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Related papers: Notes on the Hybrid Monte Carlo Method

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We propose an efficient method for Monte Carlo simulation of quantum lattice models. Unlike most other quantum Monte Carlo methods, a single run of the proposed method yields the free energy and the entropy with high precision for the whole…

Statistical Mechanics · Physics 2009-11-10 Chiaki Yamaguchi , Naoki Kawashima , Yutaka Okabe

We report several important observations that underscore the distinctions between the constrained-path Monte Carlo method and the continuum and lattice versions of the fixed-node method. The main distinctions stem from the differences in…

Condensed Matter · Physics 2009-10-31 J. Carlson , J. E. Gubernatis , G. Ortiz , S. Zhang

We show how to improve the molecular dynamics step of Hybrid Monte Carlo, both by tuning the integrator using Poisson brackets measurements and by the use of force gradient integrators. We present results for moderate lattice sizes.

High Energy Physics - Lattice · Physics 2011-03-31 M. A. Clark , Balint Joo , A. D. Kennedy , P. J. Silva

With its systematic exploration of probability distributions, Hamiltonian Monte Carlo is a potent Markov Chain Monte Carlo technique; it is an approach, however, ultimately contingent on the choice of a suitable Hamiltonian function. By…

Methodology · Statistics 2011-12-20 Michael Betancourt , Leo C. Stein

We present an overview of the variational and diffusion quantum Monte Carlo methods as implemented in the CASINO program. We particularly focus on developments made in the last decade, describing state-of-the-art quantum Monte Carlo…

Computational Physics · Physics 2025-12-24 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios , J. R. Trail

Hamiltonian Monte Carlo (or hybrid Monte Carlo) with partial momentum refreshment explores the state space more slowly than it otherwise would due to the momentum reversals which occur on proposal rejection. These cause trajectories to…

Data Analysis, Statistics and Probability · Physics 2012-05-10 Jascha Sohl-Dickstein

The Monte Carlo implementation of different approaches for diffractive scattering in $e - p$ collisions (resolved $\PO$, pQCD, soft color interactions) is described, with emphasis on the construction of the hadronic final state. Simple…

High Energy Physics - Phenomenology · Physics 2007-05-23 H. Jung

We describe an open-source implementation of the continuous-time hybridization-expansion quantum Monte Carlo method for impurity models with general instantaneous two-body interactions and complex hybridization functions. The code is built…

Strongly Correlated Electrons · Physics 2017-05-02 Hiroshi Shinaoka , Emanuel Gull , Philipp Werner

Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X given the value T(X) = t for a function T(X). Classical conditional Monte Carlo methods were designed for estimating conditional expectations…

Methodology · Statistics 2020-10-15 Bo Henry Lindqvist , Rasmus Erlemann , Gunnar Taraldsen

This paper presents multilevel hybrid transport (MLHT) methods for solving the neutral-particle Boltzmann transport equation. The proposed MLHT methods are formulated on a sequence of spatial grids using a multilevel Monte Carlo (MLMC)…

Numerical Analysis · Mathematics 2026-05-12 Vincent N. Novellino , Dmitriy Y. Anistratov

We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…

High Energy Physics - Lattice · Physics 2018-04-18 Guido Cossu , Peter Boyle , Norman Christ , Chulwoo Jung , Andreas Jüttner , Francesco Sanfilippo

In this paper, we consider the implementation of multi-level Monte Carlo method to a stochastic optimal control problem with log-normal coefficients and its surrogate model problem. From the perspective of two optimization problems, i.e.,…

Optimization and Control · Mathematics 2016-01-19 Qi Sun , Ju Ming

We discuss how the concept of the Monte Carlo Hamiltonian can be applied to lattice gauge theories.

High Energy Physics - Lattice · Physics 2008-11-26 F. Paradis , H. Kroger , X. Q. Luo , K. J. M. Moriarty

We show that Markov couplings can be used to improve the accuracy of Markov chain Monte Carlo calculations in some situations where the steady-state probability distribution is not explicitly known. The technique generalizes the notion of…

Numerical Analysis · Mathematics 2015-05-13 Jonathan B. Goodman , Kevin K. Lin

We develop a classical Monte Carlo algorithm based on a quasi-classical approximation for a pseudospin S=1 Hamiltonian in real space to construct a phase diagram of a model cuprate with a high Tc. A model description takes into account both…

Strongly Correlated Electrons · Physics 2021-10-25 Yu. D. Panov , A. S. Moskvin , A. A. Chikov , V. A. Ulitko

We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…

Numerical Analysis · Mathematics 2012-06-08 A. L. Teckentrup

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 present a simple approach to the fixed phase method in Quantum Monte Carlo. This applies to electrons in molecules and electron gas and is straightforwardly extended to the Schr\"odinger equation with magnetic field.

Computational Physics · Physics 2018-02-01 F. Delyon , B. Bernu

This article describes Monte-Carlo algorithms for charged systems using constrained updates for the electric field. The method is generalized to treat inhomogeneous dielectric media, electrolytes via the Poisson-Boltzmann equation and…

Statistical Mechanics · Physics 2009-11-10 A. C. Maggs

In this work we develop tools that enable the study of non-adiabatic effects with variational and diffusion Monte Carlo methods. We introduce a highly accurate wave function ansatz for electron-ion systems that can involve a combination of…

Chemical Physics · Physics 2014-10-29 Norm M. Tubman , Ilkka Kylänpää , Sharon Hammes-Schiffer , David M. Ceperley