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Quasi-Monte Carlo (QMC) integration of output functionals of solutions of the diffusion problem with a log-normal random coefficient is considered. The random coefficient is assumed to be given by an exponential of a Gaussian random field…

Numerical Analysis · Mathematics 2017-01-24 Yoshihito Kazashi

Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

Computational Physics · Physics 2009-11-10 D. M. Ceperley

We present a new approach for Monte Carlo simulations of lattice quantum spin systems which is able to eliminate the negative sign problem. Its complexity is linear in the volume of the lattice. Its efficiency is tested on a simple…

High Energy Physics - Lattice · Physics 2008-02-03 A. Galli

Lattice Monte Carlo (MC) simulations and the functional Renormalization Group (RG) are powerful approaches that allow for quantitative studies of non-perturbative phenomena such as bound-state formation, spontaneous symmetry breaking and…

High Energy Physics - Lattice · Physics 2025-03-19 Niklas Zorbach , Jan Philipp Klinger , Owe Philipsen , Jens Braun

Picard--Lefschetz theory is applied to path integrals of quantum mechanics, in order to compute real-time dynamics directly. After discussing basic properties of real-time path integrals on Lefschetz thimbles, we demonstrate its…

Mathematical Physics · Physics 2014-09-30 Yuya Tanizaki , Takayuki Koike

Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

Statistical Mechanics · Physics 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

A solution to the sign problem is the so-called "Lefschetz thimble approach" where the domain of integration for field variables in the path integral is deformed from the real axis to a sub-manifold in the complex space. For properly chosen…

High Energy Physics - Lattice · Physics 2016-06-01 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Gregory W. Ridgway , Neill C. Warrington

A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…

Statistical Mechanics · Physics 2024-05-17 Jarod Tall , Steven Tomsovic

By the Wolff's cluster Monte Carlo simulations and numerical minimization within a mean field approach, we study the low temperature phase diagram of water, adopting a cell model that reproduces the known properties of water in its fluid…

Soft Condensed Matter · Physics 2009-11-13 Marco G. Mazza , Kevin Stokely , Elena Strekalova , H. Eugene Stanley , Giancarlo Franzese

We consider Monte Carlo algorithms for the simulation of charged lattice gases with purely local dynamics. We study the mobility of particles as a function of temperature and show that the poor mobility of particles at low temperatures is…

Statistical Mechanics · Physics 2007-05-23 L. Levrel , A. C. Maggs

Employing a classical density-functional description of liquid environments, we introduce a rigorous method for the diffusion quantum Monte Carlo calculation of free energies and thermodynamic averages of solvated systems that requires…

The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…

Soft Condensed Matter · Physics 2023-07-24 Monika Angwani , Tushar Mahendrakar , Kaustubh Rane

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

High Energy Physics - Lattice · Physics 2021-01-04 Karl Jansen , Eike Hermann Müller , Robert Scheichl

We propose a renormalisation group inspired normalising flow that combines benefits from traditional Markov chain Monte Carlo methods and standard normalising flows to sample lattice field theories. Specifically, we use samples from a…

High Energy Physics - Lattice · Physics 2024-12-18 Marc Bauer , Renzo Kapust , Jan M. Pawlowski , Finn L. Temmen

Thimble regularisation is a possible solution to the sign problem, which is evaded by formulating quantum field theories on manifolds where the imaginary part of the action stays constant (Lefschetz thimbles). A major obstacle is due to the…

High Energy Physics - Lattice · Physics 2021-03-03 Francesco Di Renzo , Simran Singh , Kevin Zambello

We present a new numerical Monte Carlo approach to determine the scaling behavior of lattice field theories far from equilibrium. The presented methods are generally applicable to systems where classical-statistical fluctuations dominate…

High Energy Physics - Lattice · Physics 2013-11-19 David Mesterházy , Luca Biferale , Karl Jansen , Raffaele Tripiccione

Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

We introduce a new Monte Carlo method for pure gauge theories. It is not intended for use with dynamical fermions. It belongs to the class of Local Hybrid Monte Carlo (LHMC) algorithms, which make use of the locality of the action by…

High Energy Physics - Lattice · Physics 2009-10-22 A. D. Kennedy , K. M. Bitar

In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…

High Energy Physics - Lattice · Physics 2021-06-04 Gurtej Kanwar

Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…

Chemical Physics · Physics 2025-08-19 Kousuke Nakano , Sandro Sorella , Michele Casula