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A model based on microcanonical Monte Carlo method is used to study the application of the temperature gradient along a two-dimensional (2D) Ising system. We estimate the system size effects on thermal conductivity, $K$, for a nano-scale…

Statistical Mechanics · Physics 2009-11-11 M. Neek-Amal , R. Moussavi , H. R. Sepangi

Sampling-based inference has seen a surge of interest in recent years. Hamiltonian Monte Carlo (HMC) has emerged as a powerful algorithm that leverages concepts from Hamiltonian dynamics to efficiently explore complex target distributions.…

Computation · Statistics 2026-04-07 Arghya Mukherjee , Dootika Vats

The classical Heisenberg model is one of the most fundamental models in statistical and condensed matter physics. Extensive theoretical and numerical studies suggest that, in two dimensions, this model does not exhibit a finite-temperature…

Statistical Mechanics · Physics 2025-11-14 Dingyun Yao , Chao Zhang , Z. Y. Xie , Zhijie Fan , Youjin Deng

The goal of this article is to introduce the Hamiltonian Monte Carlo (HMC) method -- a Hamiltonian dynamics-inspired algorithm for sampling from a Gibbs density $\pi(x) \propto e^{-f(x)}$. We focus on the "idealized" case, where one can…

Data Structures and Algorithms · Computer Science 2021-08-30 Nisheeth K. Vishnoi

We extend the high-temperature series of the free energy for the XY model in two dimensions to order $\beta^{48}$ from the previous order of $\beta^{22}$ by applying the improved algorithm of the finite lattice method. The long series…

Statistical Mechanics · Physics 2009-11-13 Hiroaki Arisue

Many experimental studies, over the past two decades, have constantly reported a novel critical behavior for the transition from Smectic-A phase of liquid crystals to Hexatic-B phase with non-XY critical exponents. However according to…

Soft Condensed Matter · Physics 2007-05-23 Rasool ghanbari , Farhad Shahbazi

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…

Computation · Statistics 2019-05-03 Khue-Dung Dang , Matias Quiroz , Robert Kohn , Minh-Ngoc Tran , Mattias Villani

New algorithm of the finite lattice method is presented to generate the high-temperature expansion series of the Ising model. It enables us to obtain much longer series in three dimensions when compared not only to the previous algorithm of…

High Energy Physics - Lattice · Physics 2009-11-07 H. Arisue , T. Fujiwara

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

We present a new dynamical approach for measuring the temperature of a Hamiltonian dynamical system in the micro canonical ensemble of thermodynamics. We show that under the hypothesis of ergodicity the temperature can be computed as a…

chao-dyn · Physics 2009-10-30 Hans Henrik Rugh

We report a new multicanonical Monte Carlo (MC) algorithm to obtain the density of states (DOS) for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain an analytical form for the DOS…

Computational Physics · Physics 2017-07-25 Ying Wai Li , Markus Eisenbach

Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

Computational Physics · Physics 2009-11-10 D. M. Ceperley

The dual-fermion approach provides a formally exact prescription for calculating properties of a correlated electron system in terms of a diagrammatic expansion around dynamical mean-field theory (DMFT). Most practical implementations,…

Strongly Correlated Electrons · Physics 2017-08-02 Jan Gukelberger , Evgeny Kozik , Hartmut Hafermann

Bayesian inference is useful to obtain a predictive distribution with a small generalization error. However, since posterior distributions are rarely evaluated analytically, we employ the variational Bayesian inference or sampling method to…

Machine Learning · Computer Science 2025-09-03 Yohei Saito , Shun Kimura , Koujin Takeda

For a wide class of applications of the Monte Carlo method, we describe a general sampling methodology that is guaranteed to converge to a specified equilibrium distribution function. The method is distinct from that of Metropolis in that…

Statistical Mechanics · Physics 2009-10-31 Bruce M. Boghosian

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

Recently, the Hamilton Monte Carlo (HMC) has become widespread as one of the more reliable approaches to efficient sample generation processes. However, HMC is difficult to sample in a multimodal posterior distribution because the HMC chain…

Computation · Statistics 2020-06-22 Jonghyun Yun , Minsuk Shin , Ick Hoon Jin , Faming Liang

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…

High Energy Physics - Lattice · Physics 2010-12-17 Enzo Marinari , Giorgio Parisi

We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…

Condensed Matter · Physics 2009-10-31 M. H. Kalos , Francesco Pederiva