Related papers: Event-chain Monte Carlo for classical continuous s…
An efficient O(N) cluster Monte Carlo method for Ising models with long-range interactions is presented. Our novel algorithm does not introduce any cutoff for interaction range and thus it strictly fulfills the detailed balance. The…
We report the results of Monte Carlo simulations on several spin glass models at low temperatures. By using the parallel tempering (Exchange Monte Carlo) technique we are able to equilibrate down to low temperatures, for moderate sizes, and…
We develop generalization of the fixed-phase diffusion Monte Carlo method for Hamiltonians which explicitly depend on particle spins such as for spin-orbit interactions. The method is formulated in zero variance manner and is similar to…
We analyze the kinematics of multigrid Monte Carlo algorithms by investigating acceptance rates for nonlocal Metropolis updates. With the help of a simple criterion we can decide whether or not a multigrid algorithm will have a chance to…
We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…
We present a new numerical Monte Carlo approach to determine the scaling behavior of lattice field theories far from equilibrium. The presented methods are generally applicable to systems where classical-statistical fluctuations dominate…
We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the…
Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…
Using a collective-mode Monte Carlo method (the Wolff-Swendsen-Wang algorithm), we compute the spin-stiffness of the two-dimensional classical Heisenberg model. We show that it is the relevant physical quantity to investigate the behaviour…
On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…
We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…
Quantum-enhanced Markov chain Monte Carlo, an algorithm in which configurations are proposed through a measured quantum quench and accepted or rejected by a classical algorithm, has been proposed as a possible method for robust quantum…
This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning…
We discuss convergence and coupling of Markov chains, and present general relations between the transfer matrices describing these two processes. We then analyze a recently developed local-patch algorithm, which computes rigorous upper…
We present computer simulations of a dynamic Monte Carlo algorithm for polymer chains on the FCC lattice which takes explicitly into account the possibility to overcome topological constraints by controlling the rate at which nearby polymer…
Extracting maximal information from experimental data requires access to the likelihood function, which however is never directly available for complex experiments like those performed at high energy colliders. Theoretical predictions are…
The Path Integral Monte Carlo simulated Quantum Annealing algorithm is applied to the optimization of a large hard instance of the Random 3-SAT Problem (N=10000). The dynamical behavior of the quantum and the classical annealing are…
We benchmark event-chain Monte Carlo (ECMC) algorithms for tethered hard-disk dipoles in two dimensions in view of application of ECMC to water models in molecular simulation. We characterize the rotation dynamics of dipoles through the…
We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…
We develop off-lattice simulations of semiflexible polymer chains subjected to applied mechanical forces using Markov Chain Monte Carlo. Our approach models the polymer as a chain of fixed-length bonds, with configurations updated through…