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Markov chain Monte Carlo (MCMC) algorithms are indispensable when sampling from a complex, high-dimensional distribution by a conventional method is intractable. Even though MCMC is a powerful tool, it is also hard to control and tune in…

Graphics · Computer Science 2025-10-14 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

We compare the performance of the Kramers Equation Monte Carlo (KMC) Algorithm with that of the Hybrid Monte Carlo (HMC) algorithm for numerical simulations with dynamical Kogut-Susskind fermions. Using the lattice Gross-Neveu model in 2…

High Energy Physics - Lattice · Physics 2009-10-31 S. Basak , Asit K. De

Solving the Schr\"{o}dinger equation for interacting many-body quantum systems faces computational challenges due to exponential scaling with system size. This complexity limits the study of important phenomena in materials science and…

Materials Science · Physics 2024-05-27 Avishek Singh , Nirmal Ganguli

If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…

Materials Science · Physics 2009-11-13 V. I. Tokar , H. Dreyssé

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

The algorithm for Monte Carlo simulation of parton-level events based on an Artificial Neural Network (ANN) proposed in arXiv:1810.11509 is used to perform a simulation of $H\to 4\ell$ decay. Improvements in the training algorithm have been…

High Energy Physics - Phenomenology · Physics 2021-02-03 I-Kai Chen , Matthew D. Klimek , Maxim Perelstein

This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…

Materials Science · Physics 2009-04-17 Peter Kratzer

We present computer simulations of a dynamic Monte Carlo algorithm for polymer chains on the FCC lattice which takes explicitly into account the possibility to overcome topological constraints by controlling the rate at which nearby polymer…

Soft Condensed Matter · Physics 2021-12-01 Mattia Alberto Ubertini , Angelo Rosa

Delayed-acceptance Markov chain Monte Carlo (DA-MCMC) samples from a probability distribution via a two-stages version of the Metropolis-Hastings algorithm, by combining the target distribution with a "surrogate" (i.e. an approximate and…

Ground-state auxiliary-field quantum Monte Carlo (AFQMC) methods have become key numerical tools for studying quantum phases and phase transitions in interacting many-fermion systems. Despite the broad applicability, the efficiency of these…

Strongly Correlated Electrons · Physics 2026-03-23 Hao Du , Yuan-Yao He

We outline how auxiliary-field quantum Monte Carlo (AFQMC) can leverage graphical processing units (GPUs) to accelerate the simulation of solid state sytems. By exploiting conservation of crystal momentum in the one- and two-electron…

Computational Physics · Physics 2020-08-21 Fionn D. Malone , Shuai Zhang , Miguel A. Morales

With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…

The performance of Hamiltonian Monte Carlo simulations crucially depends on both the integration timestep and the number of integration steps. We present an adaptive general-purpose framework to automatically tune such parameters, based on…

Computational Physics · Physics 2025-12-10 Henrik Christiansen , Federico Errica , Francesco Alesiani

We present a deep neural network (DNN) accelerated Hamiltonian Monte Carlo (HMC) algorithm called DeepHMC for the inference of binary neutron star systems. The HMC is a non-random walk sampler that uses background gradient information to…

General Relativity and Quantum Cosmology · Physics 2025-05-06 Jules Perret , Marc Aréne , Edward K. Porter

We review the background of the cluster algorithms in Monte Carlo simulation of statistical physics problems. One of the first such successful algorithm was developed by Swendsen and Wang eight years ago. In contrast to the local…

Condensed Matter · Physics 2007-05-23 Jian-Sheng Wang

We study the feature-scaled version of the Monte Carlo algorithm with linear function approximation. This algorithm converges to a scale-invariant solution, which is not unduly affected by states having feature vectors with large norms. The…

Machine Learning · Computer Science 2022-05-31 Rahul Madhavan , Hemanta Makwana

In this paper we study from a numerical analysis perspective the Fractional Step Kinetic Monte Carlo (FS-KMC) algorithms proposed in [1] for the parallel simulation of spatially distributed particle systems on a lattice. FS-KMC are…

Numerical Analysis · Mathematics 2012-08-07 Giorgos Arampatzis , Markos A. Katsoulakis , Petr Plechac

The past few years have seen considerable progress in algorithmic development for the generation of gauge fields including the effects of dynamical fermions. The Rational Hybrid Monte Carlo (RHMC) algorithm, where Hybrid Monte Carlo is…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker