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A quantum Monte Carlo algorithm for the transverse Ising model with arbitrary short- or long-range interactions is presented. The algorithm is based on sampling the diagonal matrix elements of the power series expansion of the density…
We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…
Detailed mean field and Monte Carlo studies of the dynamic magnetization-reversal transition in the Ising model in its ordered phase under a competing external magnetic field of finite duration have been presented here. Approximate…
The Monte Carlo method in the canonical ensemble is used to investigate magnetization reversal in amorphous transition metal - rare earth multilayers. Our study is based on a model containing diluted clusters which exhibit an effective…
Simulating stochastic systems with feedback control is challenging due to the complex interplay between the system's dynamics and the feedback-dependent control protocols. We present a single-step-trajectory probability analysis to…
We link the large-scale dynamics of non-reversible Monte Carlo algorithms as well as a lifted TASEP to an exactly soluble model of self-repelling motion. We present arguments for the connection between the problems and perform simulations,…
We present a sequential Monte Carlo algorithm for Markov chain trajectories with proposals constructed in reverse time, which is advantageous when paths are conditioned to end in a rare set. The reverse time proposal distribution is…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
Inspired by the latest developments in multilevel Monte Carlo (MLMC) methods and randomised sketching for linear algebra problems we propose a MLMC estimator for real-time processing of matrix structured random data. Our algorithm is…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
Ultracold neutrons (UCN) with kinetic energies up to 300 neV can be stored in material or magnetic confinements for hundreds of seconds. This makes them a very useful tool for probing fundamental symmetries of nature, by searching for…
We analyse the convergence and stability of a micro-macro acceleration algorithm for Monte Carlo simulations of stiff stochastic differential equations with a time-scale separation between the fast evolution of the individual stochastic…
Distortion risk measures play a critical role in quantifying risks associated with uncertain outcomes. Accurately estimating these risk measures in the context of computationally expensive simulation models that lack analytical tractability…
The short-time behaviour of the critical dynamics for magnetic systems is investigated with Monte Carlo methods. Without losing the generality, we consider the relaxation process for the two dimensional Ising and Potts model starting from…
The probability distribution of the order parameter is exploited in order to obtain the criticality of magnetic systems. Monte Carlo simulations have been employed by using single spin flip Metropolis algorithm aided by finite-size scaling…
We present Monte Carlo and Langevin micromagnetic calculations to investigate thermal switching of single-domain ferromagnetic particles. For the Monte Carlo study we place particular emphasis on the probability that the magnetization does…
We present a method based on the Path Integral Monte Carlo formalism for the calculation of ground-state time correlation functions in quantum systems. The key point of the method is the consideration of time as a complex variable whose…
The effect of dipolar interactions in hexagonal arrays of Ni nanowires has been investigated by means of Monte Carlo simulations combined with a scaling technique, which allows the investigation of the internal structure of the wires. A…
A Monte Carlo sampling of diagrammatic corrections to the non-crossing approximation is shown to provide numerically exact estimates of the long-time dynamics and steady state properties of nonequilibrium quantum impurity models. This…
In this paper we explore ways of numerically computing recursive dynamic monetary risk measures and utility functions. Computationally, this problem suffers from the curse of dimensionality and nested simulations are unfeasible if there are…