics 2022-07-12 Ensieh Sharifnia , Simon Tindemans

We present a new approach to path integral Monte Carlo (PIMC) simulations based on the worm algorithm, originally developed for lattice models and extended here to continuous-space many-body systems. The scheme allows for efficient…

Statistical Mechanics · Physics 2009-11-11 M. Boninsegni , N. Prokof'ev , B. Svistunov

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…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

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 discuss the impact of various improvements on simulations of dynamical overlap fermions using the Hybrid Monte Carlo algorithm. We focus on the usage of fat links and multiple pseudo-fermion fields.

High Energy Physics - Lattice · Physics 2011-07-18 Thomas DeGrand , Stefan Schaefer

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

Statistical Mechanics · Physics 2007-05-23 Erik Luijten

The standard hybrid Monte Carlo algorithm is known to simulate even flavors QCD only. Simulations of odd flavors QCD, however, can be also performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion…

High Energy Physics - Lattice · Physics 2017-08-23 Tetsuya Takaishi , Philippe de Forcrand

Variational inference lies at the core of many state-of-the-art algorithms. To improve the approximation of the posterior beyond parametric families, it was proposed to include MCMC steps into the variational lower bound. In this work we…

Machine Learning · Statistics 2016-09-28 Christopher Wolf , Maximilian Karl , Patrick van der Smagt

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 2016-08-25 G. Arnold , Th. Lippert , K. Schilling

The pseudofermion action of the Hybrid Monte Carlo (HMC) algorithm for dynamical fermions is modified to directly incorporate Incomplete LU (ILU) factorisation. This reduces the stochastic noise and allows a larger molecular dynamics…

High Energy Physics - Lattice · Physics 2007-05-23 Mike Peardon

Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…

Quantum Gases · Physics 2016-01-15 Tobias Dornheim , Simon Groth , Alexey Filinov , Michael Bonitz

Machine learning and deep learning have revolutionized computational physics, particularly the simulation of complex systems. Equivariance is essential for simulating physical systems because it imposes a strong inductive bias on the…

Strongly Correlated Electrons · Physics 2024-11-13 Yuki Nagai , Akio Tomiya

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

We present two types of meta-algorithm that can greatly improve the accuracy of existing algorithms for integrating the equations of motion of dynamical systems. The first meta-algorithm takes an integrator that is time-symmetric only for…

Astrophysics · Physics 2007-05-23 Piet Hut , Yoko Funato , Eiichiro Kokubo , Junichiro Makino , Steve McMillan

Current dynamical overlap fermion hybrid Monte Carlo simulations encounter large fermionic forces when there is mixing between near zero-eigenvectors of the kernel operator. This leads to low acceptance rates when there is a large density…

High Energy Physics - Lattice · Physics 2009-03-12 Nigel Cundy

Simulations of odd flavors QCD can be performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD…

High Energy Physics - Lattice · Physics 2009-10-31 T. Takaishi , Ph. de Forcrand

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

We present a multiscale integrator for Hamiltonian systems with slowly varying quadratic stiff potentials that uses coarse timesteps (analogous to what the impulse method uses for constant quadratic stiff potentials). This method is based…

Numerical Analysis · Mathematics 2011-04-14 Molei Tao , Houman Owhadi , Jerrold E. Marsden