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We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…

Quantum Physics · Physics 2019-07-03 Alexandra Nagy , Vincenzo Savona

In this paper, we consider a Monte Carlo simulation method (MinMC) that approximates prices and risk measures for a range $\Gamma$ of model parameters at once. The simulation method that we study has recently gained popularity [HS20, FPP22,…

Statistics Theory · Mathematics 2025-10-01 Nils Detering , Nicole Hufnagel , Paul Krühner

We present an adaptive multi-GPU Exchange Monte Carlo method designed for the simulation of the 3D Random Field Model. The algorithm design is based on a two-level parallelization scheme that allows the method to scale its performance in…

Computational Physics · Physics 2016-08-10 C. A. Navarro , Wei Huang , Youjin Deng

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

Monte Carlo simulations are performed in classical phase space for a one-dimensional quantum harmonic crystal. Symmetrization effects for spinless bosons and fermions are quantified. The algorithm is tested for a range of parameters against…

Quantum Physics · Physics 2019-04-25 Phil Attard

We present a novel quantum Monte Carlo method based on a path integral in Fock space, which allows to compute finite-temperature properties of a many-body nuclear system with a monopole pairing interaction in the canonical ensemble. It…

Nuclear Theory · Physics 2009-01-23 N. J. Cerf

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

Statistical Mechanics · Physics 2007-05-23 Erik Luijten

The results of numerical simulation using a modified Monte Carlo method with a heat bath algorithm for the pseudospin model of cuprates are presented. The temperature phase diagrams are constructed for various degrees of doping and for…

Superconductivity · Physics 2025-10-10 Yu. D. Panov , V. A. Ulitko , D. N. Yasinskaya , A. S. Moskvin

This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…

Mesoscale and Nanoscale Physics · Physics 2016-02-03 Alexei Filinov , Jens Böning , Michael Bonitz

We present a modular analysis program written in Python devoted to the estimation of autocorrelation times for Monte Carlo simulations by means of the $\Gamma$-method algorithm. We give a brief review of this method and describe the main…

High Energy Physics - Lattice · Physics 2018-09-14 Barbara De Palma , Marco Erba , Luca Mantovani , Nicola Mosco

A great many observables seen in intermediate energy heavy ion collisions can be explained on the basis of statistical equilibrium. Calculations based on statistical equilibrium can be implemented in microcanonical ensemble (energy and…

Nuclear Theory · Physics 2009-11-10 C. B. Das , S. Das Gupta , W. G. Lynch , A. Z. Mekjian , M. B. Tsang

This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to…

Other Condensed Matter · Physics 2015-05-18 Firas Hamze , Neil Dickson , Kamran Karimi

We present a geometric and dynamical approach to the micro-canonical ensemble of classical Hamiltonian systems. We generalize the arguments in \cite{Rugh} and show that the energy-derivative of a micro-canonical average is itself…

chao-dyn · Physics 2009-10-30 Hans Henrik Rugh

We construct an effective low-energy Hamiltonian from the classical action via Monte Carlo with importance sampling. We use Monte Carlo (i) to compute matrix elements of the transition amplitude and (ii) to construct stochastically a basis.…

High Energy Physics - Lattice · Physics 2007-05-23 L. A. Caron , H. Kröger , G. Melkonyan , X. Q. Luo , K. J. M. Moriarty

A cluster Monte Carlo method for systems of classical spins with purely dipolar couplings is presented. It is tested and applied for finite arrays of perpendicular Ising dipoles on the triangular lattice. This model is a modification with…

Statistical Mechanics · Physics 2009-11-07 Ulrich K. Roessler

``Extended Ensemble Monte Carlo''is a generic term that indicates a set of algorithms which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel…

Disordered Systems and Neural Networks · Physics 2009-10-31 Yukito Iba

In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…

Statistical Mechanics · Physics 2011-08-31 Francesco Parisen Toldin

We present a simple approach to high-accuracy calculations of critical properties for the three-dimensional Ising model, without prior knowledge of the critical temperature. The iterative method uses a modified block-spin transformation…

Statistical Mechanics · Physics 2021-09-01 D. Ron , A. Brandt , R. H. Swendsen