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We present in detail two variants of the lattice Monte Carlo method aimed at tackling systems in external trapping potentials: a uniform-lattice approach with hard-wall boundary conditions, and a non-uniform Gauss-Hermite lattice approach.…

Quantum Gases · Physics 2016-09-20 Casey E. Berger , Joaquín E. Drut , William J. Porter

This paper proposes a new sampling scheme based on Langevin dynamics that is applicable within pseudo-marginal and particle Markov chain Monte Carlo algorithms. We investigate this algorithm's theoretical properties under standard…

Methodology · Statistics 2016-05-30 Christopher Nemeth , Chris Sherlock , Paul Fearnhead

We simulate the collective dynamics in spin lattices with long range interactions and collective decay in one, two and three dimensions. Starting from a dynamical mean-field approach derived by local factorization of the density operator we…

Quantum Physics · Physics 2016-01-20 S. Krämer , H. Ritsch

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

An approximation formula is derived for acceptance rates of nonlocal Metropolis updates in simulations of lattice field theories. The predictions of the formula agree quite well with Monte Carlo simulations of 2-dimensional Sine Gordon, XY…

High Energy Physics - Lattice · Physics 2009-12-30 M. Grabenstein , K. Pinn

Motivated by recent experiments with a Penning ion trap quantum simulator, we perform numerically exact Stochastic Series Expansion quantum Monte Carlo simulations of long-range transverse-field Ising models on a triangular lattice for…

Statistical Mechanics · Physics 2016-03-15 Stephan Humeniuk

This paper introduces a new Markov Chain Monte Carlo method for Bayesian variable selection in high dimensional settings. The algorithm is a Hastings-Metropolis sampler with a proposal mechanism which combines a Metropolis Adjusted Langevin…

Statistics Theory · Mathematics 2015-09-14 Amandine Schreck , Gersende Fort , Sylvain Le Corff , Eric Moulines

We present a new Monte Carlo algorithm for studying site or bond percolation on any lattice. The algorithm allows us to calculate quantities such as the cluster size distribution or spanning probability over the entire range of site or bond…

Statistical Mechanics · Physics 2009-10-31 M. E. J. Newman , R. M. Ziff

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Probability · Mathematics 2015-09-29 Konstantinos Spiliopoulos

The Metropolis implementation of the Monte Carlo algorithm has been developed to study the equilibrium thermodynamics of many-body systems. Choosing small trial moves, the trajectories obtained applying this algorithm agree with those…

Other Quantitative Biology · Quantitative Biology 2009-11-13 G. Tiana , L. Sutto , R. A. Broglia

The dipolar universality class describes the phase transition in 3D ferromagnets with strong dipolar interactions, as first discussed by Aharony and Fisher in the 1970s. While this universality class has been studied theoretically using…

High Energy Physics - Theory · Physics 2026-05-13 Akira Matsumoto , Yu Nakayama , Toshiki Onagi , Slava Rychkov

We propose a Monte Carlo algorithm to promote Kennedy and Kuti's linear accept/reject algorithm which accommodates unbiased stochastic estimates of the probability to an exact one. This is achieved by adopting the Metropolis accept/reject…

High Energy Physics - Lattice · Physics 2009-10-31 L. Lin , K. F. Liu , J. Sloan

The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic…

Numerical Analysis · Mathematics 2007-05-23 Markos A. Katsoulakis , Petr Plechac , Luc Rey-Bellet , Dimitrios K. Tsagkarogiannis

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Couplings play a central role in contemporary Markov chain Monte Carlo methods and in the analysis of their convergence to stationarity. In most cases, a coupling must induce relatively fast meeting between chains to ensure good…

Methodology · Statistics 2021-02-04 John O'Leary

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

We show how to generalize the Lattice Switch Monte Carlo method to calculate the phase diagram of a binary system. A global coordinate transformation is combined with a modification of particle diameters, enabling the multi-component system…

Statistical Mechanics · Physics 2009-11-13 A. N. Jackson , G. J. Ackland

In this work, the computational complexity of a spin-glass three-dimensional (3D) Ising model (for the lattice size N = lmn, where l, m, n are the numbers of lattice points along three crystallographic directions) is studied. We prove that…

General Physics · Physics 2025-06-04 Zhidong Zhang

We discuss a framework relying on both perturbative and non-perturbative lattice computations which will be able to reliably determine the parameters of the EW phase transition. A motivation for the use of 3d effective theory in the lattice…

High Energy Physics - Lattice · Physics 2011-04-20 K. Farakos , K. Kajantie , K. Rummukainen , M. Shaposhnikov

Long-range interactions are relevant for a large variety of quantum systems in quantum optics and condensed matter physics. In particular, the control of quantum-optical platforms promises to gain deep insights in quantum-critical…

Strongly Correlated Electrons · Physics 2024-03-04 P. Adelhardt , J. A. Koziol , A. Langheld , K. P. Schmidt
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