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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

A new method for calculating the symmetry-projected energy of coupled-cluster singles and doubles (CCSD) wave function through the Monte Carlo method is proposed. We present benchmark calculations in considering the three-level Lipkin model…

Nuclear Theory · Physics 2021-09-29 Takahiro Mizusaki , Peter Schuck

In an earlier joint work, we studied a sequential Monte Carlo algorithm to sample from the Gibbs measure supported on torus with a non-convex energy function at a low temperature, where we proved that the time complexity of the algorithm is…

Computation · Statistics 2025-12-08 Ruiyu Han

Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…

Methodology · Statistics 2018-05-07 Jeremie Houssineau , Branko Ristic

The key to Black-Box Optimization is to efficiently search through input regions with potentially widely-varying numerical properties, to achieve low-regret descent and fast progress toward the optima. Monte Carlo Tree Search (MCTS) methods…

Machine Learning · Computer Science 2022-11-03 Yaoguang Zhai , Sicun Gao

Monte Carlo method is a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. They are often used in physical and mathematical problems and are most useful when it is difficult or…

Computation · Statistics 2018-09-28 Bochao Jia

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…

High Energy Physics - Lattice · Physics 2010-12-17 Enzo Marinari , Giorgio Parisi

Games, including abstract board games, constitute a convenient ground to create, design, and improve new AI methods. In this field, Monte Carlo Tree Search is a popular algorithm family, aiming to build game trees and explore them…

Artificial Intelligence · Computer Science 2024-06-14 Florian Richoux

We study clustering methods for binary data, first defining aggregation criteria that measure the compactness of clusters. Five new and original methods are introduced, using neighborhoods and population behavior combinatorial optimization…

Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…

Statistical Mechanics · Physics 2015-06-12 Alan R. Denton , Michael P. Schmidt

We propose efficient numerical algorithms for approximating statistical solutions of scalar conservation laws. The proposed algorithms combine finite volume spatio-temporal approximations with Monte Carlo and multi-level Monte Carlo…

Numerical Analysis · Mathematics 2017-11-01 Ulrik Skre Fjordholm , Kjetil Lye , Siddhartha Mishra

The q-state Potts model is a fundamental framework in statistical physics and graph theory, with its partition function encoding rich information about spin configurations. The multivariate Tutte polynomial (known as the partition function…

Combinatorics · Mathematics 2025-07-31 Sofya Mukhamedzhanova , Bulat Sabirov , Amir Mukhamedzhanov

We present two diagrammatic Monte Carlo methods for quantum systems coupled with harmonic baths, whose dynamics are described by integro-differential equations. The first approach can be considered as a reformulation of Dyson series, and…

Quantum Physics · Physics 2023-12-15 Zhenning Cai , Geshuo Wang , Siyao Yang

We discuss a simulation algorithm for dynamical fermions, which combines the multiboson technique with the Hybrid Monte Carlo algorithm. The algorithm turns out to give a substantial gain over standard methods in practical simulations and…

High Energy Physics - Lattice · Physics 2009-10-30 Roberto Frezzotti , Karl Jansen

Optimizing the cost of evaluating a polynomial is a classic problem in computer science. For polynomials in one variable, Horner's method provides a scheme for producing a computationally efficient form. For multivariate polynomials it is…

Symbolic Computation · Computer Science 2015-06-05 J. Kuipers , J. A. M. Vermaseren , A. Plaat , H. J. van den Herik

This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…

Mesoscale and Nanoscale Physics · Physics 2016-02-03 Alexei Filinov , Jens Böning , Michael Bonitz

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan

We discuss a sampling algorithm which generates flat histogram in energy. In combination with transition matrix Monte Carlo, the density of states and derived quantities such as entropy and free energy as a function of temperature can be…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang

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…

Materials Science · Physics 2009-04-17 Peter Kratzer

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature/energy range around the critical point. By combining the replica-exchange algorithm with cluster updates…

Statistical Mechanics · Physics 2011-08-20 Wolfhard Janke , Elmar Bittner