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Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

We extend the event-chain Monte Carlo algorithm from hard-sphere interactions to the micro-canonical ensemble (constant potential energy) for general potentials. This event-driven Monte Carlo algorithm is non-local, rejection-free, and…

Statistical Mechanics · Physics 2022-08-31 Etienne P. Bernard , Werner Krauth

We introduce a Monte Carlo method, as a modification of existing cluster algorithms, which allows simulations directly on systems of infinite size, and for quantum models also at beta=infinity. All two-point functions can be obtained,…

Statistical Mechanics · Physics 2007-05-23 H. G. Evertz , W. von der Linden

We present results of Monte Carlo simulations, using parallel tempering, on the three- and four-dimensional Edwards-Anderson Ising spin glass with Gaussian couplings at low temperatures with free boundary conditions. Our results suggest…

Disordered Systems and Neural Networks · Physics 2007-05-23 Helmut G. Katzgraber , A. P. Young

All ensembles of statistical mechanics are equivalent in the sense that they give the equivalent thermodynamic functions in the thermodynamic limit. However, when investigating microscopic structures in the first-order phase transition…

Statistical Mechanics · Physics 2019-05-13 Yasushi Yoneta , Akira Shimizu

Macroscopic thermodynamics, via the weak coupling approximation, assumes that the equi?librium properties of a system are not affected by interactions with its environment. However, this assumption may not hold for quantum systems, where…

Quantum Physics · Physics 2023-05-23 Z. Abuali , F. H. Kamin , R. J. S. Afonso , D. O. Soares-Pinto , S. Salimi

We investigate both ensemble and time-averaged mean-squared displacements of particles in a polydisperse granular system in a homogeneous cooling state. The system contains an arbitrary number of species of different sizes and masses. The…

Soft Condensed Matter · Physics 2024-09-20 Anna S. Bodrova , Alexander I. Osinsky

Present quantum Monte Carlo codes use statistical techniques adapted to find the amplitude of a quantum system or the associated eigenvalues. Thus, they do not use a true physical random source. It is demonstrated that, in fact, quantum…

Quantum Physics · Physics 2007-05-23 J. M. A. Figueiredo

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

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 study the crossover of a finite one-dimensional (1D) bosonic ensemble from weak to strong interactions in harmonic traps and multi-well potentials. Although these systems are very common in experimental setups and have been studied…

Quantum Physics · Physics 2015-06-11 Ioannis Brouzos , Fotios K. Diakonos , Peter Schmelcher

We present a Monte Carlo method to compute efficiently susceptibilites or covariances of two physical variables. The method relies on a generalization of the exchange cluster algorithm to any model of interacting particles with any $2$-body…

Computational Physics · Physics 2025-02-11 Assaraf Roland , Chevreau Hilaire

A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…

Statistical Mechanics · Physics 2024-05-17 Jarod Tall , Steven Tomsovic

We propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is…

Condensed Matter · Physics 2009-10-28 Koji Hukushima , Koji Nemoto

We present results of a Monte Carlo study of temperature-programmed desorption in a model system with attractive lateral interactions. It is shown that even for weak interactions there are large shifts of the peak maximum temperatures with…

chem-ph · Physics 2009-10-28 A. P. J. Jansen

Ab initio Monte Carlo simulations have been performed to determine the equilibrium properties of liquid lithium and lithium clusters at different temperatures. First-principles density-functional methods were employed to calculate the…

Materials Science · Physics 2007-05-23 Sanwu Wang , Steven J. Mitchell , Per Arne Rikvold

We have developed a technique to accelerate the acquisition of effectively uncorrelated configurations for off-lattice models of dense polymer melts which makes use of both parallel tempering and large scale Monte Carlo moves. The method is…

Soft Condensed Matter · Physics 2009-10-31 Alex Bunker , Burkhard Duenweg

Spin systems with long-range interactions are "non-extensive" if the strength of the interactions falls off sufficiently slowly with distance. It has been conjectured for ferromagnets, and more recently for spin glasses, that, everywhere in…

Disordered Systems and Neural Networks · Physics 2012-04-19 Matthew Wittmann , A. P. Young

A theta-term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain instances, a…

High Energy Physics - Lattice · Physics 2009-10-30 Jan C. Plefka , Stuart Samuel