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We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…

Econometrics · Economics 2024-12-04 Matteo Barigozzi , Daniele Massacci

The Diffusion Monte Carlo (DMC) method is applied to the water monomer, dimer, and hexamer, using q-TIP4P/F, one of the most simple, empirical water models with flexible monomers. The bias in the time step ($\Delta\tau$) and population size…

Chemical Physics · Physics 2016-09-28 Joel D. Mallory , Sandra E. Brown , Vladimir A. Mandelshtam

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…

High Energy Physics - Lattice · Physics 2024-02-20 Jacob Finkenrath

The scaling of the number of Rydberg excitations in a laser-driven cloud of atoms with the interaction strength is found to be affected by the finite size of the system. The scaling predicted by a theoretical model is compared with results…

Atomic Physics · Physics 2013-10-16 M. Gärttner , K. P. Heeg , T. Gasenzer , J. Evers

With the developed "extended Monte Calro" (EMC) algorithm, we have studied the depinning transition in Ising-type lattice models by extensive numerical simulations, taking the random-field Ising model with a driving field and the driven…

Statistical Mechanics · Physics 2016-10-20 Lisha Sia , Xiaoyun Liao , Nengji Zhou

We compute the continuum limit of the spectra for the XX-model with arbitrary complex boundary fields. In the case of hermitian boundary terms one obtains the partition functions of the free compactified boson field on a cylinder with…

Statistical Mechanics · Physics 2009-10-31 Ulrich Bilstein

We present an algorithm for the efficient simulation of the half-filled spinless $t$-$V$ model on bipartite lattices, which combines the stochastic series expansion method with determinantal quantum Monte Carlo techniques widely used in…

Strongly Correlated Electrons · Physics 2016-04-13 Lei Wang , Ye-Hua Liu , Matthias Troyer

In this work we numerically investigate a new method for the characterization of growing length scales associated with spatially heterogeneous dynamics of glass-forming liquids. This approach, motivated by the formulation of the…

Disordered Systems and Neural Networks · Physics 2013-10-28 Kang Kim , Shinji Saito , Kunimasa Miyazaki , Giulio Biroli , David R. Reichman

We present analytic results for a special dimer model on the {\em non-bipartite} and {\em non-planar} checkerboard lattice that does not allow for parallel dimers surrounding diagonal links. We {\em exactly} calculate the number of closed…

Strongly Correlated Electrons · Physics 2020-07-15 Julia Wildeboer , Zohar Nussinov , Alexander Seidel

We apply the event-chain Monte Carlo algorithm to the three-dimensional ferromagnetic Heisenberg model. The algorithm is rejection-free and also realizes an irreversible Markov chain that satisfies global balance. The autocorrelation…

Statistical Mechanics · Physics 2015-12-22 Yoshihiko Nishikawa , Manon Michel , Werner Krauth , Koji Hukushima

Using the Wang-Landau flat histogram Monte Carlo (FHMC) simulation technique, we were able to study two types of triangulated spherical surface models in which the two-dimensional extrinsic curvature energy is assumed in the Hamiltonian.…

Statistical Mechanics · Physics 2010-09-30 Hiroshi Koibuchi

We consider the six-vertex model on an $N \times N$ square lattice with the domain wall boundary conditions. Boundary one-point correlation functions of the model are expressed as determinants of $N\times N$ matrices, generalizing the known…

Mathematical Physics · Physics 2009-11-07 N. M. Bogoliubov , A. G. Pronko , M. B. Zvonarev

Numerical results for ground state and excited state properties (energies, double occupancies, and Matsubara-axis self energies) of the single-orbital Hubbard model on a two-dimensional square lattice are presented, in order to provide an…

We introduce a derivative-free global optimization algorithm that efficiently computes minima for various classes of one-dimensional functions, including non-convex, and non-smooth functions.This algorithm numerically approximates the…

Optimization and Control · Mathematics 2023-08-21 Alexandra A. Gomes , Diogo A. Gomes

Previous investigations have shown that the canonical approach to simulating QCD at finite density is promising. The algorithm we used in our earlier work employs an exact calculation of the fermionic determinant which limits the size of…

High Energy Physics - Lattice · Physics 2008-11-26 Andrei Alexandru , Anyi Li , Keh-Fei Liu

We investigate local MCMC algorithms, namely the random-walk Metropolis and the Langevin algorithms, and identify the optimal choice of the local step-size as a function of the dimension $n$ of the state space, asymptotically as…

Probability · Mathematics 2009-08-07 Alexandros Beskos , Gareth Roberts , Andrew Stuart

We consider dimer models on graphs which are bipartite, periodic and satisfy a geometric condition called {\em isoradiality}, defined in \cite{Kenyon3}. We show that the scaling limit of the height function of any such dimer model is…

Probability · Mathematics 2015-06-26 B. de Tilière

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Statistical Mechanics · Physics 2024-10-29 Jiewei Ding , Jiahao Su , Ho-Kin Tang , Wing Chi Yu

We give an intuitive geometric explanation for the apparent breakdown of standard finite-size scaling in systems with periodic boundaries above the upper critical dimension. The Ising model and self-avoiding walk are simulated on…

Statistical Mechanics · Physics 2017-03-17 Jens Grimm , Eren Metin Elçi , Zongzheng Zhou , Timothy M. Garoni , Youjin Deng

We introduce and implement a Monte Carlo scheme to study the equilibrium statistics of polymers in the globular phase. It is based on a model of "interacting elastic lattice polymers" and allows a sufficiently good sampling of long and…

Statistical Mechanics · Physics 2014-06-25 M. Baiesi , E. Orlandini