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Monte Carlo simulation has been performed in one-dimensional Lebwohl-Lasher model and two dimensional XY-model using the Wang-Landau and the Wang-Landau-Transition-Matrix Monte Carlo methods. Random walk has been performed in the…

Statistical Mechanics · Physics 2010-05-27 Shyamal Bhar , Soumen Kumar Roy

We introduce two methods for estimating the density matrix for a quantum system: Quantum Maximum Likelihood and Quantum Variational Inference. In these methods, we construct a variational family to model the density matrix of a mixed…

Quantum Physics · Physics 2019-04-15 Kyle Cranmer , Siavash Golkar , Duccio Pappadopulo

In lattice field theory, the interactions of elementary particles can be computed via high-dimensional integrals. Markov-chain Monte Carlo (MCMC) methods based on importance sampling are normally efficient to solve most of these integrals.…

High Energy Physics - Lattice · Physics 2020-02-18 Tobias Hartung , Karl Jansen , Hernan Leövey , Julia Volmer

We present a new Monte Carlo algorithm applying a history-driven mechanism for the calculation of the density of states for classical statistical models. The new method is as efficient as the Wang-Landau method in sampling through the…

Statistical Mechanics · Physics 2011-12-01 Shijun Lei

This study analyzes the nonasymptotic convergence behavior of the quasi-Monte Carlo (QMC) method with applications to linear elliptic partial differential equations (PDEs) with lognormal coefficients. Building upon the error analysis…

Numerical Analysis · Mathematics 2026-01-13 Yang Liu , Raúl Tempone

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

Quasi-stationary distributions (QSDs)arise from stochastic processes that exhibit transient equilibrium behaviour on the way to absorption QSDs are often mathematically intractable and even drawing samples from them is not straightforward.…

Computation · Statistics 2017-01-18 Adam Griffin , Paul A. Jenkins , Gareth O. Roberts , Simon E. F. Spencer

Neural quantum states (NQS) have emerged as powerful tools for simulating many-body quantum systems, but their practical use is often hindered by limitations of current sampling techniques. Markov chain Monte Carlo (MCMC) methods suffer…

Quantum Physics · Physics 2025-11-06 Eimantas Ledinauskas , Egidijus Anisimovas

We show that a histogram maintained throughout the Wang-Landau (WL) sampling for the energy entries visited during the simulation could be used to make the simulated density of states (DOS) converge. The method is easy to be implemented to…

Statistical Mechanics · Physics 2016-06-20 Shijun Lei

In this contribution we apply a new variant of the density of states method to the Z3 spin model at finite density. We use restricted expectation values evaluated with Monte Carlo simulations and study their dependence on a control…

High Energy Physics - Lattice · Physics 2014-10-08 Ydalia Delgado Mercado , Pascal Törek , Christof Gattringer

The properties of matter at finite baryon densities play an important role for the astrophysics of compact stars as well as for heavy ion collisions or the description of nuclear matter. Because of the sign problem of the quark determinant,…

High Energy Physics - Lattice · Physics 2017-04-05 Owe Philipsen

Paying attention to the difference of density of states, \Delta ln g(E) = ln g(E+\Delta E) - ln g(E), we study the convergence of the Wang-Landau method. We show that this quantity is a good estimator to discuss the errors of convergence,…

Statistical Mechanics · Physics 2012-01-10 Yukihiro Komura , Yutaka Okabe

We study the phase structure of QCD at finite temperature and density by numerical simulations on a lattice. The most important point for the numerical study at finite density is treatment of the sign problem. We propose a method to avoid…

High Energy Physics - Lattice · Physics 2011-03-10 Shinji Ejiri

The random splitting Langevin Monte Carlo could mitigate the first order bias in Langevin Monte Carlo with little extra work compared other high order schemes. We develop in this work an analysis framework for the sampling error under…

Numerical Analysis · Mathematics 2025-10-10 Lei Li , Chen Wang , Mengchao Wang

Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…

Strongly Correlated Electrons · Physics 2016-12-08 Mingpu Qin , Hao Shi , Shiwei Zhang

We consider the Lagrange density of non-relativistic Quantum Chromodynamics expanded up to order $1/m^2$, where $m$ is the heavy quark mass, and compute several matching coefficients up to two-loop order. Our results are building blocks for…

High Energy Physics - Phenomenology · Physics 2019-09-25 Marvin Gerlach , Go Mishima , Matthias Steinhauser

Although numerical simulation in lattice field theory is one of the most effective tools to study non-perturbative properties of field theories, it faces serious obstacles coming from the sign problem in some theories such as finite density…

High Energy Physics - Lattice · Physics 2008-12-19 Masahiro Imachi , Yasuhiko Shinno , Hiroshi Yoneyama

Based on a martingale theory approach, we present a complete characterization of the asymptotic behaviour of a lazy reinforced random walk (LRRW) which shows three different regimes (diffusive, critical and superdiffusive). This allows us…

Using the continuous-time random walk (CTRW) approach, we study the phenomenon of relaxation of two-state systems whose elements evolve according to a dichotomous process. Two characteristics of relaxation, the probability density function…

Statistical Mechanics · Physics 2015-05-27 S. I. Denisov , Yu. S Bystrik

Simulating models for quantum correlated matter unveils the inherent limitations of deterministic classical computations. In particular, in the case of quantum Monte Carlo methods, this is manifested by the emergence of negative weight…

Strongly Correlated Electrons · Physics 2022-11-23 Tian-Cheng Yi , Richard T. Scalettar , Rubem Mondaini