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The worm algorithm is a versatile technique in the Markov chain Monte Carlo method for both classical and quantum systems. The algorithm substantially alleviates critical slowing down and reduces the dynamic critical exponents of various…

Statistical Mechanics · Physics 2021-01-19 Hidemaro Suwa

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Quantum Physics · Physics 2009-11-13 Pawel Wocjan , Anura Abeyesinghe

We present a specific algorithm that generally satisfies the balance condition without imposing the detailed balance in the Markov chain Monte Carlo. In our algorithm, the average rejection rate is minimized, and even reduced to zero in…

Statistical Mechanics · Physics 2010-10-14 Hidemaro Suwa , Synge Todo

In recent years efficient algorithms have been developed for the numerical computation of relativistic single-particle path integrals in quantum field theory. Here, we adapt this "worldline Monte Carlo" approach to the standard problem of…

In this paper we propose a new class of coupling methods for the sensitivity analysis of high dimensional stochastic systems and in particular for lattice Kinetic Monte Carlo. Sensitivity analysis for stochastic systems is typically based…

Numerical Analysis · Mathematics 2015-06-18 Georgios Arampatzis , Markos Katsoulakis

With the goal to provide absolute lower bounds for the best possible running times that can be achieved by $(1+\lambda)$-type search heuristics on common benchmark problems, we recently suggested a dynamic programming approach that computes…

Neural and Evolutionary Computing · Computer Science 2021-02-24 Kirill Antonov , Maxim Buzdalov , Arina Buzdalova , Carola Doerr

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

In complex systems with many degrees of freedom such as spin glass and biomolecular systems, conventional simulations in canonical ensemble suffer from the quasi-ergodicity problem. A simulation in generalized ensemble performs a random…

Statistical Mechanics · Physics 2008-06-24 Y. Okamoto

Monte Carlo simulations of lattice quantum field theories on Lefschetz thimbles are non trivial. We discuss a new Monte Carlo algorithm based on the idea of computing contributions to the functional integral which come from complete flow…

High Energy Physics - Lattice · Physics 2016-11-28 Francesco Di Renzo , Giovanni Eruzzi

We provide an extension to lattice systems of the reptation quantum Monte Carlo algorithm, originally devised for continuous Hamiltonians. For systems affected by the sign problem, a method to systematically improve upon the so-called…

Other Condensed Matter · Physics 2010-10-26 Giuseppe Carleo , Federico Becca , Saverio Moroni , Stefano Baroni

We present a new non-local updating scheme for quantum Monte Carlo simulations, which conserves particle number and other symmetries. It allows exact symmetry projection and direct evaluation of the equal-time Green's function and other…

Statistical Mechanics · Physics 2009-11-11 Stefan Rombouts , Kris Van Houcke , Lode Pollet

We propose a new algorithm which works effectively in global updates in Monte Carlo study. We apply it to the quantum spin chain with next-nearest-neighbor interactions. We observe that Monte Carlo results are in excellent agreement with…

Condensed Matter · Physics 2017-02-01 Tomo Munehisa , Yasuko Munehisa

Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…

Computational Physics · Physics 2020-09-01 Shi Jin , Xiantao Li

Two cluster algorithms, based on constructing and flipping loops, are presented for worldline quantum Monte Carlo simulations of fermions and are tested on the one-dimensional repulsive Hubbard model. We call these algorithms the loop-flip…

Condensed Matter · Physics 2007-05-23 N. Kawashima , J. E. Gubernatis , H. G. Evertz

The efficiency of statistical sampling in broad-histogram Monte Carlo simulations can be considerably improved by optimizing the simulated extended ensemble for fastest equilibration. Here we describe how a recently developed feedback…

Statistical Mechanics · Physics 2007-12-13 Stefan Wessel , Norbert Stoop , Emanuel Gull , Simon Trebst , Matthias Troyer

Monte Carlo (MC) simulations are essential computational approaches with widespread use throughout all areas of science. We present a method for accelerating lattice MC simulations using fully connected and convolutional artificial neural…

Strongly Correlated Electrons · Physics 2019-07-31 Shaozhi Li , Philip M. Dee , Ehsan Khatami , Steven Johnston

We describe a number of strategies for minimizing and calculating accurately the statistical uncertainty in quantum Monte Carlo calculations. We investigate the impact of the sampling algorithm on the efficiency of the variational Monte…

Computational Physics · Physics 2012-02-14 R. M. Lee , G. J. Conduit , N. Nemec , P. Lopez Rios , N. D. Drummond

We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…

Numerical Analysis · Mathematics 2022-07-27 A. Kalinov , A. I. Osinsky , S. A. Matveev , W. Otieno , N. V. Brilliantov

We review the development of update schemes for quantum lattice models simulated using world line quantum Monte Carlo algorithms. Starting from the Suzuki-Trotter mapping we discuss limitations of local update algorithms and highlight the…

Computational Physics · Physics 2007-05-23 M. Troyer , F. Alet , S. Trebst , S. Wessel