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Related papers: Notes on the Hybrid Monte Carlo Method

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We present quantum Monte Carlo results for the Hubbard model on a ladder using the re-structuring method which employ eigenstates of two-site system on a rung to construct a complete set. From technical reasons we concentrate on the case in…

Condensed Matter · Physics 2007-05-23 Yasuko Munehisa

A Monte Carlo method for the collisional guiding-center Fokker-Planck kinetic equation is derived to include the effects of background magnetic-field nonuniformity. It is shown that, in the limit of a homogeneous magnetic field, the…

Plasma Physics · Physics 2015-03-24 Eero Hirvijoki , Alain Brizard , Antti Snicker , Taina Kurki-Suonio

In this review we discuss, from a unified point of view, a variety of Monte Carlo methods used to solve eigenvalue problems in statistical mechanics and quantum mechanics. Although the applications of these methods differ widely, the…

Condensed Matter · Physics 2011-05-21 M. P. Nightingale , C. J. Umrigar

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration together with variance-reducing techniques…

High Energy Physics - Phenomenology · Physics 2007-05-23 Stefan Weinzierl

The hyperpolarizability has been extensively studied to identify universal properties when it is near the fundamental limit. Here, we employ the Monte Carlo method to study the fundamental limit of the second hyperpolarizability. As was…

Optics · Physics 2015-05-19 Shoresh Shafei , Mark C. Kuzyk , Mark G. Kuzyk

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Computation · Statistics 2017-04-12 Matthew M. Graham , Amos J. Storkey

The standard hybrid Monte Carlo algorithm uses the second order integrator at the molecular dynamics step. This choice of the integrator is not always the best. Using the Wilson fermion action, we study the performance of the hybrid Monte…

High Energy Physics - Lattice · Physics 2009-11-07 Tetsuya Takaishi

We discuss the main aspects of the fixed-node quantum Monte Carlo method for lattice fermions and its recent application to the problem of phase separation in the 2D Hubbard model, along with virtues, limitations and perspectives of this…

Strongly Correlated Electrons · Physics 2007-05-23 Giovanni B. Bachelet , Andrea C. Cosentini

I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and…

Disordered Systems and Neural Networks · Physics 2008-02-03 Enzo Marinari

We introduce a novel many body method which combines two powerful many body techniques, viz., quantum Monte Carlo and coupled cluster theory. Coupled cluster wave functions are introduced as importance functions in a Monte Carlo method…

Nuclear Theory · Physics 2013-12-04 Alessandro Roggero , Abhishek Mukherjee , Francesco Pederiva

A new method based on nesting Monte Carlo is developed to solve high-dimensional semi-linear PDEs. Convergence of the method is proved and its convergence rate studied. Results in high dimension for different kind of non-linearities show…

Probability · Mathematics 2018-05-15 Xavier Warin

We discuss the analytic computation of autocorrelation functions for the generalized Hybrid Monte Carlo algorithm applied to free field theory and compare the results with numerical results for the $O(4)$ spin model in two dimensions. We…

High Energy Physics - Lattice · Physics 2009-10-28 A D Kennedy , Robert Edwards , Hidetoshi Mino , Brian Pendleton

The aim of this work is to give an introduction to the theoretical background and computational complexity of Markov chain Monte Carlo methods. Most of the mathematical results related to the convergence are not found in most of the…

Computation · Statistics 2020-04-16 Izhar Asael Alonzo Matamoros

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

Computational Physics · Physics 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé

Mechanistic models in biology often involve numerous parameters about which we do not have direct experimental information. The traditional approach is to fit these parameters using extensive numerical simulations (e.g. by the Monte-Carlo…

Systems and Control · Computer Science 2022-01-10 Alexandre Rocca , Marcelo Forets , Victor Magron , Eric Fanchon , Thao Dang

This paper surveys in detail the relations between numerical integration and the Hamiltonian (or hybrid) Monte Carlo method (HMC). Since the computational cost of HMC mainly lies in the numerical integrations, these should be performed as…

Probability · Mathematics 2020-07-21 Nawaf Bou-Rabee , Jesús María Sanz-Serna

The kinetic Monte Carlo method is a standard approach for simulating physical systems whose dynamics are stochastic or that evolve in a probabilistic manner. Here we show how to calculate the system time for such simulations.

Computational Physics · Physics 2008-01-14 Clinton DeW. Van Siclen

The off-resonant hyperpolarizability is calculated using the dipole-free sum-over-stats expression from a randomly chosen set of energies and transition dipole moments that are forced to be consistent with the sum rules. The process is…

Optics · Physics 2009-11-13 Mark C. Kuzyk , Mark G. Kuzyk
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