Related papers: Transition Matrix Monte Carlo Method
Nonlinear systems of polynomial equations arise naturally in many applied settings, for example loglinear models on contingency tables and Gaussian graphical models. The solution sets to these systems over the reals are often positive…
This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…
We introduce and discuss Monte Carlo methods in quantum field theories. Methods of independent Monte Carlo, such as random sampling and importance sampling, and methods of dependent Monte Carlo, such as Metropolis sampling and Hamiltonian…
Sampling occupies an important position in theories of various scientific fields, and Markov chain Monte Carlo (MCMC) provides the most common technique of sampling. In the progress of MCMC, a huge number of studies have aimed the…
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.…
We present a novel quantum Monte Carlo method based on a path integral in Fock space, which allows to compute finite-temperature properties of a many-body nuclear system with a monopole pairing interaction in the canonical ensemble. It…
We present a method for the direct evaluation of the difference between the free energies of two crystalline structures, of different symmetry. The method rests on a Monte Carlo procedure which allows one to sample along a path, through…
Monte-Carlo sampling of lattice model Hamiltonians is a well-established technique in statistical mechanics for studying the configurational entropy of crystalline materials. When species to be distributed on the lattice model carry charge,…
These lecture notes introduce quantum spin systems and several computational methods for studying their ground-state and finite-temperature properties. Symmetry-breaking and critical phenomena are first discussed in the simpler setting of…
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…
A quantum statistical model of nuclear multifragmentation is proposed. The recurrence equation method used within the canonical ensemble makes the model solvable and transparent to physical assumptions and allows to get results without…
One of the most active areas of physics in the last decades has been that of critical phenomena, and Monte Carlo simulations have played an important role as a guide for the validation and prediction of system properties close to the…
Many physical systems can be described in terms of matrix models that we often cannot solve analytically. Fortunately, they can be studied numerically in a straightforward way. Many commonly used algorithms follow the Monte Carlo method,…
We discuss the recently proposed multicanonical multigrid Monte Carlo method and apply it to the scalar $\phi^4$-model on a square lattice. To investigate the performance of the new algorithm at the field-driven first-order phase…
Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…
The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…
We present an implementation of Quantum Computing for a Markov Chain Monte Carlo method with an application to cosmological functions, to derive posterior distributions from cosmological probes. The algorithm proposes new steps in the…
Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…
We propose a method for Monte Carlo simulation of statistical physical models with discretized energy. The method is based on several ideas including the cluster algorithm, the multicanonical Monte Carlo method and its acceleration proposed…
Estimating failure probabilities of engineering systems is an important problem in many engineering fields. In this work we consider such problems where the failure probability is extremely small (e.g $\leq10^{-10}$). In this case, standard…