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Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…

Statistical Mechanics · Physics 2015-05-20 Viktor Holubec , Petr Chvosta , Mario Einax , Philipp Maass

Neural-network quantum states (NQS) offer a versatile and expressive alternative to traditional variational ans\"atze for simulating physical systems. Energy-based frameworks, like Hopfield networks and Restricted Boltzmann Machines,…

Quantum Physics · Physics 2024-12-18 Manas Sajjan , Vinit Singh , Sabre Kais

We introduce modifications to Monte Carlo simulations of the Feynman path integral that improve sampling of localised interactions. The new algorithms generate trajectories in simple background potentials designed to concentrate them about…

Quantum Physics · Physics 2025-08-06 Ivan Ahumada , James P. Edwards

A review of the Loop Algorithm, its generalizations, and its relation to some other Monte Carlo techniques is given. The loop algorithm is a Quantum Monte Carlo procedure which employs nonlocal changes of worldline configurations,…

Strongly Correlated Electrons · Physics 2014-10-13 H. G. Evertz

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

We analyze the kinematics of multigrid Monte Carlo algorithms by investigating acceptance rates for nonlocal Metropolis updates. With the help of a simple criterion we can decide whether or not a multigrid algorithm will have a chance to…

High Energy Physics - Lattice · Physics 2009-10-22 Martin Grabenstein , Klaus Pinn

An overview is given over the recently developed and now widely used Monte Carlo algorithms with reduced or eliminated critical slowing down. The basic techniques are overrelaxation, cluster algorithms and multigrid methods. With these…

High Energy Physics - Lattice · Physics 2011-04-15 Ulli Wolff

Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…

Chemical Physics · Physics 2020-02-04 Martín Leandro Paleico , Jörg Behler

We introduce a novel Simulated Quantum Annealing (SQA) algorithm which employs a multispin quantum fluctuation operator. At variance with the usual transverse field, short-range two-spin flip interactions are included in the driver…

Quantum Physics · Physics 2017-05-24 Guglielmo Mazzola , Matthias Troyer

A novel method for simulating the statistical mechanics of molecular systems in which both nuclear and electronic degrees of freedom are treated quantum mechanically is presented. The scheme combines a path integral description of the…

Computational Physics · Physics 2009-10-31 Ruben O. Weht , Jorge Kohanoff , Dario A. Estrin , Charusita Chakravarty

We put forward a Monte Carlo algorithm that samples the Euclidean time operator growth dynamics at infinite temperature. Crucially, our approach is free from the numerical sign problem for a broad family of quantum many-body spin systems,…

Strongly Correlated Electrons · Physics 2024-11-26 Ayush De , Umberto Borla , Xiangyu Cao , Snir Gazit

We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…

Statistical Mechanics · Physics 2015-03-17 Zsolt Bertalan , Hidetoshi Nishimori , Henri Orland

An extension to the multiple-histogram method (sometimes referred to as the Ferrenberg-Swendsen method) for use in quantum Monte Carlo simulations is presented. This method is shown to work well for the 2D repulsive Hubbard model, allowing…

Strongly Correlated Electrons · Physics 2009-10-31 Christopher L. Martin

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

Quantum Monte Carlo (QMC) methods are essential for the numerical study of large-scale quantum many-body systems, yet their utility has been significantly hampered by the difficulty in computing key quantities such as off-diagonal operators…

Quantum Physics · Physics 2025-11-19 Poetri Sonya Tarabunga , Yi-Ming Ding

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

Monte Carlo sampling techniques are used to estimate high-dimensional integrals that model the physics of light transport in virtual scenes for computer graphics applications. These methods rely on the law of large numbers to estimate…

Graphics · Computer Science 2020-02-18 Alexandros D. Keros , Divakaran Divakaran , Kartic Subr