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By using the results of a high-statistics (O(10^7) measurements) Monte Carlo simulation we test several predictions of perturbation theory on the O(n) non-linear sigma-model in 2 dimensions. We study the O(3) and O(8) models on large enough…

High Energy Physics - Lattice · Physics 2016-09-01 B. Alles , A. Buonanno , G. Cella

In this project we initiate an investigation of the applicability of Quasi-Monte Carlo methods to lattice field theories in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an…

High Energy Physics - Lattice · Physics 2015-06-12 K. Jansen , H. Leovey , A. Nube , A. Griewank , M. Mueller-Preussker

We introduce and implement an importance-sampling Monte Carlo algorithm to study systems of globally-coupled oscillators. Our computational method efficiently obtains estimates of the tails of the distribution of various measures of…

Chaotic Dynamics · Physics 2017-07-12 Shamik Gupta , Jorge C. Leitao , Eduardo G. Altmann

Monte-Carlo methods for zero energy quantum scattering are developed. Starting from path integral representations for scattering observables, we present results of numerical calculations for potential scattering and scattering off a…

Nuclear Theory · Physics 2009-10-28 Stefan Lenz , Hubertus Mall

We show that information about scattering data of a quantum field theory can be obtained from studying the system at finite density and low temperatures. In particular we consider models formulated on the lattice which can be exactly…

High Energy Physics - Lattice · Physics 2015-12-16 Falk Bruckmann , Christof Gattringer , Thomas Kloiber , Tin Sulejmanpasic

We study Monte Carlo calculations of the effective potential for a scalar field theory using three techniques. One of these is a new method proposed and tested for the first time. In each case we extract the renormalised quantities of the…

High Energy Physics - Lattice · Physics 2010-03-04 A. Ardekani , A. G. Williams

In this study, we give an extension of Montanaro's arXiv/archive:1504.06987 quantum Monte Carlo method, tailored for computing expected values of random variables that exhibit infinite variance. This addresses a challenge in analyzing…

Quantum Physics · Physics 2024-03-08 Jose Blanchet , Mario Szegedy , Guanyang Wang

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…

Probability · Mathematics 2024-12-05 Pierre Monmarché , Katharina Schuh

In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the…

Computational Physics · Physics 2023-02-09 Emanuel Casiano-Diaz , Kipton Barros , Ying Wai Li , Adrian Del Maestro

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

It is shown that superefficient Monte Carlo computations can be carried out by using chaotic dynamical systems as non-uniform random-number generators. Here superefficiency means that the expectation value of the square of the error…

chao-dyn · Physics 2007-05-23 Ken Umeno

Reconstruction of one-dimensional kinematic distributions from calculations based on high-dimensional Monte-Carlo integration is a standard problem in high-energy physics. Traditionally, this is done by collecting randomly-generated events…

High Energy Physics - Phenomenology · Physics 2026-05-20 Kirill Melnikov , Ivan Novikov , Ivan Pedron

The hardcore-Bose-Hubbard model with random chemical potential is investigated using quantum Monte Carlo simulation. We consider two cases of random distribution of the chemical potential: a uniformly random distribution and a correlated…

Statistical Mechanics · Physics 2009-03-17 Mitsuaki Tsukamoto , Makoto Tsubota

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

High Energy Physics - Lattice · Physics 2021-01-04 Karl Jansen , Eike Hermann Müller , Robert Scheichl

The freedom associated with the definition of parton distribution functions is analyzed and formulae governing the dependence of parton distribution functions and hard scattering cross-sections on unphysical quantities associated with the…

High Energy Physics - Phenomenology · Physics 2011-12-20 Karel Kolar

The critical behavior of the contact process in disordered and periodic binary 2d-lattices is investigated numerically by means of Monte Carlo simulations as well as via an analytical approximation and standard mean field theory.…

Statistical Mechanics · Physics 2009-11-13 S. V. Fallert , Y. M. Kim , C. J. Neugebauer , S. N. Taraskin

We consider quantile estimation using Markov chain Monte Carlo and establish conditions under which the sampling distribution of the Monte Carlo error is approximately Normal. Further, we investigate techniques to estimate the associated…

Statistics Theory · Mathematics 2018-04-20 Charles Doss , James M. Flegal , Galin L. Jones , Ronald C. Neath

In mathematical finance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density functions are not available. The simulation of any distribution…

Computational Finance · Quantitative Finance 2009-03-10 William T. Shaw , Jonathan McCabe

In a classical plasma the momentum distribution, $n(k)$, decays exponentially, for large $k$, and the same is observed for an ideal Fermi gas. However, when quantum and correlation effects are relevant simultaneously, an algebraic decay,…

Plasma Physics · Physics 2021-05-12 Kai Hunger , Tim Schoof , Tobias Dornheim , Michael Bonitz , Alexey Filinov