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Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…

Strongly Correlated Electrons · Physics 2019-03-28 Zi-Xiang Li , Hong Yao

Hamiltonian Monte Carlo (HMC) has emerged as a powerful Markov Chain Monte Carlo (MCMC) method to sample from complex continuous distributions. However, a fundamental limitation of HMC is that it can not be applied to distributions with…

Computation · Statistics 2021-12-10 Guangyao Zhou

Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…

Quantum Gases · Physics 2016-01-15 Tobias Dornheim , Simon Groth , Alexey Filinov , Michael Bonitz

We describe a Fourier Accelerated Hybrid Monte Carlo algorithm suitable for dynamical fermion simulations of non-gauge models. We test the algorithm in supersymmetric quantum mechanics viewed as a one-dimensional Euclidean lattice field…

High Energy Physics - Lattice · Physics 2011-07-28 S. Catterall , S. Karamov

We study the improvement of simulations of QCD with dynamical Wilson fermions by combining the Hybrid Monte Carlo algorithm with parallel tempering. As an indicator for decorrelation we use the topological charge.

High Energy Physics - Lattice · Physics 2015-06-25 E. -M. Ilgenfritz , Werner Kerler , H. Stüben

We present and apply a general-purpose, multi-start algorithm for improving the performance of low-energy samplers used for solving optimization problems. The algorithm iteratively fixes the value of a large portion of the variables to…

Discrete Mathematics · Computer Science 2017-11-02 Hamed Karimi , Gili Rosenberg , Helmut G. Katzgraber

A general algorithm toward the solution of the fermion sign problem in finite-temperature quantum Monte Carlo simulations has been formulated for discretized fermion path integrals with nearest-neighbor interactions in the Trotter…

Statistical Mechanics · Physics 2009-10-31 C. H. Mak , R. Egger , H. Weber-Gottschick

The fluid flow and heat transfer problems encountered in industry applications span into different scales and there are different numerical methods for different scales problems. It is not possible to use single scale method to solve…

Computational Engineering, Finance, and Science · Computer Science 2019-08-23 Zheng Li , Mo Yang , Yuwen Zhang

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 improvement of simulations of QCD with dynamical Wilson fermions by combining the Hybrid Monte Carlo algorithm with parallel tempering is studied. As an indicator for decorrelation the topological charge is used.

High Energy Physics - Lattice · Physics 2007-05-23 H. Stüben

In this article we develop a multi-grid multi-level Monte Carlo (MGMLMC) method for the stochastic Stokes-Darcy interface model with random hydraulic conductivity both in the porous media domain and on the interface. Because the randomness…

Numerical Analysis · Mathematics 2019-03-07 Zhipeng Yang , Xiaoming He , Li Zhang , Ju Ming

We design and implement HPMC, a scalable hard particle Monte Carlo simulation toolkit, and release it open source as part of HOOMD-blue. HPMC runs in parallel on many CPUs and many GPUs using domain decomposition. We employ BVH trees…

Soft Condensed Matter · Physics 2016-06-22 Joshua A. Anderson , M. Eric Irrgang , Sharon C. Glotzer

This work presents an efficient approach for accelerating multilevel Markov Chain Monte Carlo (MCMC) sampling for large-scale problems using low-fidelity machine learning models. While conventional techniques for large-scale Bayesian…

Machine Learning · Statistics 2024-05-21 Sohail Reddy , Hillary Fairbanks

Markov Chain Monte Carlo (MCMC) excels at sampling complex posteriors but traditionally lags behind nested sampling in accurate evidence estimation, which is crucial for model comparison in astrophysical problems. We introduce reddemcee, an…

Instrumentation and Methods for Astrophysics · Physics 2026-02-25 Pablo A. Peña , James S. Jenkins

Hamiltonian Monte Carlo (HMC) is a widely deployed method to sample from high-dimensional distributions in Statistics and Machine learning. HMC is known to run very efficiently in practice and its popular second-order "leapfrog"…

Data Structures and Algorithms · Computer Science 2018-08-13 Oren Mangoubi , Nisheeth K. Vishnoi

We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…

Other Condensed Matter · Physics 2010-10-26 Giuseppe Carleo , Federico Becca , Saverio Moroni , Stefano Baroni

The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…

Computation · Statistics 2025-01-27 Abraham Granados , Isaías Bañales

We present different methods to increase the performance of Hybrid Monte Carlo simulations of the Hubbard model in two-dimensions. Our simulations concentrate on a hexagonal lattice, though can be easily generalized to other lattices. It is…

Strongly Correlated Electrons · Physics 2019-01-16 Stefan Krieg , Thomas Luu , Johann Ostmeyer , Philippos Papaphilippou , Carsten Urbach

I discuss the behaviour of algorithms for dynamical fermions as the sea-quark mass decreases. I focus on the Hybrid-Monte-Carlo (HMC) algorithm applied to two degenerate flavours of Wilson fermions. First, I briefly review the performance…

High Energy Physics - Lattice · Physics 2009-11-10 Martin Hasenbusch

Recently there has been remarkable progress in solving the sign problem, which occurs in investigating statistical systems with a complex weight. The two promising methods, the complex Langevin method and the Lefschetz thimble method, share…

High Energy Physics - Lattice · Physics 2018-04-18 Jun Nishimura , Shinji Shimasaki
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