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Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…

High Energy Physics - Lattice · Physics 2015-06-12 K. Jansen , H. Leovey , A. Nube , A. Griewank , M. Mueller-Preussker

We study the kinematics of multigrid Monte Carlo algorithms by means of acceptance rates for nonlocal Metropolis update proposals. An approximation formula for acceptance rates is derived. We present a comparison of different coarse-to-fine…

High Energy Physics - Lattice · Physics 2009-10-22 M. Grabenstein , K. Pinn

The energy variance optimization algorithm over a fixed ensemble of configurations in variational Monte Carlo is formally identical to a problem of fitting data: we reexamine it from a statistical maximum-likelihood point of view. We detect…

Atomic and Molecular Clusters · Physics 2009-11-07 Dario Bressanini , Gabriele Morosi , Massimo Mella

Recently, Huggins et. al. [Nature, 603, 416-420 (2022)] devised a general projective Quantum Monte Carlo method suitable for implementation on quantum computers. This hybrid approach, however, relies on a subroutine -the computation of the…

Quantum Physics · Physics 2022-05-20 Guglielmo Mazzola , Giuseppe Carleo

We carry out a high-precision simulation of the two-dimensional $SU(3)$ principal chiral model at correlation lengths $\xi$ up to $\approx\! 4 \times 10^5$, using a multi-grid Monte Carlo (MGMC) algorithm. We extrapolate the finite-volume…

High Energy Physics - Lattice · Physics 2009-12-30 Gustavo Mana , Andrea Pelissetto , Alan D. Sokal

We present a new approach to determine numerically the statistical behavior of small-scale structures in hydrodynamic turbulence. Starting from the functional integral representation of the random-force-driven Burgers equation we show that…

Chaotic Dynamics · Physics 2015-05-27 David Mesterhazy , Karl Jansen

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

I investigate the time step dependence of Monte Carlo simulations for coordinate-spaces consisting of several patches. It is shown that a naive kinetic term does not necessarily converge to the same spectrum as a Hamiltonian calculation.…

High Energy Physics - Lattice · Physics 2009-10-22 Claus Vohwinkel

We discuss a new approach of scalar field theory where the small field contributions are treated perturbatively and the large field configurations (which are responsible for the asymptotic behavior of the perturbative series) are neglected.…

High Energy Physics - Lattice · Physics 2009-11-07 L. Li , Y. Meurice

An overrelaxed variant of simulated annealing is applied to the problem of maximally abelian gauge fixing. The superiority of this algorithm over the commonly used relaxation procedure is demonstrated. Biases on non gauge invariant…

High Energy Physics - Lattice · Physics 2009-10-28 G. S. Bali , V. Bornyakov , M. Müller-Preussker , F. Pahl

In Monte Carlo calculations of expectation values in lattice quantum field theories, the stochastic variance of the sampling procedure that is used defines the precision of the calculation for a fixed number of samples. If the variance of…

High Energy Physics - Lattice · Physics 2022-12-07 Cagin Yunus , William Detmold

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

Statistical Mechanics · Physics 2007-05-23 Erik Luijten

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

Multifidelity Monte Carlo methods rely on a hierarchy of possibly less accurate but statistically correlated simplified or reduced models, in order to accelerate the estimation of statistics of high-fidelity models without compromising the…

Numerical Analysis · Mathematics 2020-10-29 Alessio Quaglino , Simone Pezzuto , Rolf Krause

When a system undergoes a quantum phase transition, the ground-state wave-function shows a change of nature, which can be monitored using the fidelity concept. We introduce two Quantum Monte Carlo schemes that allow the computation of…

Strongly Correlated Electrons · Physics 2009-10-21 David Schwandt , Fabien Alet , Sylvain Capponi

We make a Monte Carlo study of the coupled two-scalar $\lambda\phi^2_1\phi^2_2$ model in four dimensions at finite temperature. We find no trace of Inverse Symmetry Breaking for values of the renormalized parameters for which perturbation…

High Energy Physics - Lattice · Physics 2009-10-31 G. Bimonte , D. Iñiguez , A. Tarancón , C. L. Ullod

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

Computational Physics · Physics 2009-10-01 J. R. Trail

In particle physics, semi-supervised machine learning is an attractive option to reduce model dependencies searches beyond the Standard Model. When utilizing semi-supervised techniques in training machine learning models in the search for…

High Energy Physics - Experiment · Physics 2021-09-16 Benjamin Lieberman , Joshua Choma , Salah-Eddine Dahbi , Bruce Mellado , Xifeng Ruan

This paper studies the use of a machine learning-based estimator as a control variate for mitigating the variance of Monte Carlo sampling. Specifically, we seek to uncover the key factors that influence the efficiency of control variates in…

Statistics Theory · Mathematics 2023-05-29 Jose Blanchet , Haoxuan Chen , Yiping Lu , Lexing Ying