Related papers: Multi-discontinuity algorithm for world-line Monte…
We derive the improved estimators for general interactions and employ these for the continuous-time quantum Monte Carlo method. Using a worm algorithm we show how measuring higher-ordered correlators leads to an improved high-frequency…
This paper presents two novel ensemble domain decomposition methods for fast-solving the Stokes-Darcy coupled models with random hydraulic conductivity and body force. To address such random systems, we employ the Monte Carlo (MC) method to…
We develop a real-time Full Configuration Interaction Quantum Monte Carlo approach for the modeling of driven-dissipative open quantum systems. The method enables stochastic sampling of the Liouville-von-Neumann time evolution of the…
We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…
A quantum Monte Carlo method combining update of the loop algorithm with the global flip of the world line is proposed as an efficient method to study the magnetization process in an external field, which has been difficult because of…
We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…
The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…
The computation of the ground states of special multi-component Bose-Einstein condensates (BECs) can be formulated as an energy functional minimization problem with spherical constraints. It leads to a nonconvex quartic-quadratic…
Model predictive control (MPC) of hybrid dynamical systems is challenging because the associated optimization problem is nonsmooth and the resulting feedback law is discontinuous. This paper develops real-time MPC algorithms for nonlinear…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
We generalize the rejection-free event-chain Monte Carlo algorithm from many particle systems with pairwise interactions to systems with arbitrary three- or many-particle interactions. We introduce generalized lifting probabilities between…
Using continuation methods and bifurcation theory, we study the exact multiplicity of periodic solutions, and the global solution structure, for three classes of periodically forced equations with singularities, including the equations…
Competition between short- and long-range interactions underpins many emergent phenomena in nature. Despite rapid progress in their experimental control, computational methods capable of accurately simulating open quantum many-body systems…
Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…
We report a new multicanonical Monte Carlo (MC) algorithm to obtain the density of states (DOS) for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain an analytical form for the DOS…
Finite mixture models are used in statistics and other disciplines, but inference for mixture models is challenging due, in part, to the multimodality of the likelihood function and the so-called label switching problem. We propose…
Two cluster algorithms, based on constructing and flipping loops, are presented for worldline quantum Monte Carlo simulations of fermions and are tested on the one-dimensional repulsive Hubbard model. We call these algorithms the loop-flip…
We present a diagrammatic Monte Carlo method for quantum impurity problems with general interactions and general hybridization functions. Our method uses a recursive determinant scheme to sample diagrams for the scattering amplitude. Unlike…
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…
Lasers and Bose-Einstein condensates (BECs) exhibit macroscopic quantum coherence in seemingly unrelated ways. Lasers possess a well-defined global phase and are characterized by large fluctuations in the number of photons. In BECs of…