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The universality class of thermally diluted Ising systems, in which the realization of the disposition of magnetic atoms and vacancies is taken from the local distribution of spins in the pure original Ising model at criticality, is…

Statistical Mechanics · Physics 2009-10-31 M. I. Marques , J. A. Gonzalo , J. Iniguez

Using a cluster-flipping Monte Carlo algorithm combined with a generalization of the histogram reweighting scheme of Ferrenberg and Swendsen, we have studied the equilibrium properties of the thermal random-field Ising model on a cubic…

Condensed Matter · Physics 2009-10-28 M. E. J. Newman , G. T. Barkema

We propose the use of Monte Carlo histogram reweighting to extrapolate predictions of machine learning methods. In our approach, we treat the output from a convolutional neural network as an observable in a statistical system, enabling its…

Statistical Mechanics · Physics 2020-11-25 Dimitrios Bachtis , Gert Aarts , Biagio Lucini

We show that the critical manifold of a statistical mechanical system in the vicinity of a critical point is locally accessible through correlation functions at that point. A practical numerical method is presented to determine the tangent…

Statistical Mechanics · Physics 2020-10-07 Yantao Wu , Roberto Car

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,…

Statistical Mechanics · Physics 2011-05-05 Helmut G. Katzgraber

We consider a problem of model selection in high-dimensional binary Markov random fields. The usefulness of the Ising model in studying systems of complex interactions has been confirmed in many papers. The main drawback of this model is…

Methodology · Statistics 2018-12-11 Błażej Miasojedow , Wojciech Rejchel

The quantum-critical properties of the transverse-field Ising model with algebraically decaying interactions are investigated by means of stochastic series expansion quantum Monte Carlo, on both the one-dimensional linear chain and the…

Statistical Mechanics · Physics 2021-06-30 J. Koziol , A. Langheld , S. C. Kapfer , K. P. Schmidt

We study the three-dimensional Ising model at the critical point in the fixed-magnetization ensemble, by means of the recently developed geometric cluster Monte Carlo algorithm. We define a magnetic-field-like quantity in terms of…

Statistical Mechanics · Physics 2009-10-31 H. W. J. Blöte , J. R. Heringa , M. M. Tsypin

In 2002 Biskup et al. [Europhys. Lett. 60, 21 (2002)] sketched a rigorous proof for the behavior of the 2D Ising lattice gas, at a finite volume and a fixed excess \delta M of particles (spins) above the ambient gas density (spontaneous…

Statistical Mechanics · Physics 2009-07-20 Andreas Nußbaumer , Elmar Bittner , Wolfhard Janke

An extension of the synchronous parallel kinetic Monte Carlo (pkMC) algorithm developed by Martinez {\it et al} [{\it J.\ Comp.\ Phys.} {\bf 227} (2008) 3804] to discrete lattices is presented. The method solves the master equation…

Statistical Mechanics · Physics 2015-05-19 Enrique Martinez , Paul R Monasterio , Jaime Marian

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

In the context of Monte Carlo simulations, the analysis of the probability distribution $P_L(m)$ of the order parameter $m$, as obtained in simulation boxes of finite linear extension $L$, allows for an easy estimation of the location of…

Soft Condensed Matter · Physics 2011-05-27 T. Fischer , R. L. C. Vink

A quantum Monte Carlo algorithm for the transverse Ising model with arbitrary short- or long-range interactions is presented. The algorithm is based on sampling the diagonal matrix elements of the power series expansion of the density…

Statistical Mechanics · Physics 2007-05-23 Anders W. Sandvik

We introduce a Monte Carlo method, as a modification of existing cluster algorithms, which allows simulations directly on systems of infinite size, and for quantum models also at beta=infinity. All two-point functions can be obtained,…

Statistical Mechanics · Physics 2007-05-23 H. G. Evertz , W. von der Linden

Approximating integrals is a fundamental task in probability theory and statistical inference, and their applied fields of signal processing, and Bayesian learning, as soon as expectations over probability distributions must be computed…

Statistics Theory · Mathematics 2026-05-06 Solal Martin , Emilie Chouzenoux , Victor Elvira

We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…

Optimization and Control · Mathematics 2018-02-05 Alessandro Balata , Jan Palczewski

The quantum phase transition of the one-dimensional long-range transverse-field Ising model is explored by combining the quantum Monte Carlo method and stochastic parameter optimization, specifically achieved by tuning correlation ratios so…

Statistical Mechanics · Physics 2024-12-05 Sora Shiratani , Synge Todo

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

We use the single-cluster Monte Carlo update algorithm to simulate the Ising model on two-dimensional Poissonian random lattices of Delaunay type with up to 80\,000 sites. By applying reweighting techniques and finite-size scaling analyses…

High Energy Physics - Lattice · Physics 2009-10-22 W. Janke , M. Katoot , R. Villanova