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We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. The algorithm avoids the computation of almost all non-leading terms. Its use is illustrated by…

High Energy Physics - Lattice · Physics 2009-10-31 T. Bakeyev , Ph. de Forcrand

Correlations may affect propagation processes on complex networks. To analyze their effect, it is useful to build ensembles of networks constrained to have a given value of a structural measure, such as the degree-degree correlation $r$,…

Statistical Mechanics · Physics 2013-04-09 Marlon Ramos , Celia Anteneodo

Effects of randomness on the spin-1/2 and 1 antiferromagnetic Heisenberg chains are studied using the quantum Monte Carlo method with the continuous-time loop algorithm. We precisely calculated the uniform susceptibility, string order…

Disordered Systems and Neural Networks · Physics 2007-05-23 Synge Todo , Kiyoshi Kato , Hajime Takayama

We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…

Chemical Physics · Physics 2015-08-13 Julien Toulouse , Roland Assaraf , C. J. Umrigar

Curie temperature and exponents are studied for the three-dimensional double-exchange model. Applying the O(N) Monte Carlo algorithm, we perform systematic finite-size scaling analyses on the data up to $20^3$ sites. The obtained values of…

Strongly Correlated Electrons · Physics 2009-11-10 Yukitoshi Motome , Nobuo Furukawa

We introduce an algorithm to reduce large data sets using so-called digital nets, which are well distributed point sets in the unit cube. These point sets together with weights, which depend on the data set, are used to represent the data.…

Numerical Analysis · Mathematics 2021-05-31 Josef Dick , Michael Feischl

Building on previous developments, we show that the Diagrammatic Monte Carlo technique allows to compute finite temperature response functions directly on the real-frequency axis within any field-theoretical formulation of the interacting…

Strongly Correlated Electrons · Physics 2021-07-19 I. S. Tupitsyn , A. M. Tsvelik , R. M. Konik , N. V. Prokof'ev

We describe a Monte Carlo procedure for the simulation of dynamically triangulate random surfaces with a boundary (topology of a disk). The algorithm keeps the total number of triangles fixed, while the length of the boundary is allowed to…

High Energy Physics - Lattice · Physics 2009-10-22 E. Adi , M. Hasenbusch , M. Marcu , E. Pazy , K. Pinn , S. Solomon

In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…

Probability · Mathematics 2017-12-05 Denis Belomestny , Stefan Häfner , Mikhail Urusov

Recently, a new memory effect was found in the metamagnetic domain structure of the diluted Ising antiferromagnet $Fe_x Mg_{1-x} Cl_2$ by domain imaging with Faraday contrast. Essential for this effect is the dipole interaction. We simulate…

Condensed Matter · Physics 2009-10-22 U. Nowak , A. Hucht

Diagrammatic Monte Carlo (DiagMC) is a numeric technique that allows one to calculate quantities specified in terms of diagrammatic expansions, the latter being a standard tool of many-body quantum statistics. The sign problem that is…

Statistical Mechanics · Physics 2019-10-18 Kris Van Houcke , Evgeny Kozik , Nikolay Prokof'ev , Boris Svistunov

Several strategies have been recently proposed in order to improve Monte Carlo sampling efficiency using machine learning tools. Here, we challenge these methods by considering a class of problems that are known to be exponentially hard to…

Disordered Systems and Neural Networks · Physics 2023-03-15 Simone Ciarella , Jeanne Trinquier , Martin Weigt , Francesco Zamponi

Generative models based on diffusion have become the state of the art in the last few years, notably for image generation. Here, we analyse them in the high-dimensional limit, where data are formed by a very large number of variables. We…

Disordered Systems and Neural Networks · Physics 2023-10-31 Giulio Biroli , Marc Mézard

We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity…

Statistical Mechanics · Physics 2015-06-01 T. Becker , K. Nelissen , B. Cleuren

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

We study the distribution of diameters d of Erd\"os-R\'enyi random graphs with average connectivity c. The diameter d is the maximum among all shortest distances between pairs of nodes in a graph and an important quantity for all dynamic…

Disordered Systems and Neural Networks · Physics 2018-03-28 Alexander K. Hartmann , Marc Mézard

The bold diagrammatic Monte Carlo (BDMC) method performs an unbiased sampling of Feynman's diagrammatic series using skeleton diagrams. For lattice models the efficiency of BDMC can be dramatically improved by incorporating dynamic…

Statistical Mechanics · Physics 2015-05-20 L. Pollet , N. V. Prokof'ev , B. V. Svistunov

The Curie-Weiss model is an exactly soluble model of ferromagnetism that allows one to study in detail the thermodynamic functions, in particular their properties in the neighbourhood of the critical temperature. In this model every…

Statistical Mechanics · Physics 2021-10-15 Martin Kochmański , Tadeusz Paszkiewicz , Sławomir Wolski

Recent years have seen a rise in the application of machine learning techniques to aid the simulation of hard-to-sample systems that cannot be studied using traditional methods. Despite the introduction of many different architectures and…

Disordered Systems and Neural Networks · Physics 2025-10-09 Luca Maria Del Bono , Federico Ricci-Tersenghi , Francesco Zamponi

We discuss algorithms for domain wall fermions focussing on accelerating Hybrid Monte Carlo sampling of gauge configurations. Firstly a new multigrid algorithm for domain wall solvers and secondly a domain decomposed hybrid monte carlo…

High Energy Physics - Lattice · Physics 2022-04-01 Peter A Boyle , Dennis Bollweg , Christopher Kelly , Azusa Yamaguchi