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Estimation of solution norms and stability for time-dependent nonlinear systems is ubiquitous in numerous engineering, natural science and control problems. Yet, practically valuable results are rare in this area. This paper develops a…

Dynamical Systems · Mathematics 2020-01-22 Mark A. Pinsky , Steve Koblik

Lattice Boltzmann simulations have been very successful in simulating liquid-gas and other multi-phase fluid systems. However, the underlying second order analysis of the equation of motion has long been known to be insufficient to…

Soft Condensed Matter · Physics 2009-11-11 A. J. Wagner

A new approach to the problem of topological freezing in gauge theories is introduced in which a physical volume preserving coarsening of the lattice induces sufficient energy variation in the Hamiltonian to overcome large topological…

High Energy Physics - Lattice · Physics 2023-12-20 Dean Howarth , Adam J Peterson

A new unbiased Monte Carlo technique called Tensor Network Monte Carlo (TNMC) is introduced based on sampling all possible renormalizations (or course-grainings) of tensor networks, in this case matrix-product states. Tensor networks are a…

Statistical Mechanics · Physics 2015-07-06 Andrew J. Ferris

We develop methods to solve general optimal stopping problems with opportunities to stop that arrive randomly. Such problems occur naturally in applications with market frictions. Pivotal to our approach is that our methods operate on…

Many problems in machine learning and statistics involve nested expectations and thus do not permit conventional Monte Carlo (MC) estimation. For such problems, one must nest estimators, such that terms in an outer estimator themselves…

Computation · Statistics 2018-05-24 Tom Rainforth , Robert Cornish , Hongseok Yang , Andrew Warrington , Frank Wood

For basic machine learning problems, expected error is used to evaluate model performance. Since the distribution of data is usually unknown, we can make simple hypothesis that the data are sampled independently and identically distributed…

Machine Learning · Computer Science 2022-12-01 Xuli Shen , Qing Xu , Xiangyang Xue

Machine learning methods based on normalizing flows have been shown to address important challenges, such as critical slowing-down and topological freezing, in the sampling of gauge field configurations in simple lattice field theories. A…

The results of numerical simulation using a modified Monte Carlo method with a thermostat algorithm for a pseudospin model of orthonickelates are presented. Temperature phase diagrams are constructed for various degrees of filling and for…

Statistical Mechanics · Physics 2025-11-18 V. S. Ryumshin , Yu. D. Panov , V. A. Ulitko , A. S. Moskvin

We present a Monte Carlo simulation technique by which the free energy of disordered systems can be computed directly. It is based on thermodynamic integration. The central idea is to construct an analytically solvable reference system from…

Statistical Mechanics · Physics 2015-05-14 Tanja Schilling , Friederike Schmid

We present a velocity-based Monte Carlo fluid solver that overcomes the limitations of its existing vorticity-based counterpart. Because the velocity-based formulation is more commonly used in graphics, our Monte Carlo solver can be readily…

Graphics · Computer Science 2024-05-01 Ryusuke Sugimoto , Christopher Batty , Toshiya Hachisuka

Using quantum Monte Carlo simulations, we investigate the finite-temperature phase diagram of hard-core bosons (XY model) in two- and three-dimensional lattices. To determine the phase boundaries, we perform a finite-size-scaling analysis…

Quantum Gases · Physics 2012-10-29 Juan Carrasquilla , Marcos Rigol

In theories with topological sectors, such as lattice QCD and four-dimensional SU(N) gauge theories with periodic boundary conditions, conventional update algorithms suffer from topological freezing due to large action barriers separating…

High Energy Physics - Lattice · Physics 2026-04-07 Timo Eichhorn , Gianluca Fuwa , Christian Hoelbling , Lukas Varnhorst

Recent advances in machine learning have led to the development of new methods for enhancing Monte Carlo methods such as Markov chain Monte Carlo (MCMC) and importance sampling (IS). One such method is normalizing flows, which use a neural…

Computation · Statistics 2024-01-12 Charly Andral

We develop and test Quantum Monte Carlo algorithms which use a``twist'' or a phase in the wave function for fermions in periodic boundary conditions. For metallic systems, averaging over the twist results in faster convergence to the…

Statistical Mechanics · Physics 2009-02-06 C. Lin , F. -H. Zong , D. M. Ceperley

An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…

Fluid Dynamics · Physics 2007-05-23 J. M. Montanero

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

With the guidance offered by nonequilibrium statistical thermodynamics, simulation techniques are elevated from brute-force computer experiments to systematic tools for extracting complete, redundancy-free and consistent coarse grained…

Statistical Mechanics · Physics 2018-03-09 Hans Christian Öttinger

We propose a number of Monte Carlo algorithms for the simulation of ice models and compare their efficiency. One of them, a cluster algorithm for the equivalent three colour model, appears to have a dynamic exponent close to zero, making it…

Statistical Mechanics · Physics 2009-10-30 G. T. Barkema , M. E. J. Newman

We study the dynamical behavior of a square lattice Ising model with exchange and dipolar interactions by means of Monte Carlo simulations. After a sudden quench to low temperatures we find that the system may undergo a coarsening process…

Statistical Mechanics · Physics 2009-09-02 S. A. Cannas , M. F. Michelon , D. A. Stariolo , F. A. Tamarit
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