Related papers: Generalized Metropolis dynamics with a generalized…
We discuss a rejectionless global optimization technique which, while being technically similar to the recently introduced method of Extremal Optimization, still relies on a physical analogy with a thermalizing system. Our waiting time…
Accurate and efficient simulation of open quantum systems remains a significant challenge, particularly for Non-Markovian dynamics. We demonstrate the profound utility of expressing the environmental correlation function as a sum of damped…
We propose a new class of phenomenological models for dynamic glass transitions. The system consists of an ensemble of mesoscopic regions to which local energies are allocated. At each time step, a region is randomly chosen and a new local…
We derive a necessary and sufficient condition for the thermalization of a local observable in a closed quantum system which offers an alternative explanation, independent of the eigenstate thermalization hypothesis, for the thermalization…
We show that a gas thermometer in contact with a stationary classical system out of thermal (Boltzmann) equilibrium evolves, under very general conditions, towards a state characterized by a Levy velocity distribution. Our approach is based…
An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…
In this work, we propose a model for estimating volatility from financial time series, extending the non-Gaussian family of space-state models with exact marginal likelihood proposed by Gamerman, Santos and Franco (2013). On the literature…
We propose a way of implementing the Broad Histogram Monte Carlo method to systems with continuous degrees of freedom, and we apply these ideas to investigate the three-dimensional XY-model with periodic boundary conditions. We have found…
We apply a variant of the Nose-Hoover thermostat to derive the Hamiltonian of a nonextensive system that is compatible with the canonical ensemble of the generalized thermostatistics of Tsallis. This microdynamical approach provides a…
Non-Gaussian distributions in cosmology are commonly evaluated with Monte Carlo Markov-chain methods, as the Fisher-matrix formalism is restricted to the Gaussian case. The Metropolis-Hastings algorithm will provide samples from the…
In this paper, we show the application of the Quantum Metropolis Sampling (QMS) algorithm to a toy gauge theory with discrete non-Abelian gauge group $D_4$ in (2+1)-dimensions, discussing in general how some components of hybrid…
We present a fast, hierarchical, and adaptive algorithm for Metropolis Monte Carlo simulations of systems with long-range interactions that reproduces the dynamics of a standard implementation exactly, i.e., the generated configurations and…
Recent progress in the development of quantum technologies has enabled the direct investigation of dynamics of increasingly complex quantum many-body systems. This motivates the study of the complexity of classical algorithms for this…
The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…
Over the last decades, various "non-linear" MCMC methods have arisen. While appealing for their convergence speed and efficiency, their practical implementation and theoretical study remain challenging. In this paper, we introduce a…
We investigate by means of Monte Carlo simulations the fully connected p-state Potts model for different system sizes in order to see how the static and dynamic properties of a finite model compare with the, exactly known, behavior of the…
We present a numerical Monte Carlo analysis of a continuos spin Ising chain that can describe the statistical proterties of folded proteins. We find that depending on the value of the Metropolis temperature, the model displays the three…
The integrable system is constrained strictly by the conservation law during the time evolution, and the nearly integrable system or nonintegrable system is also constrained by the conserved parameters (like the constants of motion) with…
In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for…
Complex systems are sometimes subject to non Gaussian alpha stable Levy fluctuations. A new method is devised to estimate this uncertain parameter and other system parameters, using observations on either mean exit time or escape…