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We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…

Statistical Mechanics · Physics 2009-10-31 N. B. Wilding , A. D. Bruce

The Monte Carlo Hamiltonian method developed recently allows to investigate ground state and low-lying excited states of a quantum system, using Monte Carlo algorithm with importance sampling. However, conventional MC algorithm has some…

High Energy Physics - Lattice · Physics 2018-01-17 Xiang-Qian Luo , Xiao-Ni Cheng , Helmut Kroger

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

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

The trace of a matrix function f(A), most notably of the matrix inverse, can be estimated stochastically using samples< x,f(A)x> if the components of the random vectors x obey an appropriate probability distribution. However such a…

Numerical Analysis · Mathematics 2021-08-26 Andreas Frommer , Mostafa Nasr Khalil , Gustavo Ramirez-Hidalgo

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 thinning method for numerical generation of the nonhomogeneous Poisson process (NHPP) arrival times has been adapted to accelerate Monte Carlo simulations of the kinetic Ising models (KIMs) with the Glauber spin-flip dynamics. The…

Statistical Mechanics · Physics 2025-06-02 V. I. Tokar , H. Dreyssé

Analog quantum simulation based on ultracold atoms in optical lattices has catalyzed significant breakthroughs in the study of quantum many-body systems. These simulations rely on the statistical sampling of electronic Fock states, which…

Quantum Gases · Physics 2025-02-11 Shuhan Ding , Shaozhi Li , Yao Wang

We use a standard Monte-Carlo algorithm to study the slow dynamics of a binary Lennard-Jones glass-forming mixture at low temperature. We find that Monte-Carlo is by far the most efficient way to simulate a stochastic dynamics since…

Statistical Mechanics · Physics 2015-06-25 Ludovic Berthier , Walter Kob

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

Although many efficient heuristics have been developed to solve binary optimization problems, these typically produce correlated solutions for degenerate problems. Most notably, transverse-field quantum annealing - the heuristic employed in…

Disordered Systems and Neural Networks · Physics 2019-06-27 Zheng Zhu , Andrew J. Ochoa , Helmut G. Katzgraber

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…

Computation · Statistics 2023-09-19 Xiongming Dai , Gerald Baumgartner

We present an efficient Monte Carlo algorithm for determining the density of states which is based on the statistics of transition probabilities between states. By measuring the infinite temperature transition probabilities--that is, the…

Soft Condensed Matter · Physics 2009-11-10 M. S. Shell , P. G. Debenedetti , A. Z. Panagiotopoulos

We present a new method to study the ground state of quantum spin systems using the Monte Carlo techniques together with restructured intermediate states which we proposed previously. Our basic idea is to obtain coefficients in the…

Condensed Matter · Physics 2016-08-31 Tomo Munehisa , Yasuko Munehisa

For a second-order phase transition the critical energy range of interest is larger than the energy range covered by a canonical Monte Carlo simulation at the critical temperature. Such an extended energy range can be covered by performing…

Statistical Mechanics · Physics 2008-11-26 Bernd A. Berg , Wolfhard Janke

We derive a formula that expresses the density of states of a system with continuous degrees of freedom as a function of microcanonical averages of squared gradient and Laplacian of the Hamiltonian. This result is then used to propose a…

Statistical Mechanics · Physics 2023-12-01 Stefan Schnabel , Wolfhard Janke

With the developed "extended Monte Calro" (EMC) algorithm, we have studied the depinning transition in Ising-type lattice models by extensive numerical simulations, taking the random-field Ising model with a driving field and the driven…

Statistical Mechanics · Physics 2016-10-20 Lisha Sia , Xiaoyun Liao , Nengji Zhou

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

Modern training and inference pipelines in statistical learning and deep learning repeatedly invoke linear-system solves as inner loops, yet high-accuracy deterministic solvers can be prohibitively expensive when solves must be repeated…

Computation · Statistics 2026-02-06 Sarah Polson , Vadim Sokolov