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Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…
We report an essential improvement of the plain Fourier Monte Carlo algorithm that promises to be a powerful tool for investigating critical behavior in a large class of lattice models, in particular those containing microscopic or…
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…
We consider Metropolis Hastings MCMC in cases where the log of the ratio of target distributions is replaced by an estimator. The estimator is based on m samples from an independent online Monte Carlo simulation. Under some conditions on…
In this work, we extend the dual triply irreducible local expansion (D-TRILEX) approach for correlated electronic systems by introducing a cluster reference system for the diagrammatic expansion. This framework allows us to consistently…
We present highly accurate Monte Carlo results for simple cubic Ising lattices containing up to $256^3$ spins. These results were obtained by means of the Cluster Processor, a newly built special-purpose computer for the Wolff cluster…
A spin-1/2, Ising trilayered ferrimagnetic system on square Bravais lattice is studied, employing Monte-Carlo simulation with the single spin-flip Metropolis algorithm. The bulk of such a system is formed by three layers, each of which is…
We have studied the spin-polarized three-dimensional homogeneous electron gas using the diffusion quantum Monte Carlo method, with trial wave functions including backflow and three-body correlations in the Jastrow factor, and we have used…
With large volumes of data available from LHC, it has become possible to study the multiplicity distributions for the various possible behaviours of the multiparticle production in collisions of relativistic heavy ion collisions, where a…
We study the kinematics of multigrid Monte Carlo algorithms by means of acceptance rates for nonlocal Metropolis update proposals. An approximation formula for acceptance rates is derived. We present a comparison of different coarse-to-fine…
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…
We use the single-cluster Monte Carlo update algorithm to simulate the Ising model on two-dimensional Poissonian random lattices with up to 80,000 sites which are linked together according to the Voronoi/Delaunay prescription. In one set of…
We obtain the phase diagram for the Blume-Capel model with bimodal distribution for random crystal fields, in the space of three fields: temperature, crystal field and magnetic field. We find that three critical lines meet at a tricritical…
Monte Carlo simulations have boosted the numerical study of several different physical systems and in particular, the canonical ensemble has been especially useful because of the existence of easy and efficient relaxation algorithms…
In 1986, Swendsen and Wang proposed a replica Monte Carlo algorithm for spin glasses [Phys. Rev. Lett. 57 (1986) 2607]. Two important ingredients are present, (1) the use of a collection of systems (replicas) at different of temperatures,…
We propose a modification, based on the RESTART (repetitive simulation trials after reaching thresholds) and DPR (dynamics probability redistribution) rare event simulation algorithms, of the standard diffusion Monte Carlo (DMC) algorithm.…
This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the…
We present an algorithm for Monte Carlo simulations of a nearest-neighbor spin ice model based on its cluster representation. To assess its performance, we estimate a relaxation time, and find that, in contrast to the Metropolis algorithm,…
Article describes the results of the development and using of Rare-Event Monte-Carlo Simulation Algorithms for Dynamic Fault Trees Estimation. For Fault Trees estimation usually analytical methods are used (Minimal Cut sets, Markov Chains,…
The main focus of the analysts who deal with clustered data is usually not on the clustering variables, and hence the group-specific parameters are treated as nuisance. If a fixed effects formulation is preferred and the total number of…