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Finite temperature quantum Monte Carlo simulations are performed on the anisotropic t-J model and in particular on its Ising limit. Straight site-centered stripes are imposed by an on-site potential representing external mechanisms of…
The partition function of the six-vertex model on a square lattice with domain wall boundary conditions (DWBC) is rewritten as a hermitean one-matrix model or a discretized version of it (similar to sums over Young diagrams), depending on…
A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…
We prove that for any Monte Carlo algorithm of Metropolis type, the autocorrelation time of a suitable ``energy''-like observable is bounded below by a multiple of the corresponding ``specific heat''. This bound does not depend on whether…
We develop a diagrammatic Monte Carlo method for the real-time dynamics of dissipative quantum impurity models. These are small open quantum systems with interaction and local Markovian dissipation, coupled to a large quantum bath. Our…
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…
The Monte Carlo simulation of $N$ point vortices with square periodic boundary conditions is performed where $N$ is order of 100. The clustering property is examined by computing the $L$ function familiar in the field of spatial ecology.…
We apply multilevel Monte Carlo for option pricing problems using exponential L\'{e}vy models with a uniform timestep discretisation to monitor the running maximum required for lookback and barrier options. The numerical results demonstrate…
A new algorithm for Monte Carlo calculation of the double exchange model is studied. The algorithm is commonly applicable to wide classes of strongly correlated electron systems which involve itinerant electrons coupled with…
In this manuscript, we describe a new configurational bias Monte Carlo technique for the simulation of peptides. We focus on the biologically relevant cases of linear and cyclic peptides. Our approach leads to an efficient,…
Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…
We present a method to model the interaction and the dynamics of atoms excited to Rydberg states. We show a way to solve the optical Bloch equations for laser excitation of the frozen gas in good agreement with the experiment. A second…
We show that Markov couplings can be used to improve the accuracy of Markov chain Monte Carlo calculations in some situations where the steady-state probability distribution is not explicitly known. The technique generalizes the notion of…
We describe an application of the Monte Carlo method to the Janus deformation of the black brane background. We present numerical results for three and five dimensional black Janus geometries with planar and spherical interfaces. In…
A possible solution of the notorious sign problem preventing direct Monte Carlo calculations for systems with non-zero chemical potential is to deform the integration region in the complex plane to a Lefschetz thimble. We investigate this…
An extended Hubbard model on a two-leg ladder is numerically studied by means of the quantum Monte Carlo techniques. The model we study has the nearest-neighbor interactions which are repulsive along chains and attractive for rungs. The…
Determinations of structure functions and parton distribution functions have been recently obtained using Monte Carlo methods and neural networks as universal, unbiased interpolants for the unknown functional dependence. In this work the…
We investigate the use of randomized quasi-Monte Carlo (RQMC) in walk on spheres algorithms to solve boundary value problems for functions with Dirichlet boundary conditions in $\mathbb{R}^d$. For harmonic functions with $d=2$, the…
We consider the application of multilevel Monte Carlo methods to steady state Darcy flow in a random porous medium, described mathematically by elliptic partial differential equations with random coefficients. The levels in the multilevel…
In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…