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We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…

Probability · Mathematics 2019-02-28 Djalil Chafaï , Grégoire Ferré

Quantum cosmology aims at elucidating the beginning of our Universe. Back in early 80's, Vilenkin and Hartle-Hawking put forward the "tunneling from nothing" and "no boundary" proposals. Recently there has been renewed interest in this…

General Relativity and Quantum Cosmology · Physics 2025-04-08 Chien-Yu Chou , Jun Nishimura

Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…

Numerical Analysis · Mathematics 2025-07-16 Alan E. Lindsay , Andrew J. Bernoff

The self-healing diffusion Monte Carlo algorithm (SHDMC) [Phys. Rev. B {\bf 79}, 195117 (2009), {\it ibid.} {\bf 80}, 125110 (2009)] is shown to be an accurate and robust method for calculating the ground state of atoms and molecules. By…

Strongly Correlated Electrons · Physics 2015-05-14 Michal Bajdich , Murilo L. Tiago , Randolph Q. Hood , Paul R. C. Kent , Fernando A. Reboredo

We demonstrate that the multicanonical approach is not restricted to Monte Carlo simulations, but can also be applied to simulation techniques such as molecular dynamics, Langevin, and hybrid Monte Carlo algorithms. The effectiveness of the…

Chemical Physics · Physics 2007-05-23 Ulrich H. E. Hansmann , Yuko Okamoto , Frank Eisenmenger

A precise dynamical characterization of quantum impurity models with multiple interacting orbitals is challenging. In quantum Monte Carlo methods, this is embodied by sign problems. A dynamical sign problem makes it exponentially difficult…

Mesoscale and Nanoscale Physics · Physics 2024-07-02 Andre Erpenbeck , Thomas Blommel , Lei Zhang , Wei-Ting Lin , Guy Cohen , Emanuel Gull

We present a multilevel Monte Carlo (MLMC) method for the uncertainty quantification of variably saturated porous media flow that are modeled using the Richards' equation. We propose a stochastic extension for the empirical models that are…

Numerical Analysis · Mathematics 2019-03-22 Prashant Kumar , Carmen Rodrigo , Francisco J. Gaspar , Cornelis W. Oosterlee

A detailed description is provided of a new Worm Algorithm, enabling the accurate computation of thermodynamic properties of quantum many-body systems in continuous space, at finite temperature. The algorithm is formulated within the…

Computational Physics · Physics 2009-11-11 M. Boninsegni , N. V. Prokof'ev , B. V. Svistunov

We present a real-time quantum Monte Carlo algorithm that simulates the dynamics of open quantum systems by stochastically compressing and evolving the density matrix under both Markovian and non-Markovian master equations. Our algorithm…

Quantum Physics · Physics 2025-09-11 Tong Shen , Daniel A. Lidar

We develop a way of improving complex Langevin dynamics motivated by the Lefschetz-thimble decomposition of integrals. In our method, arbitrary observables of an original model with multiple Lefschetz thimbles are computed by a modified…

High Energy Physics - Lattice · Physics 2016-10-12 Shoichiro Tsutsui , Takahiro M. Doi

We discuss the application of multilevel Monte Carlo methods to elliptic partial differential equations with random coefficients. Such problems arise, for example, in uncertainty quantification in subsurface flow modeling. We give a brief…

Numerical Analysis · Mathematics 2012-06-08 A. L. Teckentrup

We show that complex Langevin simulation converges to a wrong result, by relating it to the Lefschetz-thimble path integral, when the path-integral weight has different phases among dominant complex saddle points. Equilibrium solution of…

High Energy Physics - Lattice · Physics 2017-02-07 Tomoya Hayata , Yoshimasa Hidaka , Yuya Tanizaki

The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a…

Strongly Correlated Electrons · Physics 2009-10-31 J. L. Alonso , L. A. Fernandez , F. Guinea , V. Laliena , V. Martin-Mayor

A hybrid Monte Carlo (HMC) approach is employed to quantify the influence of inelastic deformation on the microstructural evolution of polycrystalline materials. This approach couples a time explicit material point method (MPM) for…

Materials Science · Physics 2015-05-19 Liangzhe Zhang , Remi Dingreville , Timothy Bartel , Mark T. Lusk

In this paper, we propose a hybrid lattice Boltzmann method (HLBM) for solving fluid-structure interaction problems. The proposed numerical approach is applied to model the flow induced by a vibrating thin lamina submerged in a viscous…

Computational Physics · Physics 2020-06-25 Giovanni Di Ilio , Daniele Chiappini , Stefano Ubertini , Gino Bella , Sauro Succi

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 quantum Monte Carlo method to simulate the reversible dynamics of correlated many-body systems. Our method is based on the Laplace transform of the time-evolution operator which, as opposed to most quantum Monte Carlo…

Quantum Physics · Physics 2022-09-14 Romain Chessex , Massimo Borrelli , Hans Christian Öttinger

We develop a hybrid Monte Carlo method to efficiently compute the physical observables from the samplings of the Laughlin and the Moore-Read wave functions of fractional quantum Hall (FQH) systems. With the advancements in methodology,…

Strongly Correlated Electrons · Physics 2026-02-20 Ting-Tung Wang , Ha Quang Trung , Qianhui Xu , Min Long , Bo Yang , Zi Yang Meng

We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…

High Energy Physics - Lattice · Physics 2016-08-15 B. Allés , G. Boyd , M. D'Elia , A. Di Giacomo , E. Vicari