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``Extended Ensemble Monte Carlo''is a generic term that indicates a set of algorithms which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel…

Disordered Systems and Neural Networks · Physics 2009-10-31 Yukito Iba

Sampling from hierarchical Bayesian models is often difficult for MCMC methods, because of the strong correlations between the model parameters and the hyperparameters. Recent Riemannian manifold Hamiltonian Monte Carlo (RMHMC) methods have…

Computation · Statistics 2014-06-17 Yichuan Zhang , Charles Sutton

We present a hybrid Path Integral Monte Carlo (hPIMC) algorithm to calculate real-time quantum thermal correlation functions and demonstrate its application to open quantum systems. The hPIMC algorithm leverages the successes of classical…

Quantum Physics · Physics 2025-06-12 Elliot C. Eklund , Nandini Ananth

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

The numerical and computational aspects of chiral fermions in lattice quantum chromodynamics are extremely demanding. In the overlap framework, the computation of the fermion propagator leads to a nested iteration where the matrix vector…

High Energy Physics - Lattice · Physics 2009-11-10 Nigel Cundy , Andreas Frommer , Jasper van den Eshof , Thomas Lippert , Stephan Krieg , Katrin Schäfer

It is known that domain wall fermions may be used in MC simulations of vector theories. The practicality and usefulness of such an implementation is investigated in the context of the vector Schwinger model, on a 2+1 dimensional lattice.…

High Energy Physics - Lattice · Physics 2009-10-28 P. M. Vranas

Bridging algorithms are global Monte Carlo moves which allow for an efficient sampling of single polymer chains. In this manuscript we discuss the adaptation of three bridging algorithms from lattice to continuum models, and give details on…

Soft Condensed Matter · Physics 2010-03-18 Daniel Reith , Peter Virnau

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…

Numerical Analysis · Mathematics 2020-11-24 Ross Glandon , Mahesh Narayanamurthi , Adrian Sandu

A Monte Carlo program is presented that computes all four fermion processes in $e^+ e^-$ annihilation. QED initial state corrections and QCD contributions are included. Fermions are taken to be massless, allowing a very fast evaluation of…

High Energy Physics - Phenomenology · Physics 2009-10-28 F. Berends , R , Kleiss , R. Pittau

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a…

Strongly Correlated Electrons · Physics 2022-07-18 Benjamin Cohen-Stead , Owen Bradley , Cole Miles , George Batrouni , Richard Scalettar , Kipton Barros

The extreme computational costs of calculating the sign of the Wilson matrix within the overlap operator have so far prevented four dimensional dynamical overlap simulations on realistic lattice sizes, because the computational power…

High Energy Physics - Lattice · Physics 2008-12-18 N. Cundy , S. Krieg , G. Arnold , A. Frommer , Th. Lippert , K. Schilling

We propose a new method for Hybrid Monte Carlo (HMC) simulations with odd numbers of dynamical fermions on the lattice. It employs a different approach from polynomial or rational HMC. In this method, gamma-five hermiticity of the lattice…

High Energy Physics - Lattice · Physics 2015-05-27 Kenji Ogawa

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

Diagrammatic Monte Carlo approach is applied to a problem of a single spin-down fermion resonantly interacting with the sea of ideal spin-up fermions. On one hand, we develop a generic, sign-problem tolerant, method of exact numerical…

Statistical Mechanics · Physics 2009-11-13 Nikolay Prokof'ev , Boris Svistunov

We investigate the performance of the hybrid Monte Carlo algorithm in updating non-trivial global topological structures. We find that the hybrid Monte Carlo algorithm has serious problems decorrelating the global topological charge. This…

High Energy Physics - Lattice · Physics 2016-08-15 G. Boyd , B. Allés , M. D'Elia , A. Di Giacomo , E. Vicari

This paper describes a state-of-the-art parallel Lattice QCD Monte Carlo code for staggered fermions, purposely designed to be portable across different computer architectures, including GPUs and commodity CPUs. Portability is achieved…

We consider a hybrid Monte Carlo algorithm which is applicable to lattice theories defined on Lefschetz thimbles. In the algorithm, any point (field configuration) on a thimble is parametrized uniquely by the flow-direction and the…

High Energy Physics - Lattice · Physics 2015-06-17 H. Fujii , D. Honda , M. Kato , Y. Kikukawa , S. Komatsu , T. Sano

We present first, exploratory results of a hybrid Monte-Carlo algorithm for dynamical, n_f=2, four-dimensional QCD with overlap fermions. As expected, the computational requirements are typically two orders of magnitude larger for the…

High Energy Physics - Lattice · Physics 2010-02-03 Z. Fodor , S. D. Katz , K. K. Szabo

The implementation of multi-stage splitting integrators is essentially the same as the implementation of the familiar Strang/Verlet method. Therefore multi-stage formulas may be easily incorporated into software that now uses the…

Numerical Analysis · Mathematics 2017-06-30 Cédric M. Campos , J. M. Sanz-Serna