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We investigate the critical dynamics of the Hybrid Monte Carlo algorithm approaching the chiral limit of standard Wilson fermions. Our observations are based on time series of lengths O(5000) for a variety of observables. The lattice sizes…

We obtain nonperturbative results on the sine-Gordon model using the lattice field technique. In particular, we employ the Fourier accelerated hybrid Monte Carlo algorithm for our studies. We find the critical temperature of the theory…

High Energy Physics - Lattice · Physics 2018-04-18 Joel Giedt , James Flamino

We show how to apply the absorbing Markov chain Monte Carlo algorithm of Novotny to simulate kinetically constrained models of glasses. We consider in detail one-spin facilitated models, such as the East model and its generalizations to…

Statistical Mechanics · Physics 2009-11-11 Douglas J. Ashton , Lester O. Hedges , Juan P. Garrahan

Lattice calculations using the framework of effective field theory have been applied to a wide range few-body and many-body systems. One of the challenges of these calculations is to remove systematic errors arising from the nonzero lattice…

High Energy Physics - Lattice · Physics 2019-01-30 Nico Klein , Dean Lee , Ulf-G. Meißner

We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast…

Probability · Mathematics 2010-09-30 Pierre Del Moral , Arnaud Doucet

This paper studies the use of a machine learning-based estimator as a control variate for mitigating the variance of Monte Carlo sampling. Specifically, we seek to uncover the key factors that influence the efficiency of control variates in…

Statistics Theory · Mathematics 2023-05-29 Jose Blanchet , Haoxuan Chen , Yiping Lu , Lexing Ying

Motivated by the concept of geometrical frustration, we introduce a class of statistical mechanics lattice models for the glass transition. Monte Carlo simulations in three dimensions show that they display a dynamical glass transition…

Statistical Mechanics · Physics 2009-11-07 Giulio Biroli , Marc Mezard

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

Computational Physics · Physics 2020-06-19 Ji Qiang

Variational minimization of tensor network states enables the exploration of low energy states of lattice gauge theories. However, the exact numerical evaluation of high-dimensional tensor network states remains challenging in general. In…

Quantum Physics · Physics 2020-10-12 Patrick Emonts , Mari Carmen Bañuls , J. Ignacio Cirac , Erez Zohar

When performing a Monte Carlo calculation, the running time should in principle be much longer than the autocorrelation time in order to get reliable results. Among different lattice fermion models, the Holstein model is notorious for its…

Strongly Correlated Electrons · Physics 2021-08-18 Meng Yao , Da Wang , Qiang-Hua Wang

We develop off-lattice simulations of semiflexible polymer chains subjected to applied mechanical forces using Markov Chain Monte Carlo. Our approach models the polymer as a chain of fixed-length bonds, with configurations updated through…

Soft Condensed Matter · Physics 2024-11-26 Lijie Ding , Chi-Huan Tung , Bobby G. Sumpter , Wei-Ren Chen , Changwoo Do

Sampling lattice field theories near criticality is severely hindered by critical slowing down, which makes standard Markov chain methods increasingly inefficient at large lattice volumes. We introduce a multiscale generative sampler,…

High Energy Physics - Lattice · Physics 2026-04-14 A. Singha , J. Kauffmann , E. Cellini , K. Jansen , S. Nakajima

The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated…

Computation · Statistics 2017-05-12 Youhan Fang , Yudong Cao , Robert D. Skeel

Simulations of extended quantum systems are typically performed by extrapolating results of a sequence of finite-system-size simulations to the thermodynamic limit. In the quantum Monte Carlo community, twist-averaging was pioneered as an…

Strongly Correlated Electrons · Physics 2022-12-14 Sergei Iskakov , Hanna Terletska , Emanuel Gull

In the Monte Carlo simulation of both Lattice field-theories and of models of Statistical Mechanics, identities verified by exact mean-values such as Schwinger-Dyson equations, Guerra relations, Callen identities, etc., provide well known…

Statistical Mechanics · Physics 2009-05-14 L. A. Fernandez , V. Martin-Mayor

At fine lattice spacings, lattice simulations are plagued by slow (topological) modes that give rise to large autocorrelation times. These, in turn, lead to statistical and systematic errors that are difficult to estimate. We study the…

High Energy Physics - Lattice · Physics 2025-03-14 Timo Eichhorn , Christian Hoelbling , Philip Rouenhoff , Lukas Varnhorst

Monte Carlo algorithms are barely considered in spin foam quantum gravity. Due to the quantum nature of spin foam amplitudes one cannot readily apply them, and the present sign problem is a threat to convergence and thus efficiency. Yet,…

General Relativity and Quantum Cosmology · Physics 2024-07-25 Sebastian Steinhaus

We study the statistics of branching polymers with excluded-volume interactions, by modeling them as single self-avoiding trees on a generic regular periodic lattice with coordination number $q$. Each lattice site can be occupied at most by…

Statistical Mechanics · Physics 2025-10-13 Davide Marcato , Achille Giacometti , Amos Maritan , Angelo Rosa

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

We present a comprehensive discussion on lattice techniques for the simulation of scalar and gauge field dynamics in an expanding universe. After reviewing the continuum formulation of scalar and gauge field interactions in Minkowski and…

Cosmology and Nongalactic Astrophysics · Physics 2021-11-08 Daniel G. Figueroa , Adrien Florio , Francisco Torrenti , Wessel Valkenburg