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The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

Computational Physics · Physics 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…

Numerical Analysis · Mathematics 2023-08-08 Tony Lelièvre , Régis Santet , Gabriel Stoltz

By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…

Methodology · Statistics 2016-01-05 Michael Betancourt

Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…

Quantum Gases · Physics 2016-01-15 Tobias Dornheim , Simon Groth , Alexey Filinov , Michael Bonitz

Auxiliary Field Quantum Monte Carlo (AFQMC) has emerged as a powerful framework for treating strongly correlated electronic systems, offering a favorable balance between computational cost and accuracy. In this paper, we present a novel…

Chemical Physics · Physics 2026-04-03 Maxine Luo , Victor Chen , Yu Wang , Christian B. Mendl

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Computational Physics · Physics 2019-10-29 G. Margazoglou , L. Biferale , R. Grauer , K. Jansen , D. Mesterházy , T. Rosenow , R. Tripiccione

Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality, which is typically challenging to resolve in a satisfactory…

Probability · Mathematics 2017-09-08 Nawaf Bou-Rabee , Jesus Maria Sanz-Serna

We present an extension of constrained-path auxiliary-field quantum Monte Carlo (CP-AFQMC) for the treatment of correlated electronic systems coupled to phonons. The algorithm follows the standard CP-AFQMC approach for description of the…

Strongly Correlated Electrons · Physics 2021-03-24 Joonho Lee , Shiwei Zhang , David R. Reichman

Markov chain Monte Carlo (MCMC) algorithms offer various strategies for sampling; the Hamiltonian Monte Carlo (HMC) family of samplers are MCMC algorithms which often exhibit improved mixing properties. The recently introduced magnetic HMC,…

Machine Learning · Statistics 2020-10-16 James A. Brofos , Roy R. Lederman

The conventional tensor-network states employ real-space product states as reference wave functions. Here, we propose a many-variable variational Monte Carlo (mVMC) method combined with tensor networks by taking advantages of both to study…

Strongly Correlated Electrons · Physics 2017-08-09 Hui-Hai Zhao , Kota Ido , Satoshi Morita , Masatoshi Imada

In the context of realistic calculations for strongly-correlated materials with $d$- or $f$-electrons the efficient computation of multi-orbital models is of paramount importance. Here we introduce a set of invariants for the…

Strongly Correlated Electrons · Physics 2012-11-07 Nicolaus Parragh , Alessandro Toschi , Karsten Held , Giorgio Sangiovanni

The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of…

Computation · Statistics 2023-02-21 Shiwei Lan , Lulu Kang

Modern implementations of Hamiltonian Monte Carlo and related MCMC algorithms support sampling of probability functions that embed numerical root-finding algorithms, thereby allowing fitting of statistical models involving analytically…

Computation · Statistics 2025-06-19 Teddy Groves , Nicholas Luke Cowie , Lars Keld Nielsen

Ultracold-atom simulations of the Hubbard model provide insights into the character of charge and spin correlations in and out of equilibrium. The corresponding numerical simulations, on the other hand, remain a significant challenge. We…

Strongly Correlated Electrons · Physics 2023-01-25 Veljko Janković , Jakša Vučičević

Quantum computers can be used to address molecular structure, materials science and condensed matter physics problems, which currently stretch the limits of existing high-performance computing resources. Finding exact numerical solutions to…

Ground state properties of the Hubbard model on a two-dimensional square lattice are studied by the auxiliary-field quantum Monte Carlo method. Accurate results for energy, double occupancy, effective hopping, magnetization, and momentum…

Strongly Correlated Electrons · Physics 2016-08-10 Mingpu Qin , Hao Shi , Shiwei Zhang

Many electromagnetic properties of graphene can be described by the Hubbard model on a honeycomb lattice. However, this system suffers strongly from the sign problem if a chemical potential is included. Tensor network methods are not…

Computational Physics · Physics 2022-07-26 Manuel Schneider , Johann Ostmeyer , Karl Jansen , Thomas Luu , Carsten Urbach

We present a scalable Bayesian framework for the analysis of confocal fluorescence spectroscopy data, addressing key limitations in traditional fluorescence correlation spectroscopy methods. Our framework captures molecular motion,…

Numerical Analysis · Mathematics 2024-11-07 Daniel McBride , Ioannis Sgouralis

Diagrammatic Monte Carlo -- the technique for numerically exact summation of all Feynman diagrams to high orders -- offers a unique unbiased probe of continuous phase transitions. Being formulated directly in the thermodynamic limit, the…

Strongly Correlated Electrons · Physics 2022-09-07 Connor Lenihan , Aaram J. Kim , Fedor Šimkovic IV. , Evgeny Kozik

The Hybrid Monte Carlo algorithm for the simulation of QCD with dynamical staggered fermions is compared with Kramers equation algorithm. We find substantially different autocorrelation times for local and nonlocal observables. The…

High Energy Physics - Lattice · Physics 2009-10-28 M. E. Berbenni-Bitsch , A. P. Gottlob , S. Meyer , M. Puetz