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Zero- and two-dimensional crystal defects form in open statistical ensembles, such as the grand canonical, that are usually inaccessible with conventional simulation techniques. This longstanding challenge is overcome with a new Hamiltonian…

Materials Science · Physics 2026-01-16 Flynn Walsh , Babak Sadigh , Joseph T. McKeown , Timofey Frolov

Block-spin transformation of topological defects is applied to the violation of the non-Abelian Bianchi identity (VMABI) on lattice defined as Abelian monopoles. To get rid of lattice artifacts, we introduce various techniques smoothing the…

High Energy Physics - Lattice · Physics 2018-02-28 Tsuneo Suzuki

It is shown, by means of Monte Carlo simulation and Finite Size Scaling analysis, that the Heisenberg spin glass undergoes a finite-temperature phase transition in three dimensions. There is a single critical temperature, at which both a…

Disordered Systems and Neural Networks · Physics 2009-11-11 I. Campos , M. Cotallo-Aban , V. Martin-Mayor , S. Perez-Gaviro , A. Tarancon

We propose a new iterative unfolding method for experimental data, making use of a regularization function. The use of this function allows one to build an improved normalization procedure for Monte Carlo spectra, unbiased by the presence…

Data Analysis, Statistics and Probability · Physics 2009-07-23 Bogdan Malaescu

Flat-histogram Monte Carlo simulations are well-established, robust methods to perform random walks in a physical observable or parameter space, making them suitable for finding ground states or studying phase transitions in complex systems…

Statistical Mechanics · Physics 2026-01-28 Thomas Vogel , Ying Wai Li

The quantum Monte Carlo algorithm is arguably one of the most powerful computational many-body methods, enabling accurate calculation of many properties in interacting quantum systems. In the presence of the so-called sign problem, the…

Strongly Correlated Electrons · Physics 2018-02-23 Chia-Chen Chang , Miguel A. Morales

To tackle the sign problem in the simulations of systems having indefinite or complex-valued measures, we propose a new approach which yields statistical errors smaller than the crude Monte Carlo using absolute values of the original…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

Most experimental and theoretical studies of adiabatic optimization use stoquastic Hamiltonians, whose ground states are expressible using only real nonnegative amplitudes. This raises a question as to whether classical Monte Carlo methods…

Quantum Physics · Physics 2016-11-01 Michael Jarret , Stephen P. Jordan , Brad Lackey

We introduce an efficient lattice regularization scheme for quantum Monte Carlo calculations of realistic electronic systems. The kinetic term is discretized by a finite difference Laplacian with two mesh sizes, a and a', where a'/a is an…

Other Condensed Matter · Physics 2009-11-11 Michele Casula , Claudia Filippi , Sandro Sorella

The authors consider stochastic aspects of the stabilization problem for two and three-dimensional Oseen equations with help of feedback control defined on a part of the fluid boundary. Stochastic issues arise when inevitable unpredictable…

Analysis of PDEs · Mathematics 2007-05-23 Jinqiao Duan , Andrei V. Fursikov

The 'Neumann-Ulam' Monte-Carlo sampling is described for the calculation of a matrix inversion or a Green function in case of Hubbard-Stratonovich (HS-)transformed coherent state path integrals. We illustrate how to circumvent direct…

Statistical Mechanics · Physics 2012-05-23 Bernhard Mieck

Quantum annealing is a generic solver of the optimization problem that uses fictitious quantum fluctuation. Its simulation in classical computing is often performed using the quantum Monte Carlo simulation via the Suzuki--Trotter…

Quantum Physics · Physics 2016-12-15 Masayuki Ohzeki

These notes are intended as a detailed discussion on how to implement the diagrammatic Monte Carlo method for a physical system which is technically simple and where it works extremely well, namely the Fr\"ohlich polaron problem. Sampling…

Statistical Mechanics · Physics 2019-07-02 Jonas Greitemann , Lode Pollet

We present a whole series of novel methods to alleviate the sign problem of the Fermionic Shadow Wave Function in the context of Variational Monte Carlo. The effectiveness of our new techniques is demonstrated on the example of liquid 3He.…

Computational Physics · Physics 2015-04-21 Francesco Calcavecchia , Francesco Pederiva , Malvin H. Kalos , Thomas D. Kühne

Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…

Materials Science · Physics 2015-05-13 Sander Pronk , Phillip L. Geissler

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Computational Physics · Physics 2019-10-29 G. Margazoglou , L. Biferale , R. Grauer , K. Jansen , D. Mesterházy , T. Rosenow , R. Tripiccione

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

Computation · Statistics 2022-08-17 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob von Behren

This paper develops a large-scale inference approach for the regularization of stock return covariance matrices. The framework allows for the presence of heavy tails and multivariate GARCH-type effects of unknown form among the stock…

Econometrics · Economics 2024-07-16 Richard Luger

The results of numerical simulation using a modified Monte Carlo method with a thermostat algorithm for a pseudospin model of orthonickelates are presented. Temperature phase diagrams are constructed for various degrees of filling and for…

Statistical Mechanics · Physics 2025-11-18 V. S. Ryumshin , Yu. D. Panov , V. A. Ulitko , A. S. Moskvin

Consider a process, stochastic or deterministic, obtained by using a numerical integration scheme, or from Monte-Carlo methods involving an approximation to an integral, or a Newton-Raphson iteration to approximate the root of an equation.…

Computational Finance · Quantitative Finance 2010-06-17 Don McLeish