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We show that the common local Monte Carlo rules used to simulate the motion of driven flux lines in disordered media cannot capture the interplay between elasticity and disorder which lies at the heart of these systems. We therefore discuss…

Disordered Systems and Neural Networks · Physics 2009-11-07 Alberto Rosso , Werner Krauth

We consider several issues related to the multidimensional integration using a network of heterogeneous computers. Based on these considerations, we develop a new general purpose scheme which can significantly reduce the time needed for…

Computational Physics · Physics 2009-10-30 S. Veseli

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,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…

Computational Physics · Physics 2015-05-13 T. E. Booth , J. E. Gubernatis

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

We propose a weighting scheme for the proposals within Markov chain Monte Carlo algorithms and show how this can improve statistical efficiency at no extra computational cost. These methods are most powerful when combined with…

Computation · Statistics 2015-07-01 Espen Bernton , Shihao Yang , Yang Chen , Neil Shephard , Jun S. Liu

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

Statistical Mechanics · Physics 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

A new algorithm for Monte Carlo calculation of the double exchange model is studied. The algorithm is commonly applicable to wide classes of strongly correlated electron systems which involve itinerant electrons coupled with…

Strongly Correlated Electrons · Physics 2009-11-07 Nobuo Furukawa , Yukitoshi Motome , Hisaho Nakata

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 use a variational Monte Carlo algorithm to solve the electronic structure of two-dimensional semiconductor quantum dots in external magnetic field. We present accurate many-body wave functions for the system in various magnetic field…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 Ari Harju

The Metropolis algorithm is a Markov chain Monte Carlo (MCMC) algorithm used to simulate from parameter distributions of interest, such as generalized linear model parameters. The "Metropolis step" is a keystone concept that underlies…

Computation · Statistics 2023-08-31 Alexander P Keil , Jessie K Edwards , Ashley I Naimi , Stephen R Cole

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

This series of six lectures is an introduction to using the Monte Carlo method to carry out nonperturbative studies in quantum field theories. Path integrals in quantum field theory are reviewed, and their evaluation by the Monte Carlo…

High Energy Physics - Lattice · Physics 2007-05-23 Colin Morningstar

A new acceleration algorithm to address the problem of multiple time scales in variational Monte Carlo simulations is presented. After a first attempted move has been rejected, the delayed rejection algorithm attempts a second move with a…

Other Condensed Matter · Physics 2009-11-10 Dario Bressanini , Gabriele Morosi , Silvia Tarasco , Antonietta Mira

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 Monte-Carlo approach to proton stopping in warm dense matter is implemented into an existing particle-in-cell code. The model is based on multiple binary-collisions among electron-electron, electron-ion and ion-ion, taking into account…

Plasma Physics · Physics 2017-02-22 D. Wu , X. T. He , W. Yu , S. Fritzsche

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…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

Statistical Mechanics · Physics 2014-01-07 Synge Todo , Hidemaro Suwa

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized…

High Energy Physics - Phenomenology · Physics 2020-10-21 Matthew D. Klimek , Maxim Perelstein