Related papers: Multi-discontinuity algorithm for world-line Monte…
We provide a framework for turning a numerical simulation of a gap soliton in the one-dimensional Gross-Pitaevskii equation into a rigorous mathematical proof of its existence. These nonlinear localized solutions play a central role in the…
The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…
Motivated by the recent experiments [H. Kadau et al., Nature (London) 530, 194 (2016); I. Ferrier-Barbut et al., arXiv:1601.03318] and theoretical prediction (F. W\"achtler and L. Santos, arXiv:1601.04501), the ground state of a dysprosium…
We present a Monte Carlo method to compute efficiently susceptibilites or covariances of two physical variables. The method relies on a generalization of the exchange cluster algorithm to any model of interacting particles with any $2$-body…
Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…
We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. The algorithm avoids the computation of almost all non-leading terms. Its use is illustrated by…
Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…
We present a quantum Monte Carlo based density functional to describe droplet formation and supersolidity in dipolar systems. The usual Lee-Huang-Yang term, accounting for quantum correlations in the conventional extended Gross-Pitaievskii…
An algorithm is proposed that enables the imposition of shape constraints on regression curves, without requiring the constraints to be written as closed-form expressions, nor assuming the functional form of the loss function. This…
In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…
With the developed "extended Monte Calro" (EMC) algorithm, we have studied the depinning transition in Ising-type lattice models by extensive numerical simulations, taking the random-field Ising model with a driving field and the driven…
The Bose condensation of 2D dipolar excitons in quantum wells is numerically studied by the diffusion Monte Carlo simulation method. The correlation, microscopic, thermodynamic, and spectral characteristics are calculated. It is shown that,…
Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new…
We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…
We introduce a Monte Carlo method, as a modification of existing cluster algorithms, which allows simulations directly on systems of infinite size, and for quantum models also at beta=infinity. All two-point functions can be obtained,…
We present a novel platform for the bottom-up construction of itinerant many-body systems: ultracold atoms transferred from a Bose-Einstein condensate into freely configurable arrays of micro-lens generated focused-beam dipole traps. This…
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…
We provide a detailed description of the path-integral Monte Carlo worm algorithm used to exactly calculate the thermodynamics of Bose systems in the canonical ensemble. The algorithm is fully consistent with periodic boundary conditions,…
This paper investigates decoding of binary linear block codes over the binary erasure channel (BEC). Of the current iterative decoding algorithms on this channel, we review the Recovery Algorithm and the Guess Algorithm. We then present a…
We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…