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We propose three physical tests to measure correlations in random numbers used in Monte Carlo simulations. The first test uses autocorrelation times of certain physical quantities when the Ising model is simulated with the Wolff algorithm.…

Condensed Matter · Physics 2009-10-22 I. Vattulainen , T. Ala-Nissila , K. Kankaala

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and…

Computational Physics · Physics 2017-01-06 Li Huang , Lei Wang

A theta-term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain instances, a…

High Energy Physics - Lattice · Physics 2009-10-30 Jan C. Plefka , Stuart Samuel

Markov chain Monte Carlo is a method of producing a correlated sample in order to estimate features of a target distribution via ergodic averages. A fundamental question is when should sampling stop? That is, when are the ergodic averages…

Statistics Theory · Mathematics 2007-06-13 Galin Jones , Murali Haran , Brian Caffo , Ronald Neath

This paper examines the use of Monte Carlo simulations to understand statistical concepts in A/B testing and Randomized Controlled Trials (RCTs). We discuss the applicability of simulations in understanding false positive rates and estimate…

Applications · Statistics 2024-11-12 Márton Trencséni

The quantum phase transition of the one-dimensional long-range transverse-field Ising model is explored by combining the quantum Monte Carlo method and stochastic parameter optimization, specifically achieved by tuning correlation ratios so…

Statistical Mechanics · Physics 2024-12-05 Sora Shiratani , Synge Todo

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker

The hybrid Monte Carlo (HMC) algorithm is a ubiquitous method in computational physics with applications ranging from condensed matter to lattice QCD and beyond. However, HMC simulations often suffer from long autocorrelation times,…

High Energy Physics - Lattice · Physics 2025-05-07 Johann Ostmeyer , Pavel Buividovich

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

An efficient Quantum Monte Carlo algorithm for the simulation of bosonic systems on a lattice in a grand canonical ensemble is proposed. It is based on the mapping of bosonic models to the spin models in the limit of the infinite total spin…

Statistical Mechanics · Physics 2007-05-23 Jurij Smakov , Kenji Harada , Naoki Kawashima

A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov…

Statistical Mechanics · Physics 2016-08-31 K. P. N. Murthy

We use Monte Carlo techniques to simulate an organized prediction competition between a group of a scientific experts acting under the influence of a ``self-governing'' prediction reward algorithm. Our aim is to illustrate the advantages of…

Social and Information Networks · Computer Science 2023-05-09 J. O. Gonzalez-Hernandez , Jonathan Marino , Ted Rogers , Brandon Velasco

The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…

Computational Physics · Physics 2009-11-10 Denis Horvath , Martin Gmitra

Large-scale Monte Carlo simulations, together with scaling, are used to obtain the critical behavior of the Hastings long-range model and two corresponding models based on small-world networks. These models have combined short- and…

Materials Science · Physics 2007-05-23 X. Zhang , M. A. Novotny

Learned field transformations may help address ubiquitous critical slowing down and signal-to-noise problems in lattice field theory. In the context of an annealed sequence of distributions, field transformations are defined by integrating…

High Energy Physics - Lattice · Physics 2026-03-03 Michael S. Albergo , Gurtej Kanwar

We investigate the applicability of Quasi-Monte Carlo methods to Euclidean lattice systems for quantum mechanics in order to improve the asymptotic error behavior of observables for such theories. In most cases the error of an observable…

High Energy Physics - Lattice · Physics 2013-11-19 K. Jansen , H. Leovey , A. Ammon , A. Griewank , M. Müller-Preussker

We study the critical slowing down towards the continuum limit of lattice QCD simulations with Hybrid Monte Carlo type algorithms. In particular for the squared topological charge we find it to be very severe with an effective dynamical…

High Energy Physics - Lattice · Physics 2011-01-04 Stefan Schaefer , Rainer Sommer , Francesco Virotta

Numerical simulations of lattice quantum field theories whose continuum counterparts possess classical solutions with non-trivial topology face a severe critical slowing down as the continuum limit is approached. Standard Monte-Carlo…

High Energy Physics - Lattice · Physics 2018-08-01 Claudio Bonati , Massimo D'Elia

A Markov chain update scheme using a machine-learned flow-based generative model is proposed for Monte Carlo sampling in lattice field theories. The generative model may be optimized (trained) to produce samples from a distribution…

High Energy Physics - Lattice · Physics 2019-09-10 M. S. Albergo , G. Kanwar , P. E. Shanahan