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We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…

Statistical Mechanics · Physics 2009-10-31 N. B. Wilding , A. D. Bruce

We propose a new ensemble for Monte Carlo simulations, in which each state is assigned a statistical weight $1/k$, where $k$ is the number of states with smaller or equal energy. This ensemble has robust ergodicity properties and gives…

Condensed Matter · Physics 2016-08-31 Bobby Hesselbo , R. B. Stinchcombe

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

This paper introduces quantum computing methods for Monte Carlo simulations in power systems which are expected to be exponentially faster than their classical computing counterparts. Monte Carlo simulations is a fundamental method, widely…

Quantum Physics · Physics 2023-10-02 Emilie Jong , Brynjar Sævarsson , Hjörtur Jóhannsson , Spyros Chatzivasileiadis

We consider generalized quantum Ising models, including those which could describe disordered materials or quantum annealers, and we prove that for all temperatures above a system-size independent threshold the path integral Monte Carlo…

Quantum Physics · Physics 2025-07-16 Elizabeth Crosson , Samuel Slezak

A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

We propose a new sampling method, the thermostat-assisted continuously-tempered Hamiltonian Monte Carlo, for Bayesian learning on large datasets and multimodal distributions. It simulates the Nos\'e-Hoover dynamics of a…

Machine Learning · Statistics 2019-01-29 Rui Luo , Jianhong Wang , Yaodong Yang , Zhanxing Zhu , Jun Wang

A continuous-time path integral Quantum Monte Carlo method using the directed-loop algorithm is developed to simulate the Anderson single-impurity model in the occupation number basis. Although the method suffers from a sign problem at low…

Strongly Correlated Electrons · Physics 2009-11-10 Jaebeom Yoo , Shailesh Chandrasekharan , Harold U. Baranger

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 introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…

Chemical Physics · Physics 2019-07-11 Neil Raymond , Dmitri Iouchtchenko , Pierre-Nicholas Roy , Marcel Nooijen

We investigate, both analytically and with numerical simulations, a Monte Carlo dynamics at zero temperature, where a random walker evolving in continuous space and discrete time seeks to minimize its potential energy, by decreasing this…

Statistical Mechanics · Physics 2021-10-12 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

Simulating thermal-equilibrium properties at finite temperature is crucial for studying quantum many-body systems. Quantum computers are expected to enable us to simulate large systems at finite temperatures, overcoming challenges faced by…

We present a method to facilitate Monte Carlo simulations in the grand canonical ensemble given a target mean particle number. The method imposes a fictitious dynamics on the chemical potential, to be run concurrently with the Monte Carlo…

Statistical Mechanics · Physics 2022-04-27 Cole Miles , Benjamin Cohen-Stead , Owen Bradley , Steven Johnston , Richard Scalettar , Kipton Barros

An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…

Fluid Dynamics · Physics 2007-05-23 J. M. Montanero

This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…

Statistics Theory · Mathematics 2009-03-03 Alexandros Beskos , Omiros Papaspiliopoulos , Gareth Roberts

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

Biomolecules · Quantitative Biology 2020-10-13 Arun V. Sathanur , Nathan A. Baker

We develop an all-electron path integral Monte Carlo (PIMC) method with free-particle nodes for warm dense matter and apply it to water and carbon plasmas. We thereby extend PIMC studies beyond hydrogen and helium to elements with core…

Materials Science · Physics 2012-03-22 Kevin Driver , Burkhard Militzer

We generalize the multilevel Monte Carlo (MLMC) method of Giles to the simulation of systems of particles that interact via a mean field. When the number of particles is large, these systems are described by a McKean-Vlasov process - a…

Numerical Analysis · Mathematics 2015-08-11 L. F. Ricketson

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

We propose a new Monte Carlo technique in which the degeneracy of energy states is obtained with a Markovian process analogous to that of Metropolis used currently in canonical simulations. The obtained histograms are much broader than…

Statistical Mechanics · Physics 2009-10-30 P. M. C. de Oliveira , T. J. P. Penna , H. J. Herrmann