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Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

Computation · Statistics 2017-02-21 Akihiko Nishimura , David Dunson

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 introduce a new Monte Carlo method for pure gauge theories. It is not intended for use with dynamical fermions. It belongs to the class of Local Hybrid Monte Carlo (LHMC) algorithms, which make use of the locality of the action by…

High Energy Physics - Lattice · Physics 2009-10-22 A. D. Kennedy , K. M. Bitar

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

We investigate the algorithms for dynamical overlap fermions aiming at improving the performance for large-scale simulations. We look for the best combination of Hybrid Monte Carlo options and iterative quark solvers with respect to the…

We present a simulation algorithm for dynamical fermions that combines the multiboson technique with the Hybrid Monte Carlo algorithm. We find that the algorithm gives a substantial gain over the standard methods in practical simulations.…

High Energy Physics - Lattice · Physics 2009-10-30 Roberto Frezzotti , Karl Jansen

This paper surveys in detail the relations between numerical integration and the Hamiltonian (or hybrid) Monte Carlo method (HMC). Since the computational cost of HMC mainly lies in the numerical integrations, these should be performed as…

Probability · Mathematics 2020-07-21 Nawaf Bou-Rabee , Jesús María Sanz-Serna

Computing derivatives of observables with respect to parameters of the theory is a powerful tool in lattice QCD, as it allows the study of physical effects not directly accessible in the original Monte Carlo simulation. Prominent examples…

High Energy Physics - Lattice · Physics 2026-03-26 David Albandea , Simon Kuberski , Fernando P. Panadero

Locally exact integrators preserve linearization of the original system at every point. We construct energy-preserving locally exact discrete gradient schemes for arbitrary multidimensional canonical Hamiltonian systems by modifying…

Computational Physics · Physics 2013-08-08 Jan L. Cieśliński

We extend the continuous-time interaction-expansion quantum Monte Carlo method with respect to measuring observables for fermion-boson lattice models. Using generating functionals, we express expectation values involving boson operators,…

Strongly Correlated Electrons · Physics 2017-01-04 Manuel Weber , Fakher F. Assaad , Martin Hohenadler

We derive variational integrators for stochastic Hamiltonian systems on Lie groups using a discrete version of the stochastic Hamiltonian phase space principle. The structure-preserving properties of the resulting scheme, such as…

Numerical Analysis · Mathematics 2024-12-30 François Gay-Balmaz , Meng Wu

We present a concise way to calculate force for Hybrid Monte Carlo with improved actions using the fact that changes in thin and smeared link matrices lie in their respective tangent vector spaces. Since hypercubic smearing schemes are very…

High Energy Physics - Lattice · Physics 2014-01-07 Nikhil Karthik

We propose a linearly implicit structure-preserving numerical method for semilinear Hamiltonian systems with polynomial nonlinearities, combining Kahan's method and exponential integrator. This approach efficiently balances computational…

Numerical Analysis · Mathematics 2026-03-03 Pan Zhang , Fengyang Xiao , Lu Li

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

Recently, a new family of integrators (Hamiltonian Boundary ValueMethods) has been introduced, which is able to precisely conserve the energy function of polynomial Hamiltonian systems and to provide a practical conservation of the energy…

Numerical Analysis · Mathematics 2010-10-19 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

We discuss hybrid Monte Carlo algorithms for odd-flavor lattice QCD simulations. The algorithms include a polynomial approximation which enables us to simulate odd-flavor QCD in the framework of the hybrid Monte Carlo algorithm. In order to…

High Energy Physics - Lattice · Physics 2009-11-07 Tetsuya Takaishi , Philippe de Forcrand

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

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete…

Numerical Analysis · Mathematics 2019-07-31 Darryl D. Holm , Tomasz M. Tyranowski

We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…

Other Condensed Matter · Physics 2010-10-26 Giuseppe Carleo , Federico Becca , Saverio Moroni , Stefano Baroni

We show how the Hamiltonian Monte Carlo algorithm can sometimes be speeded up by "splitting" the Hamiltonian in a way that allows much of the movement around the state space to be done at low computational cost. One context where this is…

Computation · Statistics 2012-07-17 Babak Shahbaba , Shiwei Lan , Wesley O. Johnson , Radford M. Neal