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We propose a novel approach toward the general solution of the sign problem in real-time path-integral simulations. Using a recursive multilevel blocking strategy, this method circumvents the sign problem by synthesizing the phase…

Chemical Physics · Physics 2009-10-31 C. H. Mak , R. Egger

We present a numerical method to evaluate worldline (WL) path integrals defined on a curved Euclidean space, sampled with Monte Carlo (MC) techniques. In particular, we adopt an algorithm known as YLOOPS with a slight modification due to…

High Energy Physics - Theory · Physics 2020-12-30 Olindo Corradini , Maurizio Muratori

Langevin Monte Carlo (LMC) is an iterative algorithm used to generate samples from a distribution that is known only up to a normalizing constant. The nonasymptotic dependence of its mixing time on the dimension and target accuracy is…

Machine Learning · Statistics 2020-02-26 Niladri S. Chatterji , Jelena Diakonikolas , Michael I. Jordan , Peter L. Bartlett

The Monte Carlo evaluation of path integrals is one of a few general purpose methods to approach strongly coupled systems. It is used in all branches of Physics, from QCD/nuclear physics to the correlated electron systems. However, many…

High Energy Physics - Lattice · Physics 2020-07-13 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Neill C. Warrington

We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…

Soft Condensed Matter · Physics 2017-05-12 Xiaozheng Duan , Issei Nakamura , Zhen-Gang Wang

We explore two flavor scalar electrodynamics on the lattice, which has a complex phase problem at finite chemical potential. By rewriting the action in terms of dual variables this complex phase problem can be solved exactly. The dual…

High Energy Physics - Lattice · Physics 2013-11-11 Ydalia Delgado Mercado , Christof Gattringer , Alexander Schmidt

We present a simulation algorithm for dynamical fermions that combines the multiboson technique with the Hybrid Monte Carlo algorithm. We find that the algorithm gives a substantial gain over the standard methods in practical simulations.…

High Energy Physics - Lattice · Physics 2009-10-30 Roberto Frezzotti , Karl Jansen

Sampling from high-dimensional distributions is a fundamental problem in statistical research and practice. However, great challenges emerge when the target density function is unnormalized and contains isolated modes. We tackle this…

Methodology · Statistics 2023-04-11 Yixuan Qiu , Xiao Wang

Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradient with momentum where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global minimum.…

Optimization and Control · Mathematics 2020-11-19 Xuefeng Gao , Mert Gürbüzbalaban , Lingjiong Zhu

We formulate and test a hybrid fluid-Monte Carlo scheme for the treatment of elastic collisions in gases and plasmas. While our primary focus and demonstrations of applicability are for moderately collisional plasmas, as described by the…

Computational Physics · Physics 2015-06-12 L. F. Ricketson , M. S. Rosin , R. E. Caflisch , Andris M. Dimits

We consider the depth-integrated non-hydrostatic system derived by Yamazaki et al. An efficient formally second-order well-balanced hybrid finite volume finite difference numerical scheme is proposed. The scheme consists of a two-step…

Numerical Analysis · Mathematics 2018-07-03 C. Escalante , T. Morales de Luna , M. J. Castro

In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…

Statistical Mechanics · Physics 2014-02-10 Manon Michel , Sebastian C. Kapfer , Werner Krauth

A new symplectic time-reversible algorithm for numerical integration of the equations of motion in magnetic liquids is proposed. It is tested and applied to molecular dynamics simulations of a Heisenberg spin fluid. We show that the…

Soft Condensed Matter · Physics 2009-10-31 I. P. Omelyan , I. M. Mryglod , R. Folk

We introduce the feedforward neural network to attack the sign problem via the path optimization method. The variables of integration is complexified and the integration path is optimized in the complexified space by minimizing the cost…

High Energy Physics - Lattice · Physics 2019-12-06 Yuto Mori , Kouji Kashiwa , Akira Ohnishi

Dynamical mean field theory and its cluster extensions provide a very useful approach for examining phase transitions in model Hamiltonians, and, in combination with electronic structure theory, constitute powerful methods to treat strongly…

Strongly Correlated Electrons · Physics 2015-03-13 E. Khatami , C. R. Lee , Z. J. Bai , R. T. Scalettar , M. Jarrell

The sign problem of relativistic field theories at finite fermion chemical potential has been approached by deforming the domain of integration into complex field space. We present a method for selecting a deformed manifold of integration…

High Energy Physics - Lattice · Physics 2018-10-17 Scott Lawrence

This paper considers the problem of optimizing the average tracking error for an elliptic partial differential equation with an uncertain lognormal diffusion coefficient. In particular, the application of the multilevel quasi-Monte Carlo…

Numerical Analysis · Mathematics 2021-09-30 Philipp A. Guth , Andreas Van Barel

We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…

Plasma Physics · Physics 2015-08-12 M. S. Rosin , L. F. Ricketson , A. M. Dimits , R. E. Caflisch , B. I. Cohen

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

Complex soft matter systems can be efficiently studied with the help of adaptive resolution simulation methods, concurrently employing two levels of resolution in different regions of the simulation domain. The non-matching properties of…

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