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Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

The concept of Lefschetz thimble decomposition is one of the most promising possible modifications of Quantum Monte Carlo (QMC) algorithms aimed at alleviating the sign problem which appears in many interesting physical situations, e.g. in…

Strongly Correlated Electrons · Physics 2017-12-07 M. V. Ulybyshev , S. N. Valgushev

We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…

High Energy Physics - Lattice · Physics 2012-02-28 Nigel Cundy , Weonjong Lee

We study the first order phase transition of the fixed-connectivity triangulated surface model using the Parallel Tempering Monte Carlo (PTMC) technique on relatively large lattices. From the PTMC results, we find that the transition is…

Soft Condensed Matter · Physics 2016-01-29 Satoshi Usui , Hiroshi Koibuchi

The quantum Monte Carlo method on asymptotic Lefschetz thimbles is a numerical algorithm devised specifically for alleviation of the sign problem appearing in the simulations of quantum many-body systems. In this method, the sign problem is…

Strongly Correlated Electrons · Physics 2021-10-26 Petr A. Mishchenko , Yasuyuki Kato , Yukitoshi Motome

The Lefschetz-thimble approach to path integrals is applied to a one-site model of electrons, i.e., the one-site Hubbard model. Since the one-site Hubbard model shows a non-analytic behavior at the zero temperature and its path integral…

High Energy Physics - Theory · Physics 2016-03-03 Yuya Tanizaki , Yoshimasa Hidaka , Tomoya Hayata

Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…

Computation · Statistics 2017-02-21 Akihiko Nishimura , David Dunson

The generalized thimble method to treat field theories with sign problems requires repeatedly solving the computationally-expensive holomorphic flow equations. We present a machine learning technique to bypass this problem. The central idea…

High Energy Physics - Lattice · Physics 2017-11-15 Andrei Alexandru , Paulo Bedaque , Henry Lamm , Scott Lawrence

Monte Carlo simulations of lattice quantum field theories on Lefschetz thimbles are non trivial. We discuss a new Monte Carlo algorithm based on the idea of computing contributions to the functional integral which come from complete flow…

High Energy Physics - Lattice · Physics 2016-11-28 Francesco Di Renzo , Giovanni Eruzzi

We report an implementation of the lattice Boltzmann method (LBM) to integrate the Bloch-Torrey equation, which describes the evolution of the transverse magnetization vector and the fate of the signal of diffusion magnetic resonance…

Medical Physics · Physics 2020-10-14 Noel M. Naughton , Caroline G. Tennyson , John G. Georgiadis

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Computation · Statistics 2026-05-25 Changye Wu , Pierre Pudlo , Christian P. Robert , Julien Stoehr

Monte Carlo simulations are useful tools for modeling quantum systems, but in some cases they suffer from a sign problem, leading to an exponential slow down in their convergence to a value. While solving the sign problem is generically…

Quantum Physics · Physics 2022-12-21 T. C. Mooney , Jacob Bringewatt , Neill C. Warrington , Lucas T. Brady

We propose a modification of the Hybrid Monte Carlo (HMC) algorithm that overcomes the topological freezing of a two-dimensional $U(1)$ gauge theory with and without fermion content. This algorithm includes reversible jumps between…

High Energy Physics - Lattice · Physics 2023-05-09 David Albandea , Pilar Hernández , Alberto Ramos , Fernando Romero-López

We propose a new algorithm based on the Metropolis sampling method to perform Monte Carlo integration for path integrals in the recently proposed formulation of quantum field theories on the Lefschetz thimble. The algorithm is based on a…

Computational Physics · Physics 2013-10-02 Abhishek Mukherjee , Marco Cristoforetti , Luigi Scorzato

Lattice Monte Carlo calculations of interacting systems on non-bipartite lattices exhibit an oscillatory imaginary phase known as the phase or sign problem, even at zero chemical potential. One method to alleviate the sign problem is to…

Strongly Correlated Electrons · Physics 2021-03-31 Jan-Lukas Wynen , Evan Berkowitz , Stefan Krieg , Thomas Luu , Johann Ostmeyer

We discuss the statistical analysis method for the worldvolume hybrid Monte Carlo (WV-HMC) algorithm [arXiv:2012.08468], which was recently introduced to substantially reduce the computational cost of the tempered Lefschetz thimble method.…

High Energy Physics - Lattice · Physics 2021-07-16 Masafumi Fukuma , Nobuyuki Matsumoto , Yusuke Namekawa

The generalized Lefschetz thimble method is a promising approach that attempts to solve the sign problem in Monte Carlo methods by deforming the integration contour using the flow equation. Here we point out a general problem that occurs…

High Energy Physics - Lattice · Physics 2024-04-26 Jun Nishimura , Katsuta Sakai , Atis Yosprakob

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

Strongly correlated fermionic systems are of great interest in condensed matter physics and numerical methods are indispensable tools for their study. However, existing approaches such as exact diagonalization (ED) and stochastic quantum…

Strongly Correlated Electrons · Physics 2026-03-19 Finn L. Temmen , Martina Gisti , David J. Luitz , Thomas Luu , Johann Ostmeyer

We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…

Statistical Mechanics · Physics 2012-12-04 B. M. Rubenstein , J. E. Gubernatis , J. D. Doll