Related papers: Coarse-grained loop algorithms for Monte Carlo sim…
This article outlines how the quantum Monte Carlo directed loop update recently introduced can be applied to a wide class of quantum lattice models. Several models are considered: Spin-S XXZ models with longitudinal and transverse magnetic…
An efficient algorithm is presented to simulate the O(N) loop model on the square lattice for arbitrary values of $N>0$. The scheme combines the worm algorithm with a new data structure to resolve both the problem of loop crossings and the…
We describe a number of recently developed cluster-flipping algorithms for the efficient simulation of classical spin models near their critical temperature. These include the algorithms of Wolff, Swendsen and Wang, and Niedermeyer, as well…
We generalize the Fortuin-Kasteleyn (FK) cluster representation of the partition function of the Ising model to represent the partition function of quantum spin models with an arbitrary spin magnitude in arbitrary dimensions. This…
We discuss the development of cluster algorithms from the viewpoint of probability theory and not from the usual viewpoint of a particular model. By using the perspective of probability theory, we detail the nature of a cluster algorithm,…
This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then…
Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…
We apply a worm algorithm to simulate the quantum transverse-field Ising model in a path-integral representation of which the expansion basis is taken as the spin component along the external-field direction. In such a representation, a…
Recently, the stochastic series expansion (SSE) has been proposed as a powerful MC-method, which allows simulations at low $T$ for quantum-spin systems. We show that the SSE allows to compute the magnetic conductance for various…
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…
Sequential Monte Carlo is a family of algorithms for sampling from a sequence of distributions. Some of these algorithms, such as particle filters, are widely used in the physics and signal processing researches. More recent developments…
In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…
We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…
Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…
We present a Monte Carlo simulation framework for analysing the risk involved in deploying real-time control systems in safety-critical applications, as well as an algorithm design technique allowing one (in certain situations) to robustify…
We introduce the concept of directed loops in stochastic series expansion and path integral quantum Monte Carlo methods. Using the detailed balance rules for directed loops, we show that it is possible to smoothly connect generally…
We present a worm sampling method for calculating one- and two-particle Green's functions using continuous-time quantum Monte Carlo simulations in the hybridization expansion (CT-HYB). Instead of measuring Green's functions by removing…
The loop gas approach to lattice field theory provides an alternative, geometrical description in terms of fluctuating loops. Statistical ensembles of random loops can be efficiently generated by Monte Carlo simulations using the worm…
The possibility to simulate the properties of many-body open quantum systems with a large number of degrees of freedom is the premise to the solution of several outstanding problems in quantum science and quantum information. The challenge…
The stochastic series expansion quantum Monte Carlo method is used to study thin ferromagnetic films, described by a Heisenberg model including local anisotropies. The magnetization curve is calculated, and the results compared to Schwinger…