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We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Probability · Mathematics 2015-09-29 Konstantinos Spiliopoulos

Multi-dimensional density of states provides a useful description of complex frustrated systems. Recent advances in Monte Carlo methods enable efficient calculation of the density of states and related quantities, which renew the interest…

Disordered Systems and Neural Networks · Physics 2009-11-10 Yukito Iba , Hisanao Takahashi

We investigate the challenge of classical simulation of unitary quantum dynamics with variational Monte Carlo approaches, addressing the instabilities and high computational demands of existing methods. By systematically analyzing the…

Quantum Physics · Physics 2025-07-30 Luca Gravina , Vincenzo Savona , Filippo Vicentini

The renormalization group method has been adapted to the analysis of the long-time behavior of non-linear partial differential equation and has demonstrated its power in the study of critical phenomena of gravitational collapse. In the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Osamu Iguchi , Akio Hosoya , Tatsuhiko Koike

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

We study the zero temperature random field Ising model as a model for noise and avalanches in hysteretic systems. Tuning the amount of disorder in the system, we find an ordinary critical point with avalanches on all length scales. Using a…

Condensed Matter · Physics 2009-10-28 Karin Dahmen , James P. Sethna

We study Monte Carlo calculations of the effective potential for a scalar field theory using three techniques. One of these is a new method proposed and tested for the first time. In each case we extract the renormalised quantities of the…

High Energy Physics - Lattice · Physics 2010-03-04 A. Ardekani , A. G. Williams

The infrared behaviour of a non-mean field spin-glass system is analysed, and the critical exponent related to the divergence of the correlation length is computed at two loops within the epsilon-expansion technique with two independent…

Disordered Systems and Neural Networks · Physics 2014-09-12 Michele Castellana , Giorgio Parisi

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

Extensive Monte Carlo simulations in the semi-grand-canonical ensemble are used to study the critical behavior of a three-dimensional compressible Ising model with antiferromagnetic interactions under constant volume conditions. Elastic…

Statistical Mechanics · Physics 2009-11-10 Luigi Cannavacciuolo , D. P. Landau

The universality class of thermally diluted Ising systems, in which the realization of the disposition of magnetic atoms and vacancies is taken from the local distribution of spins in the pure original Ising model at criticality, is…

Statistical Mechanics · Physics 2009-10-31 M. I. Marques , J. A. Gonzalo , J. Iniguez

We study coarsening phenomena in three different simple exclusion processes with quenched disordered jump rates. In the case of the totally asymmetric process, an earlier phenomenological description is improved, yielding for the time…

Disordered Systems and Neural Networks · Physics 2015-06-05 R. Juhász , G. Ódor

In this article, we report a fully ab initio variational Monte Carlo study of the linear, and periodic chain of Hydrogen atoms, a prototype system providing the simplest example of strong electronic correlation in low dimensions. In…

Strongly Correlated Electrons · Physics 2015-05-30 Lorenzo Stella , Claudio Attaccalite , Sandro Sorella , Angel Rubio

Variational algorithms for strongly correlated chemical and materials systems are one of the most promising applications of near-term quantum computers. We present an extension to the variational quantum eigensolver that approximates the…

Quantum Physics · Physics 2020-08-26 William J. Huggins , Joonho Lee , Unpil Baek , Bryan O'Gorman , K. Birgitta Whaley

We have studied the spin-polarized three-dimensional homogeneous electron gas using the diffusion quantum Monte Carlo method, with trial wave functions including backflow and three-body correlations in the Jastrow factor, and we have used…

Strongly Correlated Electrons · Physics 2013-08-28 G G Spink , R J Needs , N D Drummond

Self-averaging of singular thermodynamic quantities at criticality for randomly and thermally diluted three dimensional Ising systems has been studied by the Monte Carlo approach. Substantially improved self-averaging is obtained for…

Statistical Mechanics · Physics 2009-10-31 M. I. Marques , J. A. Gonzalo

We investigate the behavior of the moments of the partially transposed reduced density matrix \rho^{T_2}_A in critical quantum spin chains. Given subsystem A as union of two blocks, this is the (matrix) transposed of \rho_A with respect to…

Statistical Mechanics · Physics 2013-06-17 Vincenzo Alba

In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…

Probability · Mathematics 2017-09-19 Denis Belomestny , Stefan Häfner , Tigran Nagapetyan , Mikhail Urusov

We overview a series of recent works devoted to variance reduction techniques for numerical stochastic homogenization. Numerical homogenization requires solving a set of problems at the micro scale, the so-called corrector problems. In a…

Numerical Analysis · Mathematics 2016-04-27 Xavier Blanc , Claude Le Bris , Frederic Legoll

We propose a cluster simulation algorithm for statistical ensembles with fixed order parameter. We use the tethered ensemble, which features Helmholtz's effective potential rather than Gibbs's free energy, and in which canonical averages…

Statistical Mechanics · Physics 2009-07-17 Victor Martin-Mayor , David Yllanes
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