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The performance of Hamiltonian Monte Carlo simulations crucially depends on both the integration timestep and the number of integration steps. We present an adaptive general-purpose framework to automatically tune such parameters, based on…

Computational Physics · Physics 2025-12-10 Henrik Christiansen , Federico Errica , Francesco Alesiani

The hard-disk problem, the statics and the dynamics of equal two-dimensional hard spheres in a periodic box, has had a profound influence on statistical and computational physics. Markov-chain Monte Carlo and molecular dynamics were first…

Statistical Mechanics · Physics 2014-02-10 Sebastian C. Kapfer , Werner Krauth

Many high-dimensional complex systems exhibit an enormously complex landscape of possible asymptotic states. Here, we present a numerical approach geared towards analyzing such systems. It is situated between the classical analysis with…

Adaptation and Self-Organizing Systems · Physics 2020-06-24 Maximilian Gelbrecht , Jürgen Kurths , Frank Hellmann

We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…

Quantum Physics · Physics 2010-09-28 Marc Busse , Piotr Pietrulewicz , Heinz-Peter Breuer , Klaus Hornberger

Equilibrium sampling of the configuration space in disordered systems requires algorithms that bypass the glassy slowing down of the physical dynamics. Irreversible Monte Carlo algorithms breaking detailed balance successfully accelerate…

Disordered Systems and Neural Networks · Physics 2024-07-15 Federico Ghimenti , Ludovic Berthier , Frédéric van Wijland

Magnetization processes of the spin-1/2 antiferromagnetic $XXZ$ model in two and three spatial dimensions are studied using quantum Monte Carlo method based on stochastic series expansions. Recently developed operator-loop algorithm enables…

Strongly Correlated Electrons · Physics 2009-11-07 Seiji Yunoki

In event-chain Monte Carlo simulations we model colloidal particles in two dimensions that interact according to an isotropic short-ranged pair potential which supports the two typical length scales present in decagonal quasicrystals. We…

Soft Condensed Matter · Physics 2020-05-14 M. Martinsons , J. Hielscher , S. C. Kapfer , M. Schmiedeberg

Process monitoring and control requires detection of structural changes in a data stream in real time. This article introduces an efficient sequential Monte Carlo algorithm designed for learning unknown changepoints in continuous time. The…

Applications · Statistics 2015-09-29 Melissa J. M. Turcotte , Nicholas A. Heard

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

We show that addition of Metropolis single spin-flips to the Wolff cluster flipping Monte Carlo procedure leads to a dramatic {\bf increase} in performance for the spin-1/2 Ising model. We also show that adding Wolff cluster flipping to the…

Statistical Mechanics · Physics 2009-11-07 J. A. Plascak , Alan M. Ferrenberg , D. P. Landau

We study a classical fully-frustrated honeycomb lattice Ising model using Markov chain Monte Carlo methods and exact calculations . The Hamiltonian realizes a degenerate ground state manifold of equal-energy states, where each hexagonal…

Statistical Mechanics · Physics 2009-06-02 Shawn Andrews , Hans De Sterck , Stephen Inglis , Roger G. Melko

This work introduces a new method designed for Bayesian deep learning called scalable Bayesian Monte Carlo (SBMC). The method is comprised of a model and an algorithm. The model interpolates between a point estimator and the posterior. The…

Markov Chain Monte Carlo (MCMC) sampling methods are widely used but often encounter either slow convergence or biased sampling when applied to multimodal high dimensional distributions. In this paper, we present a general framework of…

Computation · Statistics 2017-09-12 Ricky Fok , Aijun An , Xiaogang Wang

We propose a general framework of quantum kinetic Monte Carlo algorithm, based on a stochastic representation of a series expansion of the quantum evolution. Two approaches have been developed in the context of quantum many-body spin…

Computational Physics · Physics 2018-01-17 Zhenning Cai , Jianfeng Lu

We extend our hybrid linear-method/accelerated-descent variational Monte Carlo optimization approach to excited states and investigate its efficacy in double excitations. In addition to showing a superior statistical efficiency when…

Chemical Physics · Physics 2022-02-24 Leon Otis , Isaac M. Craig , Eric Neuscamman

We benchmark event-chain Monte Carlo (ECMC) algorithms for tethered hard-disk dipoles in two dimensions in view of application of ECMC to water models in molecular simulation. We characterize the rotation dynamics of dipoles through the…

Statistical Mechanics · Physics 2022-08-30 Philipp Hoellmer , A. C. Maggs , Werner Krauth

We generalize the rejection-free event-chain Monte Carlo algorithm from many particle systems with pairwise interactions to systems with arbitrary three- or many-particle interactions. We introduce generalized lifting probabilities between…

Statistical Mechanics · Physics 2017-05-01 Julian Harland , Manon Michel , Tobias A. Kampmann , Jan Kierfeld

We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…

Other Condensed Matter · Physics 2010-10-26 Giuseppe Carleo , Federico Becca , Saverio Moroni , Stefano Baroni

Variational optimization of neural-network representations of quantum states has been successfully applied to solve interacting fermionic problems. Despite rapid developments, significant scalability challenges arise when considering…

Chemical Physics · Physics 2022-08-12 Tianchen Zhao , James Stokes , Shravan Veerapaneni

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
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