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We provide a detailed description of the path-integral Monte Carlo worm algorithm used to exactly calculate the thermodynamics of Bose systems in the canonical ensemble. The algorithm is fully consistent with periodic boundary conditions,…

Quantum Gases · Physics 2022-03-31 G. Spada , S. Giorgini , S. Pilati

We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…

Optimization and Control · Mathematics 2024-07-10 João Hespanha , Kerem Camsari

A novel quantum-classical hybrid scheme is proposed to efficiently solve large-scale combinatorial optimization problems. The key concept is to introduce a Hamiltonian dynamics of the classical flux variables associated with the quantum…

Quantum Physics · Physics 2021-04-28 Hirotaka Irie , Haozhao Liang , Takumi Doi , Shinya Gongyo , Tetsuo Hatsuda

The evolution of an initially prepared distribution of micron sized colloidal particles, trapped at a fluid interface and under the action of their mutual capillary attraction, is analyzed by using Brownian dynamics simulations. At a…

Soft Condensed Matter · Physics 2011-11-29 J. Bleibel , A. Dominguez , M. Oettel , S. Dietrich

Population annealing is a powerful tool for large-scale Monte Carlo simulations. We adapt this method to molecular dynamics simulations and demonstrate its excellent accelerating effect by simulating the folding of a short peptide commonly…

Computational Physics · Physics 2019-02-27 Henrik Christiansen , Martin Weigel , Wolfhard Janke

We put forward a simpler and improved variation of a recently proposed method to overcome the signal-to-noise problem found in Monte Carlo calculations of the entanglement entropy of interacting fermions. The present method takes advantage…

Strongly Correlated Electrons · Physics 2016-04-06 Joaquín E. Drut , William J. Porter

We show that the common local Monte Carlo rules used to simulate the motion of driven flux lines in disordered media cannot capture the interplay between elasticity and disorder which lies at the heart of these systems. We therefore discuss…

Disordered Systems and Neural Networks · Physics 2009-11-07 Alberto Rosso , Werner Krauth

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

A stochastic leap-frog algorithm for the numerical integration of Brownian motion stochastic differential equations with multiplicative noise is proposed and tested. The algorithm has a second-order convergence of moments in a finite time…

Computational Physics · Physics 2009-10-31 Ji Qiang , Salman Habib

Two algorithms that combine Brownian dynamics (BD) simulations with mean-field partial differential equations (PDEs) are presented. This PDE-assisted Brownian dynamics (PBD) methodology provides exact particle tracking data in parts of the…

Computational Physics · Physics 2012-06-27 Benjamin Franz , Mark B. Flegg , S. Jonathan Chapman , Radek Erban

The dynamics of filaments in flow are central to understanding a wide range of biological and soft-matter systems, yet their behavior under time-dependent forcing remains poorly understood. Here, we investigate the long-time dynamics of…

Soft Condensed Matter · Physics 2026-01-05 Francesco Bonacci , Brato Chakrabarti , Olivia du Roure , Anke Lindner , David Saintillan

In this work, we present a quantum Markov chain algorithm for many-body systems that utilizes a special phase of matter known as the Many-Body Localized (MBL) phase. We show how the properties of the MBL phase enable one to address the…

Quantum Physics · Physics 2026-05-05 Mauro D'Arcangelo , Younes Javanmard , Natalie Pearson

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

Bipartite matching systems arise in many settings where agents or tasks from two distinct sets must be paired dynamically under compatibility constraints. We consider a high-dimensional bipartite matching system under uncertainty and seek…

Optimization and Control · Mathematics 2025-10-20 Baris Ata , Yaosheng Xu

Many physical and chemical processes in the condensed phase environment exhibit non-Markovian quantum dynamics. As such simulations are challenging on classical computers, we developed a variational quantum algorithm that is capable of…

Quantum Physics · Physics 2024-03-11 Peter L. Walters , Joachim Tsakanikas , Fei Wang

We present a new algorithm for calculating the Renyi entanglement entropy of interacting fermions using the continuous-time quantum Monte Carlo method. The algorithm only samples interaction correction of the entanglement entropy, which by…

Strongly Correlated Electrons · Physics 2014-09-12 Lei Wang , Matthias Troyer

Population annealing Monte Carlo is an efficient sequential algorithm for simulating k-local Boolean Hamiltonians. Because of its structure, the algorithm is inherently parallel and therefore well suited for large-scale simulations of…

Disordered Systems and Neural Networks · Physics 2018-11-26 Amin Barzegar , Christopher Pattison , Wenlong Wang , Helmut G. Katzgraber

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

We combine the one-dimensional Monte Carlo simulation and the semi-analytical one-dimensional heat potential method to design an efficient technique for pricing barrier options on assets with correlated stochastic volatility. Our approach…

Computational Finance · Quantitative Finance 2022-02-17 Alexander Lipton , Artur Sepp

The properties of semiflexible polymers tethered by one end to an impenetrable wall and exposed to oscillatory shear flow are investigated by mesoscale simulations. A polymer, confined in two dimensions, is described by a linear bead-spring…

Soft Condensed Matter · Physics 2021-12-14 Antonio Lamura , Roland G. Winkler , Gerhard Gompper