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We generalize the recently developed diagrammatic Monte Carlo techniques for quantum impurity models from an imaginary time to a Keldysh formalism suitable for real-time and nonequilibrium calculations. Both weak-coupling and…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Philipp Werner , Takashi Oka , Andrew J. Millis

Flat-histogram Monte Carlo simulations are well-established, robust methods to perform random walks in a physical observable or parameter space, making them suitable for finding ground states or studying phase transitions in complex systems…

Statistical Mechanics · Physics 2026-01-28 Thomas Vogel , Ying Wai Li

Some of the most arduous and error-prone aspects of precision resummed calculations are related to the partonic hard process, having nothing to do with the resummation. In particular, interfacing to parton-distribution functions, combining…

High Energy Physics - Phenomenology · Physics 2016-09-21 David Farhi , Ilya Feige , Marat Freytsis , Matthew D. Schwartz

We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. Our algorithm, simplified from that of L. Lin et al. hep-lat/9905033, avoids the computation of almost…

High Energy Physics - Lattice · Physics 2009-10-31 T. Bakeyev , Ph. de Forcrand

A precise dynamical characterization of quantum impurity models with multiple interacting orbitals is challenging. In quantum Monte Carlo methods, this is embodied by sign problems. A dynamical sign problem makes it exponentially difficult…

Mesoscale and Nanoscale Physics · Physics 2024-07-02 Andre Erpenbeck , Thomas Blommel , Lei Zhang , Wei-Ting Lin , Guy Cohen , Emanuel Gull

A hybrid Monte Carlo (HMC) approach is employed to quantify the influence of inelastic deformation on the microstructural evolution of polycrystalline materials. This approach couples a time explicit material point method (MPM) for…

Materials Science · Physics 2015-05-19 Liangzhe Zhang , Remi Dingreville , Timothy Bartel , Mark T. Lusk

The Finite Element Method (FEM) is generally unable to accurately predict natural frequencies and mode shapes of structures (eigenvalues and eigenvectors). Engineers develop numerical methods and a variety of techniques to compensate for…

Numerical Analysis · Computer Science 2015-10-16 Daniel J Joubert , Tshilidzi Marwala

Fermi gases in strongly coupled regimes, such as the unitary limit, are inherently challenging for many-body methods. Although much progress has been made with purely analytic methods, quantitative results require ab initio numerical…

Statistical Mechanics · Physics 2015-06-16 Dietrich Roscher , Jens Braun , Jiunn-Wei Chen , Joaquín E. Drut

We present a simple approach to high-accuracy calculations of critical properties for the three-dimensional Ising model, without prior knowledge of the critical temperature. The iterative method uses a modified block-spin transformation…

Statistical Mechanics · Physics 2021-09-01 D. Ron , A. Brandt , R. H. Swendsen

We compute the running coupling of non-Abelian gauge theories in the Schr\"odinger-functional scheme, by means of non-equilibrium Monte Carlo simulations on the lattice.

High Energy Physics - Lattice · Physics 2020-08-05 Olmo Francesconi , Marco Panero , David Preti

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

Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…

Computational Physics · Physics 2015-06-15 Zecheng Gan , Zhenli Xu

This paper investigates a class of algorithms for numerical integration of a function in d dimensions over a compact domain by Monte Carlo methods. We construct a histogram approximation to the function using a partition of the integration…

Computational Physics · Physics 2015-06-11 Rudy Arthur , A. D. Kennedy

Many modern production and measurement facilities incorporate multiphase systems at low pressures. In this region of flows at small, non-zero Knudsen- and low Mach numbers the classical mesoscopic Monte Carlo methods become increasingly…

Fluid Dynamics · Physics 2015-09-10 S. Schmieschek , D. K. N. Sinz , F. Keller , U. Nieken , J. Harting

A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…

Computation · Statistics 2023-09-19 Xiongming Dai , Gerald Baumgartner

We demonstrate that the multicanonical approach is not restricted to Monte Carlo simulations, but can also be applied to simulation techniques such as molecular dynamics, Langevin, and hybrid Monte Carlo algorithms. The effectiveness of the…

Chemical Physics · Physics 2007-05-23 Ulrich H. E. Hansmann , Yuko Okamoto , Frank Eisenmenger

We introduce a variational algorithm to estimate the likelihood of a rare event within a nonequilibrium molecular dynamics simulation through the evaluation of an optimal control force. Optimization of a control force within a chosen basis…

Statistical Mechanics · Physics 2021-01-14 Avishek Das , David T. Limmer

This work reports on a method for uncertainty estimation in simulated collider-event predictions. The method is based on a Monte Carlo-veto algorithm, and extends previous work on uncertainty estimates in parton showers by including…

High Energy Physics - Phenomenology · Physics 2024-05-29 Christan Bierlich , Philip Ilten , Tony Menzo , Stephen Mrenna , Manuel Szewc , Michael K. Wilkinson , Ahmed Youssef , Jure Zupan

We introduce a novel Multi-Order Monte Carlo approach for uncertainty quantification in the context of multiscale time-dependent partial differential equations. The new framework leverages Implicit-Explicit Runge-Kutta time integrators to…

Numerical Analysis · Mathematics 2026-04-08 Giulia Bertaglia , Walter Boscheri , Lorenzo Pareschi

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella