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This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…

Methodology · Statistics 2020-04-14 Murray Pollock , Paul Fearnhead , Adam M. Johansen , Gareth O. Roberts

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

We apply the event-chain Monte Carlo algorithm to the three-dimensional ferromagnetic Heisenberg model. The algorithm is rejection-free and also realizes an irreversible Markov chain that satisfies global balance. The autocorrelation…

Statistical Mechanics · Physics 2015-12-22 Yoshihiko Nishikawa , Manon Michel , Werner Krauth , Koji Hukushima

We present a novel way of performing kinetic Monte Carlo simulations which does not require an {\it a priori} list of diffusion processes and their associated energetics and reaction rates. Rather, at any time during the simulation,…

Materials Science · Physics 2009-11-11 Oleg Trushin , Altaf Karim , Abdelkader Kara , Talat S. Rahman

We introduce a novel method of efficiently simulating the non-equilibrium steady state of large many-body open quantum systems with highly non-local interactions, based on a variational Monte Carlo optimization of a matrix product operator…

Quantum Physics · Physics 2024-09-18 Dawid A. Hryniuk , Marzena H. Szymańska

A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

We design an enhanced Event-Chain Monte Carlo algorithm to study 1D quantum dissipative systems, using their bosonized representation. Expressing the bosonized Hamiltonian as a path integral over a scalar field enables the application of…

Strongly Correlated Electrons · Physics 2025-08-21 Oscar Bouverot-Dupuis , Alberto Rosso , Manon Michel

We present a novel thermodynamically guided, low-noise, time-scale bridging, and pertinently efficient strategy for the dynamic simulation of microscopic models for complex fluids. The systematic coarse-graining method is exemplified for…

Soft Condensed Matter · Physics 2010-11-12 Patrick Ilg , Hans Christian Öttinger , Martin Kröger

Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free- energy…

Computational Physics · Physics 2018-02-06 Jonathan Gross , Johannes Zierenberg , Martin Weigel , Wolfhard Janke

We present a Monte Carlo wavefunction method for semiclassically modeling spin-$\frac12$ systems in a magnetic field gradient in one dimension. Our model resolves the conflict of determining what classical force an atom should be subjected…

Quantum Physics · Physics 2015-02-25 C. J. Billington , C. J. Watkins , R. P. Anderson , L. D. Turner

The effectiveness of stochastic algorithms based on Monte Carlo dynamics in solving hard optimization problems is mostly unknown. Beyond the basic statement that at a dynamical phase transition the ergodicity breaks and a Monte Carlo…

Disordered Systems and Neural Networks · Physics 2019-07-10 Maria Chiara Angelini , Federico Ricci-Tersenghi

We present a computer-assisted approach to approximating coarse optimal switching policies for systems described by microscopic/stochastic evolution rules. The coarse timestepper constitutes a bridge between the underlying kinetic Monte…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Antonios Armaou , Ioannis G. Kevrekidis

We present a numerical method to simulate the time evolution, according to a Hamiltonian made of local interactions, of quantum spin chains and systems alike. The efficiency of the scheme depends on the amount of the entanglement involved…

Quantum Physics · Physics 2009-11-10 G. Vidal

This paper presents the design of an extremum seeking controller based on sliding modes and cyclic search for real-time optimization of non-linear multivariable dynamic systems. These systems have arbitrary relative degree, compensated by…

Optimization and Control · Mathematics 2024-07-31 Nerito Oliveira Aminde , Tiago Roux Oliveira , Liu Hsu

Non-Hermitian quantum systems exhibit unique properties and hold significant promise for diverse applications, yet their dynamical simulation poses a particular challenge due to intrinsic openness and non-unitary evolution. Here, we…

Quantum Physics · Physics 2025-10-21 Xiaogang Li , Kecheng Liu , Qiming Ding

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer

We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…

Numerical Analysis · Mathematics 2021-09-24 Shuaiqiang Liu , Lech A. Grzelak , Cornelis W. Oosterlee

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu

Computer simulation methods, such as Monte Carlo or Molecular Dynamics, are very powerful computational techniques that provide detailed and essentially exact information on classical many-body problems. With the advent of ab-initio…

Chemical Physics · Physics 2014-06-23 Thomas D. Kühne

Inspired by previous works on epidemic-like processes in open quantum systems, we derive an elementary quantum epidemic model that is simple enough to be studied via Quantum Jump Monte Carlo simulations at reasonably large system sizes. We…

Statistical Mechanics · Physics 2025-12-30 Alexander Sturges , Hugo Smith , Matteo Marcuzzi