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When permutation methods are used in practice, often a limited number of random permutations are used to decrease the computational burden. However, most theoretical literature assumes that the whole permutation group is used, and methods…

Statistics Theory · Mathematics 2018-08-20 Jesse Hemerik , Jelle Goeman

While the 3d Ising model has defied analytic solution, various numerical methods like Monte Carlo, MCRG and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff…

Computational Physics · Physics 2018-06-12 Alan M. Ferrenberg , Jiahao Xu , David P. Landau

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

Statistical Mechanics · Physics 2007-05-23 Erik Luijten

Monte Carlo simulations are an important tool in statistical physics, complex systems science, and many other fields. An increasing number of these simulations is run on parallel systems ranging from multicore desktop computers to…

Statistical Mechanics · Physics 2009-06-10 Stephan Mertens

A method is proposed to handle the sign problem in the simulation of systems having indefinite or complex-valued measures. In general, this new approach, which is based on renormalisation blocking, is shown to yield statistical errors…

High Energy Physics - Lattice · Physics 2009-10-28 J. F. Markham , T. D. Kieu

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

We present an extensive analysis of systematic deviations in Wolff cluster simulations of the critical Ising model, using random numbers generated by binary shift registers. We investigate how these deviations depend on the lattice size,…

Statistical Mechanics · Physics 2009-10-30 Lev N. Shchur , Henk W. J. Blöte

Present quantum Monte Carlo codes use statistical techniques adapted to find the amplitude of a quantum system or the associated eigenvalues. Thus, they do not use a true physical random source. It is demonstrated that, in fact, quantum…

Quantum Physics · Physics 2007-05-23 J. M. A. Figueiredo

We propose a multilevel Monte-Carlo scheme, applicable to local actions, which is expected to reduce statistical errors on correlation functions. We give general arguments to show how the efficiency and parameters of the algorithm are…

High Energy Physics - Lattice · Physics 2010-02-03 Harvey B. Meyer

The problem of calculating real-time correlation functions is formulated in terms of an imaginary-time partial differential equation. The latter is solved analytically for the perturbed harmonic oscillator and compared with the known exact…

Statistical Mechanics · Physics 2007-05-23 P. E. Kornilovitch

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Data Structures and Algorithms · Computer Science 2020-11-19 Markus Anders , Pascal Schweitzer

A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov…

Statistical Mechanics · Physics 2016-08-31 K. P. N. Murthy

Simple feedback loops, inspired from extremum-seeking, are proposed to lock a probe-frequency to the transition frequency of a single quantum system following quantum Monte-Carlo trajectories. Two specific quantum systems are addressed, a…

Mathematical Physics · Physics 2009-09-09 Mazyar Mirrahimi , Pierre Rouchon

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

In this paper, we solve quantum many-body problem by propagating ensembles of trajectories and guiding waves in physical space. We introduce the 'effective potential' correction within the recently proposed time-dependent quantum Monte…

Quantum Physics · Physics 2025-02-05 Ivan P. Christov

We discuss different approaches for studying the influence of disorder in the three-dimensional Ising model. From the theoretical point of view, renormalisation group calculations provide quite accurate results. Experiments carried out on…

Statistical Mechanics · Physics 2007-05-23 Bertrand Berche , Pierre-Emmanuel Berche , Christophe Chatelain , Wolfhard Janke

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

Distance correlation is a new measure of dependence between random vectors. Distance covariance and distance correlation are analogous to product-moment covariance and correlation, but unlike the classical definition of correlation,…

Statistics Theory · Mathematics 2008-12-18 Gábor J. Székely , Maria L. Rizzo , Nail K. Bakirov

The distribution function of a random distance in three dimensions is given and some new three-dimensional d2-tests of randomness are suggested. We show that our test statistics are not correlated with the usual test statistics and are…

Applications · Statistics 2014-02-24 Sergii Koliada

To investigate order-order interfaces, we perform multimagnetical Monte Carlo simulations of the $2D$ and $3D$ Ising model. Stringent tests of the numerical methods are performed by reproducing with high precision exact $2D$ results. In the…

High Energy Physics - Lattice · Physics 2015-06-25 U. Hansmann , B. A. Berg , T. Neuhaus