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This paper proposes several explicit and implicit multistep frequency response optimized integrators considering first or second order derivative. A prediction-based method aiming at accelerating a novel power system transient simulation…

Systems and Control · Electrical Eng. & Systems 2021-02-16 Sheng Lei , Alexander Flueck

We propose a new Monte Carlo algorithm for the free energy calculation based on configuration space sampling. We implement this algorithm for Ising model. Comparison with the exact free energy shows an excellent agreement. We analyse the…

Strongly Correlated Electrons · Physics 2015-08-05 Sheng Bi , Ning-Hua Tong

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

We present an efficient method to find minimum energy structures using energy estimates from accurate quantum Monte Carlo calculations. This method involves a stochastic process formed from the stochastic energy estimates from Monte Carlo…

Computational Physics · Physics 2015-05-18 Lucas K. Wagner , Jeffrey C. Grossman

Due to the potential benefits of parallelization, designing unbiased Monte Carlo estimators, primarily in the setting of randomized multilevel Monte Carlo, has recently become very popular in operations research and computational…

Computation · Statistics 2024-04-03 Guanyang Wang , Jose Blanchet , Peter W. Glynn

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

We propose an algorithm for molecular dynamics or Monte Carlo simulations that uses an interpolation procedure to estimate potential energy values from energies and gradients evaluated previously at points of a simplicial mesh. We chose an…

Computational Physics · Physics 2020-01-07 Konstantin Karandashev , Jiri Vanicek

We report a novel Monte Carlo scheme that greatly enhances the power of parallel-tempering simulations. In this method, we boost the accumulation of statistical averages by including information about all potential parallel tempering trial…

Statistical Mechanics · Physics 2007-05-23 Ivan Coluzza Daan Frenkel

The use of improved covariance matrix estimators as an alternative to the sample estimator is considered an important approach for enhancing portfolio optimization. Here we empirically compare the performance of 9 improved covariance…

Portfolio Management · Quantitative Finance 2010-04-27 Ester Pantaleo , Michele Tumminello , Fabrizio Lillo , Rosario N. Mantegna

We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that…

Other Condensed Matter · Physics 2007-05-23 Helmut G. Katzgraber , Simon Trebst , David A. Huse , Matthias Troyer

We propose a new method for calculating total energies of systems of interacting electrons, which requires little more computational resources than standard density-functional theories. The total energy is calculated within the framework of…

Condensed Matter · Physics 2009-10-31 Paula Sanchez-Friera , R. W. Godby

Quantum Monte Carlo (QMC) methods such as Variational Monte Carlo, Diffusion Monte Carlo or Path Integral Monte Carlo are the most accurate and general methods for computing total electronic energies. We will review methods we have…

Computational Physics · Physics 2007-05-23 David Ceperley , Mark Dewing , Carlo Pierleoni

We present a novel Exchange Monte Carlo (EMC) method designed for application in continuous-space Path Integral Monte Carlo (PIMC) simulations at finite temperature. Traditional PIMC methods for bosonic systems suffer from long…

Statistical Mechanics · Physics 2026-05-26 Xun Zhao , Synge Todo

We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the order of accuracy…

Numerical Analysis · Mathematics 2015-04-10 Sergio Blanes , Fernando Casas , J. M. Sanz-Serna

We propose a new variational Monte Carlo (VMC) method with an energy variance extrapolation for large-scale shell-model calculations. This variational Monte Carlo is a stochastic optimization method with a projected correlated condensed…

Nuclear Theory · Physics 2012-02-14 Takahiro Mizusaki , Noritaka Shimizu

According to the shock jump conditions, the total fluid's mass, momentum, and energy should be conserved in the entire simulation box. We perform the dynamical Monte Carlo simulations with the multiple scattering law for energy analysis.…

Solar and Stellar Astrophysics · Physics 2015-05-28 Xin Wang , Yihua Yan

In the design of stellarators, energetic particle confinement is a critical point of concern which remains challenging to study from a numerical point of view. Standard Monte Carlo analyses are highly expensive because a large number of…

Plasma Physics · Physics 2022-05-18 Frederick Law , Antoine Cerfon , Benjamin Peherstorfer

In the regime where traditional approaches to electronic structure cannot afford to achieve accurate energy differences via exhaustive wave function flexibility, rigorous approaches to balancing different states' accuracies become…

Chemical Physics · Physics 2017-11-22 Paul J. Robinson , Sergio D. Pineda Flores , Eric Neuscamman

While the Quasi-Monte Carlo method of numerical integration achieves smaller integration error than standard Monte Carlo, its use in particle physics phenomenology has been hindered by the abscence of a reliable way to estimate that error.…

High Energy Physics - Phenomenology · Physics 2009-11-11 R. H. Kleiss , A. Lazopoulos

In this paper, I investigate more closely the recently proposed Free Energy Monte Carlo algorithm that is devised in particular for calculations where conventional Monte Carlo simulations struggle with ergodicity problems. The simplest…

Condensed Matter · Physics 2007-05-23 M. J. Thill