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We introduce a Metropolis-Hastings Markov chain for Boltzmann distributions of classical spin systems. It relies on approximate tensor network contractions to propose correlated collective updates at each step of the evolution. We present…
We present a high-performance budgeted multi-level Monte Carlo method for estimates on the entire spatial domain of multi-PDE problems with random input data. The method is designed to operate optimally within memory and CPU-time…
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…
Gain-dissipative platforms consisting of lasers, optical parametric oscillators and nonequilibrium condensates operating at the condensation/coherence threshold have been recently proposed as efficient analog simulators of 2-local spin…
We propose a multi-index algorithm for the Monte Carlo (MC) discretization of a linear, elliptic PDE with affine-parametric input. We prove an error vs. work analysis which allows a multi-level finite-element approximation in the physical…
An efficient Quantum Monte Carlo algorithm for the simulation of bosonic systems on a lattice in a grand canonical ensemble is proposed. It is based on the mapping of bosonic models to the spin models in the limit of the infinite total spin…
We extend the Longstaff-Schwartz algorithm for approximately solving optimal stopping problems on high-dimensional state spaces. We reformulate the optimal stopping problem for Markov processes in discrete time as a generalized statistical…
We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…
We propose a new algorithm which works effectively in global updates in Monte Carlo study. We apply it to the quantum spin chain with next-nearest-neighbor interactions. We observe that Monte Carlo results are in excellent agreement with…
We present a general method for obtaining the exact static solutions and collective excitation frequencies of a trapped Bose-Einstein condensate (BEC) with dipolar atomic interactions in the Thomas-Fermi regime. The method incorporates…
We present an exact quantum Monte Carlo method for spin systems coupled to dissipative bosonic baths which makes use of nonlocal wormhole updates to simulate the retarded spin-flip interactions originating from an off-diagonal spin-boson…
In many problems, complex non-Gaussian and/or nonlinear models are required to accurately describe a physical system of interest. In such cases, Monte Carlo algorithms are remarkably flexible and extremely powerful approaches to solve such…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…
We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…
Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in the physics and signal processing researches. More recent developments…
Population annealing Monte Carlo is an efficient sequential algorithm for simulating k-local Boolean Hamiltonians. Because of its structure, the algorithm is inherently parallel and therefore well suited for large-scale simulations of…
An extension to the multiple-histogram method (sometimes referred to as the Ferrenberg-Swendsen method) for use in quantum Monte Carlo simulations is presented. This method is shown to work well for the 2D repulsive Hubbard model, allowing…
An analytic operator solution of a generalized quantum mechanical Hamiltonian of two-mode Bose Einstein condensates (BECs) is obtained and the same is used to investigate the nonclassical properties of the modes present in the system.…
Polaron tunneling is a prominent example of a problem characterized by different energy scales, for which the standard quantum Monte Carlo methods face a slowdown problem. We propose a new quantum-tunneling Monte Carlo (QTMC) method which…
Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…