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The behavior of the one-dimensional random-force-driven Burgers equation is investigated in the path integral formalism on a discrete space-time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…

High Energy Physics - Lattice · Physics 2010-11-05 P. Düben , D. Homeier , K. Jansen , D. Mesterhazy , G. Münster

An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…

Chemical Physics · Physics 2009-11-10 L. Muehlbacher , J. Ankerhold , C. Escher

We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…

Condensed Matter · Physics 2009-10-28 N. V. Prokof'ev , B. V. Svistunov , I. S. Tupitsyn

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…

Quantum Physics · Physics 2007-09-24 Heinz-Peter Breuer , Bassano Vacchini

We construct a rejection-free Monte Carlo algorithm for a system with continuous degrees of freedom. We illustrate the algorithm by applying it to the classical three-dimensional Heisenberg model with canonical Metropolis dynamics. We…

Statistical Mechanics · Physics 2009-11-07 J. D. Munoz , M. A. Novotny , S. J. Mitchell

We consider the dynamics and thermodynamics of a pair of magnetic dipoles interacting via their magnetic fields. We consider only the "spin" degrees of freedom; the dipoles are fixed in space. With this restriction it is possible to provide…

Statistical Mechanics · Physics 2015-06-23 Heinz-Jürgen Schmidt , Christian Schröder , Eva Hägele , Marshall Luban

We calculate the efficiency of a rejection-free dynamic Monte Carlo method for $d$-dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential $r^{-p}$. Theoretically we find the algorithmic efficiency…

Statistical Mechanics · Physics 2009-11-13 Marta L. Guerra , M. A. Novotny , Hiroshi Watanabe , Nobuyasu Ito

The dynamics of individual colloidal particles in random potential energy landscapes were investigated experimentally and by Monte Carlo simulations. The value of the potential at each point in the two-dimensional energy landscape follows a…

Monte Carlo simulations are performed to study the properties of type-II superconducting films in a magnetic field in which the vortices move in the two-dimensional geometry represented by the surface of a sphere. No numerical evidence is…

Condensed Matter · Physics 2009-10-22 H. H. Lee , M. A. Moore

We present a novel quasi-Monte Carlo mechanism to improve graph-based sampling, coined repelling random walks. By inducing correlations between the trajectories of an interacting ensemble such that their marginal transition probabilities…

Machine Learning · Statistics 2024-05-27 Isaac Reid , Eli Berger , Krzysztof Choromanski , Adrian Weller

Particle methods based on evolving the spatial derivatives of the solution were originally introduced to simulate reaction-diffusion processes, inspired by vortex methods for the Navier--Stokes equations. Such methods, referred to as…

Numerical Analysis · Mathematics 2025-01-24 Giulia Bertaglia , Lorenzo Pareschi , Russel E. Caflisch

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

Nuclear Theory · Physics 2013-06-06 Zhen-Xiang Xu , Chong Qi

The dynamics of the discrete Gaussian model for the surface of a crystal deposited on a disordered substrate is investigated by Monte Carlo simulations. The mobility of the growing surface was studied as a function of a small driving force…

Condensed Matter · Physics 2009-10-28 D. Cule

In 1946, S. Ulam invented Monte Carlo method, which has since become the standard numerical technique for making statistical predictions for long-term behaviour of dynamical systems. We show that this, or in fact any other numerical…

Dynamical Systems · Mathematics 2025-01-03 Cristóbal Rojas , Michael Yampolsky

We investigate via Monte Carlo numerical simulations and theoretical considerations the outflux of random walkers moving in an interval bounded by an interface exhibiting channels (pores, doors) which undergo an open/close cycle according…

Mathematical Physics · Physics 2014-01-16 Daniele Andreucci , Dario Bellaveglia , Emilio N. M. Cirillo , Silvia Marconi

We present extensive new \textit{ab intio} path integral Monte Carlo results for the momentum distribution function $n(\mathbf{k})$ of the uniform electron gas (UEG) in the warm dense matter (WDM) regime over a broad range of densities and…

Computational Physics · Physics 2021-05-26 Tobias Dornheim , Maximilian Böhme , Burkhard Militzer , Jan Vorberger

Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…

Probability · Mathematics 2023-06-06 Pierre Monmarché

We study a class of nearest-neighbor discrete time integer random walks introduced by Zerner, the so called multi-excited random walks. The jump probabilities for such random walker have a drift to the right whose intensity depends on a…

Probability · Mathematics 2011-08-15 Thomas Mountford , Leandro P. R. Pimentel , Glauco Valle

We study self-avoiding walks on the four-dimensional hypercubic lattice via Monte Carlo simulations of walks with up to one billion steps. We study the expected logarithmic corrections to scaling, and find convincing evidence in support the…

Statistical Mechanics · Physics 2018-08-01 Nathan Clisby
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