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Monte Carlo is one of the most useful methods to study the quantum Hall problems. In this paper, we introduce a fast lattice Monte Carlo method based on a mathematically exact reformulation of the torus quantum Hall problems from continuum…

Strongly Correlated Electrons · Physics 2019-03-27 Jie Wang , Scott D. Geraedts , E. H. Rezayi , F. D. M. Haldane

We study the problem of sampling from a distribution $\target$ using the Langevin Monte Carlo algorithm and provide rate of convergences for this algorithm in terms of Wasserstein distance of order $2$. Our result holds as long as the…

Computation · Statistics 2016-07-04 Thomas Bonis

Estimating the density of states of systems with rugged free energy landscapes is a notoriously difficult task of the utmost importance in many areas of physics ranging from spin glasses to biopolymers. Density of states estimation has also…

Statistical Mechanics · Physics 2019-07-31 Lev Barash , Jeffrey Marshall , Martin Weigel , Itay Hen

Recent years have seen a growing interest in the thermodynamic cost of dissipative structures formed by active particles. Given the strong finite-size effects of such systems, it is essential to develop efficient numerical approaches that…

Soft Condensed Matter · Physics 2025-03-24 Ki-Won Kim , Euijoon Kwon , Yongjoo Baek

We present a numerical study of the order-parameter probability density function (PDF) of the square Ising model for lattices with linear sizes $L=80-140$. A recent efficient entropic sampling scheme, combining the Wang-Landau and broad…

Statistical Mechanics · Physics 2008-09-16 Anastasios Malakis , Nikolaos G. Fytas

We present an efficient Monte-Carlo method for long-range interacting systems to calculate free energy as a function of an order parameter. In this method, a variant of the Wang-Landau method regarding the order parameter is combined with…

Statistical Mechanics · Physics 2015-03-18 Kazuya Watanabe , Munetaka Sasaki

We present a field configuration-based temperature estimator in lattice gauge theories, constructed from the gradient and Hessian of the Euclidean action. Adapted from geometric formulations of entropy in classical statistical mechanics,…

High Energy Physics - Lattice · Physics 2025-10-03 Navdeep Singh Dhindsa , Anosh Joseph , Vamika Longia

We review a recent approach for the simulation of many-body interacting systems based on an efficient generalization of the Lanczos method for Quantum Monte Carlo simulations. This technique allows to perform systematic corrections to a…

Strongly Correlated Electrons · Physics 2007-05-23 Sandro Sorella

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

Langevin algorithms are popular Markov chain Monte Carlo (MCMC) methods for large-scale sampling problems that often arise in data science. We propose Monte Carlo algorithms based on the discretizations of $P$-th order Langevin dynamics for…

Machine Learning · Statistics 2025-08-26 Thanh Dang , Mert Gurbuzbalaban , Mohammad Rafiqul Islam , Nian Yao , Lingjiong Zhu

Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…

Statistical Mechanics · Physics 2024-11-19 Yi-Ming Ding , Jun-Song Sun , Nvsen Ma , Gaopei Pan , Chen Cheng , Zheng Yan

Multiphase flows with high density ratios, such as water and air flows, have recently been simulated using the lattice Boltzmann (LB) method. This approach corresponds to solving the phase field equations, such as the Cahn-Hilliard and…

Fluid Dynamics · Physics 2025-12-02 H. Otomo , C. Sun , T. Inamuro , W. Li , M. Dressler , H. Chen , Y. Li , R. Zhang

Recently it was discovered that altering the shape of the meta stable and unstable branches of an equation of state (EOS) can greatly improve the numerical accuracy of liquid and gas densities in the pseudopotential method. Inspired by this…

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

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…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

QCD at non-zero chemical potential ($\mu$) for quark number has a complex fermion determinant and thus standard simulation methods for lattice QCD cannot be applied. We therefore simulate this theory using the Complex-Langevin algorithm…

High Energy Physics - Lattice · Physics 2015-10-22 D. K. Sinclair , J. B. Kogut

We develop a self-consistent first-principle method based on the density functional theory. Physical quantities, such as the density of states, Fermi energy and electron density are obtained using a time-dependent random state method…

Mesoscale and Nanoscale Physics · Physics 2023-02-15 Weiqing Zhou , Shengjun Yuan

Among lattice configurations of densely packed hard ellipses, Monte Carlo simulations are used to identify the so-called parallel and diagonal lattices as the two favourable states. The free energies of these two states are computed for…

Soft Condensed Matter · Physics 2024-03-27 Susanne Wagner , Gerhard Kahl , Roman Melnyk , Andrij Baumketner

This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…

Methodology · Statistics 2026-02-09 Mathis Chagneux , Mathias Müller , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

In this article, we study the problem of sampling from distributions whose densities are not necessarily smooth nor logconcave. We propose a simple Langevin-based algorithm that does not rely on popular but computationally challenging…

Machine Learning · Statistics 2025-12-02 Tim Johnston , Iosif Lytras , Nikolaos Makras , Sotirios Sabanis