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Efficient quantum Monte Carlo update schemes called directed loops have recently been proposed, which improve the efficiency of simulations of quantum lattice models. We propose to generalize the detailed balance equations at the local…

Strongly Correlated Electrons · Physics 2007-05-23 Fabien Alet , Stefan Wessel , Matthias Troyer

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…

Strongly Correlated Electrons · Physics 2025-07-18 Gaopei Pan , Chuang Chen , Zi Yang Meng

Monte Carlo algorithms are a foundational pillar of modern computational science, yet their effective application hinges on a deep understanding of their performance trade offs. This paper presents a critical analysis of the evolution of…

Computation · Statistics 2025-12-23 Ravi Prasad

With Monte Carlo methods we study the dynamic relaxation of a vortex state at the Kosterlitz-Thouless phase transition of the two-dimensional XY model. A local pseudo-magnetization is introduced to characterize the symmetric structure of…

Computational Physics · Physics 2012-02-01 X. P. Qin , B. Zheng , N. J. Zhou

Nonequilibrium relaxation behaviors in the Ising model on a square lattice based on the Wolff algorithm are totally different from those based on local-update algorithms. In particular, the critical relaxation is described by the…

Statistical Mechanics · Physics 2014-10-23 Yoshihiko Nonomura

We present a Monte Carlo study of the two-component $\phi^4$ model on the simple cubic lattice in three dimensions. By suitable tuning of the coupling constant $\lambda$ we eliminate leading order corrections to scaling. High statistics…

Statistical Mechanics · Physics 2009-10-31 M. Hasenbusch , T. Toeroek

A generalization to the quantum case of a recently introduced algorithm (Y. Tomita and Y. Okabe, Phys. Rev. Lett. {\bf 86}, 572 (2001)) for the determination of the critical temperature of classical spin models is proposed. We describe a…

Strongly Correlated Electrons · Physics 2009-11-07 F. Alet , E. Sorensen

An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…

Statistical Mechanics · Physics 2016-09-13 Yuji Sakai , Koji Hukushima

We perform numerical simulations to study static and dynamic critical behaviour of the 3d random-site Ising model. A distinct feature of our approach is a combination of the Metropolis, Swendsen-Wang, and Wolff Monte Carlo algorithms. For…

Disordered Systems and Neural Networks · Physics 2009-04-03 D. Ivaneyko , J. Ilnytskyi , B. Berche , Yu. Holovatch

Following a suggestion given in Nucl. Phys. B 300 (1988)611,we show how the U(1)*Z_{2} symmetry of the fully frustrated XY (FFXY) model on a square lattice can be accounted for in the framework of the m-reduction procedure developed for a…

High Energy Physics - Theory · Physics 2011-02-16 Gerardo Cristofano , Vincenzo Marotta , Petter Minnhagen , Adele Naddeo , Giuliano Niccoli

We implemented a GPU based parallel code to perform Monte Carlo simulations of the two dimensional q-state Potts model. The algorithm is based on a checkerboard update scheme and assigns independent random numbers generators to each thread.…

Statistical Mechanics · Physics 2012-03-12 Ezequiel E. Ferrero , Juan Pablo De Francesco , Nicolás Wolovick , Sergio A. Cannas

The hybrid Monte Carlo (HMC) algorithm is applied for the Bayesian inference of the stochastic volatility (SV) model. We use the HMC algorithm for the Markov chain Monte Carlo updates of volatility variables of the SV model. First we…

Computational Finance · Quantitative Finance 2010-12-30 Tetsuya Takaishi

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

We introduce an approach to find approximate numerical solutions of truncated bootstrap equations for Conformal Field Theories (CFTs) in arbitrary dimensions. The method is based on a stochastic search via a Metropolis algorithm guided by…

High Energy Physics - Theory · Physics 2022-08-17 Alessandro Laio , Uriel Luviano Valenzuela , Marco Serone

We investigate the isotropic-anisotropic phase transition of the two-dimensional XY model with six-fold anisotropy, using Monte Carlo renormalization group method. The result indicates difficulty of observing asymptotic critical behavior in…

Statistical Mechanics · Physics 2009-11-07 M. Itakura

At fine lattice spacings, Markov chain Monte Carlo simulations of QCD and other gauge theories with or without fermions are plagued by slow modes that give rise to large autocorrelation times. This can lead to simulation runs that are…

High Energy Physics - Lattice · Physics 2024-06-12 Timo Eichhorn , Gianluca Fuwa , Christian Hoelbling , Lukas Varnhorst

Many problems reduce to the fixed-point problem of solving $x=T(x)$. To this problem, we apply the coordinate-update algorithms, which update only one or a few components of $x$ at each step. When each update is cheap, these algorithms are…

Optimization and Control · Mathematics 2017-03-06 Yat Tin Chow , Tianyu Wu , Wotao Yin

We study the nature of the phase transition in the fully frustrated simple cubic lattice with the XY spin model. This system is the Villain's model generalized in three dimensions. The ground state is very particular with a 12-fold…

Statistical Mechanics · Physics 2010-12-30 V. Thanh Ngo , D. Tien Hoang , Hung The Diep

With the success of dynamical mean field theories, solvers for quantum-impurity problems have become an important tool for the numerical study of strongly correlated systems. Continuous-time Quantum Monte Carlo sampling of the expansion in…

Strongly Correlated Electrons · Physics 2014-04-17 P. Sémon , G. Sordi , A. -M. S. Tremblay

In this paper we compare the relaxation in several versions of the Sznajd model (SM) with random sequential updating on the chain and square lattice. We start by reviewing briefly all proposed one dimensional versions of SM. Next, we…

Statistical Mechanics · Physics 2009-11-11 Sylwia Krupa , Katarzyna Sznajd-Weron
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