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Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

A new method based on nesting Monte Carlo is developed to solve high-dimensional semi-linear PDEs. Convergence of the method is proved and its convergence rate studied. Results in high dimension for different kind of non-linearities show…

Probability · Mathematics 2018-05-15 Xavier Warin

We discuss possible sources of systematic errors in the computation of critical exponents by renormalization-group methods, extrapolations from exact enumerations and Monte Carlo simulations. A careful Monte Carlo determination of the…

High Energy Physics - Lattice · Physics 2009-10-30 Sergio Caracciolo , Maria Serena Causo , Andrea Pelissetto

Large-scale Monte Carlo simulations, together with scaling, are used to obtain the critical behavior of the Hastings long-range model and two corresponding models based on small-world networks. These models have combined short- and…

Materials Science · Physics 2007-05-23 X. Zhang , M. A. Novotny

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

Detector response to a high-energy physics process is often estimated by Monte Carlo simulation. For purposes of data analysis, the results of this simulation are typically stored in large multi-dimensional histograms, which can quickly…

Data Analysis, Statistics and Probability · Physics 2013-06-14 Nathan Whitehorn , Jakob van Santen , Sven Lafebre

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…

Computation · Statistics 2015-04-23 Thi Le Thu Nguyen , Francois Septier , Gareth W. Peters , Yves Delignon

We present novel Monte Carlo methods for treating the interacting shell model that allow exact calculations much larger than those heretofore possible. The two-body interaction is linearized by an auxiliary field; Monte Carlo evaluation of…

Nuclear Theory · Physics 2008-11-26 C. W. Johnson , S. E. Koonin , G. H. Lang , W. E. Ormand

We describe Monte Carlo methods for estimating lower envelopes of expectations of real random variables. We prove that the estimation bias is negative and that its absolute value shrinks with increasing sample size. We discuss fairly…

Probability · Mathematics 2019-09-02 Arne Decadt , Gert de Cooman , Jasper De Bock

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

The finite-size scaling theory for continuous phase transition plays an important role in determining critical point and critical exponents from the size-dependent behaviors of quantities in the thermodynamic limit. For percolation phase…

Statistical Mechanics · Physics 2017-10-10 Yong Zhu , Xiaosong Chen

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker

We apply and test the recently proposed "extended scaling" scheme in an analysis of the magnetic susceptibility of Ising systems above the upper critical dimension. The data are obtained by Monte Carlo simulations using both the…

Statistical Mechanics · Physics 2009-11-13 Bertrand Berche , Christophe Chatelain , Chania Dhall , Ralph Kenna , Robert Low , Jean-Charles Walter

We consider the numerical analysis of the inchworm Monte Carlo method, which is proposed recently to tackle the numerical sign problem for open quantum systems. We focus on the growth of the numerical error with respect to the simulation…

Numerical Analysis · Mathematics 2021-12-07 Zhenning Cai , Jianfeng Lu , Siyao Yang

For percolating systems, we propose a universal exponent relation connecting the leading corrections to scaling of the cluster size distribution with the dynamic corrections to the asymptotic transport behaviour at criticality. Our…

Statistical Mechanics · Physics 2008-12-08 Axel Kammerer , Felix Höfling , Thomas Franosch

A new Monte Carlo algorithm for 2-dimensional spin glasses is presented. The use of clusters makes possible global updates and leads to a gain in speed of several orders of magnitude. As an example, we study the 2-dimensional +/-J…

Disordered Systems and Neural Networks · Physics 2009-11-07 J. Houdayer

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…

Computation · Statistics 2018-04-12 Christian P. Robert , Victor Elvira , Nick Tawn , Changye Wu

We present bounds for the finite sample error of sequential Monte Carlo samplers on static spaces. Our approach explicitly relates the performance of the algorithm to properties of the chosen sequence of distributions and mixing properties…

Computation · Statistics 2022-08-19 Joe Marion , Joseph Mathews , Scott C. Schmidler

We study the percolation properties of the growing clusters model. In this model, a number of seeds placed on random locations on a lattice are allowed to grow with a constant velocity to form clusters. When two or more clusters eventually…

Statistical Mechanics · Physics 2015-05-18 Nikolaos Tsakiris , Michail Maragakis , Kosmas Kosmidis , Panos Argyrakis
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