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We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…
Many problems of practical interest rely on Continuous-time Markov chains~(CTMCs) defined over combinatorial state spaces, rendering the computation of transition probabilities, and hence probabilistic inference, difficult or impossible…
We study the electron-electron interaction effects on topological phase transitions by the ab-initio quantum Monte Carlo simulation. We analyze two-dimensional class A topological insulators and three-dimensional Weyl semimetals with the…
We review the use of the path integral Monte Carlo (PIMC) methodology to the study of finite-size quantum clusters, with particular emphasis on recent applications to pure and impurity-doped He clusters. We describe the principles of PIMC,…
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…
Conditional Monte Carlo (CMC) has been widely used for sensitivity estimation with discontinuous integrands as a standard simulation technique. A major limitation of using CMC in this context is that finding conditioning variables to ensure…
We present a new Monte Carlo method for obtaining solutions of the Boltzmann equation for describing phonon transport in micro and nanoscale devices. The proposed method can resolve arbitrarily small signals (e.g. temperature differences)…
A real-time path integral Monte Carlo approach is developed to study the dynamics in a many-body quantum system until reaching a nonequilibrium stationary state. The approach is based on augmenting an exact reduced equation for the…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
We propose and use a novel, hybrid Monte Carlo algorithm that combines configurational bias particle swaps with parallel tempering. We use this new method to simulate a standard model of a glass forming binary mixture above and below the…
In this paper, the valuation of European and path-dependent options in foreign exchange (FX) markets is considered when the currency exchange rate evolves according to the Heston model combined with the Cox-Ingersoll-Ross dynamics for the…
We present extensive new \emph{ab initio} path integral Monte Carlo (PIMC) results for a variety of structural properties of warm dense hydrogen and beryllium. To deal with the fermion sign problem -- an exponential computational bottleneck…
We formulate a quantum Monte Carlo (QMC) method for calculating the ground state of many-boson systems. The method is based on a field-theoretical approach, and is closely related to existing fermion auxiliary-field QMC methods which are…
The directed-loop quantum Monte Carlo method is generalized to the case of retarded interactions. Using the path integral, fermion-boson or spin-boson models are mapped to actions with retarded interactions by analytically integrating out…
Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…
Many high dimensional optimization problems can be reformulated into a problem of finding theoptimal state path under an equivalent state space model setting. In this article, we present a general emulation strategy for developing a state…
The Monte Carlo with Absorbing Markov Chains (MCAMC) method is introduced. This method is a generalization of the rejection-free method known as the $n$-fold way. The MCAMC algorithm is applied to the study of the very low-temperature…
Artifacts arise in the simulations of electrolytes using periodic boundary conditions (PBC). We show the origin of these artifacts are the periodic image charges and the constraint of charge neutrality inside the simulation box, both of…
Density matrix quantum Monte Carlo (DMQMC) is used to sample exact-on-average $N$-body density matrices for uniform electron gas systems of up to 10$^{124}$ matrix elements via a stochastic solution of the Bloch equation. The results of…
We present extensive new \emph{ab initio} path integral Monte Carlo (PIMC) simulation results for the chemical potential of the warm dense uniform electron gas (UEG), spanning a broad range of densities and temperatures. This is achieved by…