Related papers: Reversibility Violation in the Hybrid Monte Carlo …
The theoretical justification of the Hybrid Monte Carlo algorithm depends upon the molecular dynamics trajectories within it being exactly reversible. If computations were carried out with exact arithmetic then it would be easy to ensure…
We investigate instability and reversibility within Hybrid Monte Carlo simulations using a non-perturbatively improved Wilson action. We demonstrate the onset of instability as tolerance parameters and molecular dynamics step sizes are…
We study the non-reversibility of molecular dynamics trajectories arising from the amplification of rounding errors. We analyse the causes of such behaviour and give arguments, indicating that this does not pose a significant problem for…
When a Monte Carlo algorithm is used to evaluate a physical observable A, it is possible to slightly modify the algorithm so that it evaluates simultaneously A and the derivatives $\partial$ $\varsigma$ A of A with respect to each…
We compare numerically the performance of reversible and non-reversible Markov Chain Monte Carlo algorithms for high dimensional oil reservoir problems; because of the nature of the problem at hand, the target measures from which we sample…
We demonstrate that Monte-Carlo simulation is a practical tool to study nonperturbative aspects of supersymmetric quantum mechanics. As an example we study D0-brane quantum mechanics in the context of superstring theory. Numerical data…
We describe in some detail a computer evaluation of a 't Hooft vertex in a two dimensional model using the overlap. The computer result agrees with the known exact continuum value, and in this sense our work is a first successful fully…
Auxiliary field quantum Monte Carlo methods for Hubbard models are generally based on a Hubbard-Stratonovitch transformation where the field couples to the z-component of the spin. This transformation breaks SU(2) spin invariance. The…
This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…
Engineering risk is concerned with the likelihood of failure and the scenarios when it occurs. The sensitivity of failure probability to change in system parameters is relevant to risk-informed decision making. Computing sensitivity is at…
We implement an adaptive step size method for the Hybrid Monte Carlo a lgorithm. The adaptive step size is given by solving a symmetric error equation. An integr ator with such an adaptive step size is reversible. Although we observe…
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,…
Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the…
The combination of continuum Many-Body Quantum physics and Monte Carlo methods provide a powerful and well established approach to first principles calculations for large systems. Replacing the exact solution of the problem with a…
We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…
We present a general approach to greatly increase at little cost the efficiency of Monte Carlo algorithms. To each observable to be computed we associate a renormalized observable (improved estimator) having the same average but a different…
We consider a hybrid Monte Carlo algorithm which is applicable to lattice theories defined on Lefschetz thimbles. In the algorithm, any point (field configuration) on a thimble is parametrized uniquely by the flow-direction and the…
We discuss a potential new probe of supersymmetric physics. In particular, we discuss the possibility of measuring hard supersymmetry violation which occurs at one loop through "super-oblique" corrections to the gauge and gaugino…
We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…
We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…