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Force-gradient decomposition methods are used to improve the energy preservation of symplectic schemes applied to Hamiltonian systems. If the potential is composed of different parts with strongly varying dynamics, this multirate potential…

Numerical Analysis · Mathematics 2013-12-12 Dmitry Shcherbakov , Matthias Ehrhardt , Michael Günther , Michael Peardon

The advantages of using Multi-Step corrections for simulations of lattice gauge theories with dynamical fermions will be discussed. This technique is suited for algorithms based on the Multi-Boson representation of the dynamical fermions as…

High Energy Physics - Lattice · Physics 2008-11-26 Enno E. Scholz , Istvan Montvay

We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…

Strongly Correlated Electrons · Physics 2009-10-30 Yukitoshi Motome , Masatoshi Imada

Large N gauge theories with adjoint matter can be numerically studied using lattice techniques. Eguchi-Kawai reductions holds for this theory and one can reduce the lattice model to a single site. Hybrid Monte Carlo algorithm can be used to…

High Energy Physics - Lattice · Physics 2015-03-19 R. Narayanan

The efficiency of Hamiltonian Monte Carlo (HMC) can suffer when sampling a distribution with a wide range of length scales, because the small step sizes needed for stability in high-curvature regions are inefficient elsewhere. To address…

Machine Learning · Statistics 2023-11-09 Chirag Modi , Alex Barnett , Bob Carpenter

We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…

Statistical Mechanics · Physics 2024-11-19 Werner Krauth

We propose a generic approach for numerically efficient simulation from analytically intractable distributions with constrained support. Our approach relies upon Generalized Randomized Hamiltonian Monte Carlo (GRHMC) processes and combines…

Computation · Statistics 2024-06-03 Tore Selland Kleppe , Roman Liesenfeld

Hamiltonian Monte Carlo (HMC) and its dynamic extensions, such as the No-U-Turn Sampler (NUTS), are powerful Markov chain Monte Carlo methods for sampling from complex, high-dimensional probability distributions. Riemannian manifold…

Computation · Statistics 2026-04-16 Miika Kailas , Matti Vihola , Jonas Wallin

A parallelized hybrid Monte Carlo (HMC) methodology is devised to quantify the microstructural evolution of polycrystalline material under elastic loading. The approach combines a time explicit material point method (MPM) for the mechanical…

Materials Science · Physics 2010-09-03 Liangzhe Zhang , Timothy Bartel , Mark T. Lusk

We study a novel class of numerical integrators, the adapted nested force-gradient schemes, used within the molecular dynamics step of the Hybrid Monte Carlo (HMC) algorithm. We test these methods in the Schwinger model on the lattice, a…

Estimating predictive uncertainty is crucial for many computer vision tasks, from image classification to autonomous driving systems. Hamiltonian Monte Carlo (HMC) is an sampling method for performing Bayesian inference. On the other hand,…

Machine Learning · Computer Science 2019-07-03 Diego Vergara , Sergio Hernández , Matias Valdenegro-Toro , Felipe Jorquera

We propose a variant of Hamiltonian Monte Carlo (HMC), called the Repelling-Attracting Hamiltonian Monte Carlo (RAHMC), for sampling from multimodal distributions. The key idea that underpins RAHMC is a departure from the conservative…

Statistics Theory · Mathematics 2024-03-08 Siddharth Vishwanath , Hyungsuk Tak

Monte Carlo methods represent a cornerstone of computer science. They allow to sample high dimensional distribution functions in an efficient way. In this paper we consider the extension of Automatic Differentiation (AD) techniques to Monte…

High Energy Physics - Lattice · Physics 2023-07-31 Guilherme Catumba , Alberto Ramos , Bryan Zaldivar

Molecular dynamics (MD) provides insights into atomic-scale processes by integrating over time the equations that describe the motion of atoms under the action of interatomic forces. Machine learning models have substantially accelerated MD…

Chemical Physics · Physics 2026-01-26 Filippo Bigi , Sanggyu Chong , Agustinus Kristiadi , Michele Ceriotti

We present a hybrid method for time-dependent particle transport that combines Monte Carlo (MC) estimation with a deterministic discrete ordinates (\(S_N\)) solve, augmented by quasi-Monte Carlo (QMC) sampling. For spatial discretizations,…

Numerical Analysis · Mathematics 2025-11-24 Johannes Krotz , Ryan G. McClarren

We present a new method to couple the Direct Simulation Monte Carlo (DSMC) algorithm with molecular dynamics (MD). The coupling approach generalizes prior coupling methods using a cell-based decision. The approach is supported by a lifting…

Computational Physics · Physics 2025-06-03 Tim Linke , Dane Sterbentz , Niels Grønbech-Jensen , Jean-Pierre Delplanque , Jonathan Belof

Traditional gradient-based sampling methods, like standard Hamiltonian Monte Carlo, require that the desired target distribution is continuous and differentiable. This limits the types of models one can define, although the presented models…

Computation · Statistics 2025-04-28 Jimmy Huy Tran , Tore Selland Kleppe

For a long time, people have been focusing on how to extract more information, such as off-diagonal observables, from the quantum Monte Carlo (QMC) simulation of the partition function, but there have been numerous difficulties, and many of…

Strongly Correlated Electrons · Physics 2026-03-13 Zhiyan Wang , Zhe Wang , Bin-Bin Mao , Zheng Yan

A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…

Biomolecules · Quantitative Biology 2017-07-13 Akira R. Kinjo

Monte Carlo simulations applied to the lattice formulation of quantum chromodynamics (QCD) enable a study of the theory from first principles, in a nonperturbative way. After over two decades of developments in the methodology for this…

High Energy Physics - Lattice · Physics 2007-05-23 Tereza Mendes