Related papers: User's guide to Monte Carlo methods for evaluating…
The path-integral formulation of the statistical mechanics of quantum many-body systems is described, with the purpose of introducing practicaltechniques for the simulation of solids. Monte Carlo and molecular dynamics methods for…
The Hybrid Monte Carlo algorithm for the simulation of QCD with dynamical staggered fermions is compared with Kramers equation algorithm. We find substantially different autocorrelation times for local and nonlocal observables. The…
This article presents a novel approach, named MCMP (Monte Carlo Motion Planning), to the problem of motion planning under uncertainty, i.e., to the problem of computing a low-cost path that fulfills probabilistic collision avoidance…
This article is a pedagogical review of Monte Carlo methods for the self-avoiding walk, with emphasis on the extraordinarily efficient algorithms developed over the past decade. Many more details can be found in hep-lat/9405016.
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…
In this work the path integral formulation for rigid rotors, proposed by M\"user and Berne [Phys. Rev. Lett. {\bf 77}, 2638 (1996)], is described in detail. It is shown how this formulation can be used to perform Monte Carlo simulations of…
We describe a simple algorithm for estimating the $k$-th normalized Betti number of a simplicial complex over $n$ elements using the path integral Monte Carlo method. For a general simplicial complex, the running time of our algorithm is…
We propose numerical integration methods for Choquet integrals where the capacities are given by distortion functions of an underlying probability measure. It relies on the explicit representation of the integrals for step functions and can…
Quantum Monte Carlo methods are sophisticated numerical techniques for simulating interacting quantum systems. In some cases, however, they suffer from the notorious "sign problem" and become too inefficient to be useful. A recent…
A novel family of dynamical Monte Carlo algorithms for lattice polymers is proposed. Our central idea is to simulate an extended ensemble in which the self-avoiding condition is systematically weakened. The degree of the self-overlap is…
This review gives an overview on the research of algorithms for dynamical fermions used in large scale lattice QCD simulations. First a short overview on the state-of-the-art of ensemble generation at the physical point is given. Followed…
The purely numerical evaluation of multi-loop integrals and amplitudes can be a viable alternative to analytic approaches, in particular in the presence of several mass scales, provided sufficient accuracy can be achieved in an acceptable…
This paper presents a tool for addressing a key component in many algorithms for planning robot trajectories under uncertainty: evaluation of the safety of a robot whose actions are governed by a closed-loop feedback policy near a nominal…
We present a modular analysis program written in Python devoted to the estimation of autocorrelation times for Monte Carlo simulations by means of the $\Gamma$-method algorithm. We give a brief review of this method and describe the main…
We present a formalism of the transition matrix Monte Carlo method. A stochastic matrix in the space of energy can be estimated from Monte Carlo simulation. This matrix is used to compute the density of states, as well as to construct…
In this paper, we examine a compact $U(1)$ lattice gauge theory in $(2+1)$ dimensions and present a strategy for studying the running coupling and extracting the non-perturbative $\Lambda$-parameter. To this end, we combine Monte Carlo…
Simulations of strongly interacting lattice field theories are typically performed using Markov chain Monte Carlo algorithms. Therefore estimators of statistical errors must incorporate the effect of autocorrelations by integrating the…
A Path Integral Monte Carlo method is used to investigate the thermodynamics of nuclear like systems. Systems composed of bosons or fermions interracting via a Lennard-Jones potential with periodic boundary conditions were simulated and the…
A method for nonperturbative path integral calculation is proposed. Quantum mechanics as a simplest example of a quantum field theory is considered. All modes are decomposed into hard (with frequencies $\omega^2 >\omega^2_0$) and soft (with…
On the basis of the canonical quantization procedure of a system defined on a cubic lattice, we propose a new method, in which resolutions of unity expressed in terms of eigenvectors are naturally provided, to find eigenvectors of field…