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We review recent advances in the analysis of the Wang--Landau algorithm, which is designed for the direct Monte Carlo estimation of the density of states (DOS). In the case of a discrete energy spectrum, we present an approach based on…

Statistical Mechanics · Physics 2019-10-02 L. N. Shchur

The standard approach for path integral Monte Carlo simulations of open quantum systems is extended as an efficient tool to monitor the time evolution of coherences (off-diagonal elements of the reduced density matrix) also for strong…

Statistical Mechanics · Physics 2015-06-12 Denis Kast , Joachim Ankerhold

In this work we develop an implementation of the Wang--Landau algorithm [Phys. Rev. Lett. \textbf{86}, 2050-2053 (2001)]. This algorithm allows us to find the density of states (DOS), a function that, for a given system, describes the…

Statistical Mechanics · Physics 2022-02-09 Felipe Moreno , Joaquín Peralta , Sergio Davis

This write-up describes an efficient numerical method for the Monte Carlo calculation of the spectral density of current in the multi-junction single-electron devices and hopping structures. In future we plan to expand this write-up into a…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Viktor A. Sverdlov , Yusuf A. Kinkhabwala , Alexander N. Korotkov

The importance of structured, complex connectivity patterns found in several real-world systems is to a great extent related to their respective effects in constraining and even defining the respective dynamics. Yet, while complex networks…

Tissues and Organs · Quantitative Biology 2008-05-16 Matheus P. Viana , Bruno A. N. Travencolo , E. Tanck , Luciano da F. Costa

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…

Methodology · Statistics 2022-04-05 David Gunawan , Robert Kohn , Minh Ngoc Tran

We translate the problem of calculating the entropy of a set of binary configurations/signals into a sequence of supervised classification tasks. Subsequently, one can use virtually any machine learning classification algorithm for…

Statistical Mechanics · Physics 2019-10-25 Romuald A. Janik

We study the Activated Random Walk model on the one-dimensional ring, in the high density regime. We develop a toppling procedure that gradually builds an environment that can be used to show that activity will be sustained for a long time.…

Probability · Mathematics 2026-04-09 Bernardo N. B. de Lima , Leonardo T. Rolla , Célio Terra

Random walks have been intensively studied on regular and complex networks, which are used to represent pairwise interactions. Nonetheless, recent works have demonstrated that many real-world processes are better captured by higher-order…

Physics and Society · Physics 2023-06-19 Pietro Traversa , Guilherme Ferraz de Arruda , Yamir Moreno

We propose a new strategy for Monte Carlo (MC) optimization on rugged multidimensional landscapes. The strategy is based on querying the statistical properties of the landscape in order to find the temperature at which the mean first…

Computational Physics · Physics 2015-06-04 Denis Tolkunov , Alexandre V. Morozov

We propose a family of lagged random walk sampling methods in simple undirected graphs, where transition to the next state (i.e. node) depends on both the current and previous states -- hence, lagged. The existing random walk sampling…

Statistics Theory · Mathematics 2022-05-16 Li-Chun Zhang

We define a new stochastic process on general simplicial complexes which allows to study their spectral and homological properties. Some results for random walks on graphs are shown to hold in this general setting. As an application, the…

Probability · Mathematics 2014-12-18 Ron Rosenthal

With our recently proposed effective Hamiltonian via Monte Carlo, we are able to compute low energy physics of quantum systems. The advantage is that we can obtain not only the spectrum of ground and excited states, but also wave functions.…

High Energy Physics - Lattice · Physics 2015-06-25 Xiang-Qian Luo , C. Q. Huang , J. Q. Jiang , H. Jirari , H. Kroeger , K. Moriarty

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…

Probability · Mathematics 2016-06-30 Jenny Farmer , Donald J. Jacobs

The amount of information generated by a discrete time stochastic processes in a single step can be quantified by the entropy rate. We investigate the differences between two discrete time walk models, the discrete time quantum walk and the…

Quantum Physics · Physics 2014-03-04 Bálint Kollár , Mátyás Koniorczyk

Calculating one-body density profiles in equilibrium via particle-based simulation methods involves counting of events of particle occurrences at (histogram-resolved) space points. Here we investigate an alternative method based on a…

Soft Condensed Matter · Physics 2018-11-07 Daniel de las Heras , Matthias Schmidt

Nuclear level densities are crucial for estimating statistical nuclear reaction rates. The shell model Monte Carlo method is a powerful approach for microscopic calculation of state densities in very large model spaces. However, these state…

Nuclear Theory · Physics 2013-04-29 Y. Alhassid , M. Bonett-Matiz , S. Liu , H. Nakada

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…

Other Condensed Matter · Physics 2014-03-05 Fernando A. Reboredo , Jeongnim Kim