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We consider the numerical approximation of $\mathbb{P}[G\in \Omega]$ where the $d$-dimensional random variable $G$ cannot be sampled directly, but there is a hierarchy of increasingly accurate approximations $\{G_\ell\}_{\ell\in\mathbb{N}}$…

Computational Finance · Quantitative Finance 2021-07-21 Abdul-Lateef Haji-Ali , Jonathan Spence , Aretha Teckentrup

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

Statistical Mechanics · Physics 2010-08-23 Mykyta V. Chubynsky , Gary W. Slater

We introduce a general Monte Carlo scheme for achieving atomistic simulations with monoelectronic Hamiltonians including the thermalization of both nuclear and electronic degrees of freedom. The kinetic Monte Carlo algorithm is used to…

Materials Science · Physics 2009-11-07 F. Calvo , F. Spiegelman

We present a high-precision Monte Carlo study of the O(3) spin theory on the lattice in four dimensions. This model exhibits interesting dynamical features, in particular in the broken-symmetry phase, where suitable boundary conditions can…

High Energy Physics - Lattice · Physics 2021-09-23 Marco Panero , Antonio Smecca

We study an optimal control problem under uncertainty, where the target function is the solution of an elliptic partial differential equation with random coefficients, steered by a control function. The robust formulation of the…

Numerical Analysis · Mathematics 2019-10-23 Philipp A. Guth , Vesa Kaarnioja , Frances Y. Kuo , Claudia Schillings , Ian H. Sloan

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2008-04-14 Jaan Kalda

The physics of crystalline membranes, i.e. fixed-connectivity surfaces embedded in three dimensions and with an extrinsic curvature term, is very rich and of great theoretical interest. To understand their behavior, numerical simulations…

Computational Physics · Physics 2009-10-30 G. Thorleifsson , M. Falcioni

We study a Hamiltonian lattice version of the two-dimensional Wess-Zumino model. Preliminary results obtained by Quantum Monte Carlo with a many-parameter guiding wave function are presented. We analyze the pattern of supersymmetry breaking…

High Energy Physics - Lattice · Physics 2015-06-25 Matteo Beccaria , Massimo Campostrini , Alessandra Feo

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

Many experimental studies, over the past two decades, have constantly reported a novel critical behavior for the transition from Smectic-A phase of liquid crystals to Hexatic-B phase with non-XY critical exponents. However according to…

Soft Condensed Matter · Physics 2007-05-23 Rasool ghanbari , Farhad Shahbazi

We study the $2$-component $\phi^4$ model on the simple cubic lattice in the presence of a cubic, or equivalently, a $\mathbb{D}_4$ invariant perturbation. To this end, we perform Monte Carlo simulations in conjunction with a finite size…

Statistical Mechanics · Physics 2025-10-23 Martin Hasenbusch

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling

We discuss a framework relying on both perturbative and non-perturbative lattice computations which will be able to reliably determine the parameters of the EW phase transition. A motivation for the use of 3d effective theory in the lattice…

High Energy Physics - Lattice · Physics 2011-04-20 K. Farakos , K. Kajantie , K. Rummukainen , M. Shaposhnikov

We investigate aspects of universality of Glauber critical dynamics in two dimensions. We compute the critical exponent $z$ and numerically corroborate its universality for three different models in the static Ising universality class and…

Statistical Mechanics · Physics 2009-10-31 M. P. Nightingale , H. W. J. Bloete

We present results for lattice QCD with staggered fermions in the limit of infinite gauge coupling, obtained from a worm-type Monte Carlo algorithm on a discrete spatial lattice but with continuous Euclidean time. This is achieved by…

High Energy Physics - Lattice · Physics 2011-11-08 Wolfgang Unger , Philippe de Forcrand

We report lattice simulations of $\phi^4_2$ and $O(N)\,\phi^4$ models, performed by means of a Monte Carlo method based on the all-order strong coupling expansion (worm algorithm). The investigation of the non-perturbative features of the…

High Energy Physics - Lattice · Physics 2016-12-16 Barbara De Palma , Marco Guagnelli

We propose an efficient method for Monte Carlo simulation of quantum lattice models. Unlike most other quantum Monte Carlo methods, a single run of the proposed method yields the free energy and the entropy with high precision for the whole…

Statistical Mechanics · Physics 2009-11-10 Chiaki Yamaguchi , Naoki Kawashima , Yutaka Okabe

We study two planar square lattice Heisenberg models with explicit dimerization or quadrumerization of the couplings in the form of ladder and plaquette arrangements. We investigate the quantum critical points of those models by means of…

Strongly Correlated Electrons · Physics 2009-01-21 Sandro Wenzel , Wolfhard Janke

We perform Monte-Carlo measurements of two and three point functions of charged operators in the critical O(2) model in 3 dimensions. Our results are compatible with the predictions of the large charge superfluid effective field theory. To…

High Energy Physics - Lattice · Physics 2025-10-30 Gabriel Cuomo , J. M. Viana Parente Lopes , José Matos , Júlio Oliveira , Joao Penedones

The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…

Computational Physics · Physics 2009-11-10 Denis Horvath , Martin Gmitra
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