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Using $\phi^4$ field theory and Monte Carlo (MC) simulation we investigate the finite-size effects of the magnetization $M$ for the three-dimensional Ising model in a finite cubic geometry with periodic boundary conditions. The field theory…
We study Monte Carlo calculations of the effective potential for a scalar field theory using three techniques. One of these is a new method proposed and tested for the first time. In each case we extract the renormalised quantities of the…
We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…
The dynamical responses of Ising metamagnet (layered antiferromagnet) in the presence of a sinusoidally oscillating magnetic field are studied by Monte Carlo simulation. The time average staggered magnetisation plays the role of dynamic…
The probability distribution of the order parameter is exploited in order to obtain the criticality of magnetic systems. Monte Carlo simulations have been employed by using single spin flip Metropolis algorithm aided by finite-size scaling…
We describe an efficient algorithm to compute forces in quantum Monte Carlo using adjoint algorithmic differentiation. This allows us to apply the space warp coordinate transformation in differential form, and compute all the 3M force…
We introduce a high-dimensional factor model with time-varying loadings. We cover both stationary and nonstationary factors to increase the possibilities of applications. We propose an estimation procedure based on two stages. First, we…
We study the critical relaxation of the two-dimensional Ising model from a fully ordered configuration by series expansion in time t and by Monte Carlo simulation. Both the magnetization (m) and energy series are obtained up to 12-th order.…
In a seminal paper (Weitz, 2006), Weitz gave a deterministic fully polynomial approximation scheme for count- ing exponentially weighted independent sets (equivalently, approximating the partition function of the hard-core model from…
In this talk I discuss a new possibility for stochastic representation of the fe rmion determinant. The method can be used for global Monte Carlo fermion algorit hms and is tested in the case of the Schwinger model.
A particle-in-cell algorithm is derived with a canonical Poisson structure in the formalism of finite element exterior calculus. The resulting method belongs to the class of gauge-compatible splitting algorithms, which exactly preserve…
Monte Carlo methods play an important role in scientific computation, especially when problems have a vast phase space. In this lecture an introduction to the Monte Carlo method is given. Concepts such as Markov chains, detailed balance,…
Binary magnetic square lattice Ising system with nearest neighbour interactions were simulated using the Monte Carlo technique. Two types of ions were randomly distributed on the lattice sites, one type interacting ferromagnetic and the…
Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the…
We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…
We propose a new formulation of the problem of prime factorization of integers. With replica exchange Monte Carlo simulation, the behavior which is seemed to indicate exponential computational hardness is observed. But this formulation is…
We investigate, by means of extensive Monte Carlo simulations, the magnetic critical behavior of the three-dimensional bimodal random-field Ising model at the strong disorder regime. We present results in favor of the two-exponent scaling…
We compute the effective potential $V_{\rm eff}(\phi)$ for one-component real scalar field $\phi$ in three Euclidean dimensions (3D) in the case of spontaneously broken symmetry, from the Monte Carlo simulation of the 3D Ising model in…
We give a sheaf theoretic interpretation of Potts models with external magnetic field, in terms of constructible sheaves and their Euler characteristics. We show that the polynomial countability question for the hypersurfaces defined by the…
We made a comparative analysis of numerical methods for multidimensional optimization. The main parameter is a number of computations of the test function to reach necessary accuracy, as it is computationally "slow". For complex functions,…