Related papers: Multigrid Method versus Staging Algorithm for PIMC…
We investigate the properties of two standard energy estimators used in path-integral Monte Carlo simulations. By disentangling the variance of the estimators and their autocorrelation times we analyse the dependence of the performance on…
We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…
Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…
We propose an improved Path Integral Monte Carlo (PIMC) algorithm called Harmonic PIMC (H-PIMC) and its generalization, Mixed PIMC (M-PIMC). PIMC is a powerful tool for studying quantum condensed phases. However, it often suffers from a low…
We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…
In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…
Path integral Monte Carlo (PIMC) simulations have become an important tool for the investigation of the statistical mechanics of quantum systems. I discuss some of the history of applying the Monte Carlo method to non-relativistic quantum…
We develop the self-learning Monte Carlo (SLMC) method, a general-purpose numerical method recently introduced to simulate many-body systems, for studying interacting fermion systems. Our method uses a highly-efficient update algorithm,…
Path integral quantum Monte Carlo (PIMC) is a method for estimating thermal equilibrium properties of stoquastic quantum spin systems by sampling from a classical Gibbs distribution using Markov chain Monte Carlo. The PIMC method has been…
Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…
We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is…
Path integral Monte Carlo (PIMC) simulations are used to calculate the momentum distribution of the homogeneous electron gas at finite temperature. This is done by calculating the off-diagonal elements of the real-space density matrix,…
The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…
We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…
Monte Carlo / Dynamic Code (MC/DC) is a portable Monte Carlo neutron transport package for rapid numerical methods exploration in heterogeneous and HPC contexts, developed under the auspices of the Center for Exascale Monte Carlo Neutron…
Rendering algorithms typically integrate light paths over path space. However, integrating over this one unified space is not necessarily the most efficient approach, and we show that partitioning path space and integrating each of these…
In the stochastic gradient descent (SGD) for sequential simulations such as the neural stochastic differential equations, the Multilevel Monte Carlo (MLMC) method is known to offer better theoretical computational complexity compared to the…
A simple algorithm is described to sample permutations of identical particles in Path Integral Monte Carlo (PIMC) simulations of continuum many-body systems. The sampling strategy illustrated here is fairly general, and can be easily…
We present a new approach to path integral Monte Carlo (PIMC) simulations based on the worm algorithm, originally developed for lattice models and extended here to continuous-space many-body systems. The scheme allows for efficient…
We provide a deepened study of autocorrelations in Neural Markov Chain Monte Carlo (NMCMC) simulations, a version of the traditional Metropolis algorithm which employs neural networks to provide independent proposals. We illustrate our…