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Ultracold atomic systems have been of great research interest in the past, with more recent attention being paid to systems of mixed species. In this work we carry out non-perturbative Path Integral Monte Carlo (PIMC) simulations of N…

Quantum Gases · Physics 2017-10-19 William G. Dawkins , Alexandros Gezerlis

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

Monte Carlo (MC) and Quasi-Monte Carlo (QMC) methods are classical approaches for the numerical integration of functions $f$ over $[0,1]^d$. While QMC methods can achieve faster convergence rates than MC in moderate dimensions, their…

Numerical Analysis · Mathematics 2025-08-27 Jiaheng Chen , Haotian Jiang , Nathan Kirk

We study weighted particle systems in which new generations are resampled from current particles with probabilities proportional to their weights. This covers a broad class of sequential Monte Carlo (SMC) methods, widely-used in applied…

Statistics Theory · Mathematics 2021-07-20 Jere Koskela , Paul A. Jenkins , Adam M. Johansen , Dario Spano

We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…

Probability · Mathematics 2014-04-10 Martin Hairer , Jonathan Weare

We report an essential improvement of the plain Fourier Monte Carlo algorithm that promises to be a powerful tool for investigating critical behavior in a large class of lattice models, in particular those containing microscopic or…

Statistical Mechanics · Physics 2015-02-17 Andreas Tröster

In this work we introduce the Dual Boson Diagrammatic Monte Carlo technique for strongly interacting electronic systems. This method combines the strength of dynamical mean-filed theory for non-perturbative description of local correlations…

Strongly Correlated Electrons · Physics 2020-11-06 M. Vandelli , V. Harkov , E. A. Stepanov , J. Gukelberger , E. Kozik , A. Rubio , A. I. Lichtenstein

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

The structure of a polystyrene matrix filled with tightly cross-linked polystyrene nanoparticles, forming an athermal nanocomposite system, is investigated by means of a Monte Carlo sampling formalism. The polymer chains are represented as…

Soft Condensed Matter · Physics 2014-01-17 Georgios G. Vogiatzis , Evangelos Voyiatzis , Doros N. Theodorou

In this work, we address the systematic biases and random errors stemming from finite step sizes encountered in diffusion simulations. We introduce the Effective Geometry Monte Carlo (EG-MC) simulation algorithm which modifies the geometry…

Emerging Technologies · Computer Science 2019-06-26 Fatih Dinc , Leander Thiele , Bayram Cevdet Akdeniz

This paper studies the mixing time of certain adaptive Markov Chain Monte Carlo algorithms. Under some regularity conditions, we show that the convergence rate of Importance Resampling MCMC (IRMCMC) algorithm, measured in terms of the total…

Probability · Mathematics 2014-07-29 Yves Atchadé , Yizao Wang

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

We discuss modern ideas in Monte Carlo algorithms in the simplified setting of the one-dimensional anharmonic oscillator. After reviewing the connection between molecular dynamics and Monte Carlo, we introduce to the Metropolis and the…

Statistical Mechanics · Physics 2024-08-07 Gabriele Tartero , Werner Krauth

Among many types of quantum entanglement properties, the entanglement spectrum provides more abundant information than other observables. Exact diagonalization and density matrix renormalization group method could handle the system in…

Strongly Correlated Electrons · Physics 2025-03-05 Weilun Jiang , Xiaofan Luo , Bin-Bin Mao , Zheng Yan

We calculate the efficiency of a rejection-free dynamic Monte Carlo method for $d$-dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential $r^{-p}$. Theoretically we find the algorithmic efficiency…

Statistical Mechanics · Physics 2009-11-13 Marta L. Guerra , M. A. Novotny , Hiroshi Watanabe , Nobuyasu Ito

We describe a class of growth algorithms for finding low energy states of heteropolymers. These polymers form toy models for proteins, and the hope is that similar methods will ultimately be useful for finding native states of real proteins…

Soft Condensed Matter · Physics 2007-05-23 Peter Grassberger

An important task in the simulation of hard spheres and other hard particles is structure prediction via equilibration. Event-driven molecular dynamics is efficient because its Newtonian dynamics equilibrates fluctuations with the speed of…

Soft Condensed Matter · Physics 2019-05-07 Marco Klement , Michael Engel

Sequential Monte Carlo algorithms (also known as particle filters) are popular methods to approximate filtering (and related) distributions of state-space models. However, they converge at the slow $1/\sqrt{N}$ rate, which may be an issue…

Computation · Statistics 2015-03-06 Nicolas Chopin , Mathieu Gerber

We present powerful new analysis techniques to constrain effective field theories at the LHC. By leveraging the structure of particle physics processes, we extract extra information from Monte-Carlo simulations, which can be used to train…

High Energy Physics - Phenomenology · Physics 2018-09-19 Johann Brehmer , Kyle Cranmer , Gilles Louppe , Juan Pavez
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