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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

A new technique is explored for the Monte Carlo sampling of complex-valued distributions. The method is based on a heat bath approach where the conditional probability is replaced by a positive representation of it on the complex plane.…

High Energy Physics - Lattice · Physics 2016-10-19 L. L. Salcedo

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…

Other Condensed Matter · Physics 2014-03-05 Fernando A. Reboredo , Jeongnim Kim

We study lithium systems over a range of number of atoms, e.g., atomic anion, dimer, metallic cluster, and body-centered cubic crystal by the diffusion Monte Carlo method. The calculations include both core and valence electrons in order to…

Computational Physics · Physics 2015-07-29 Kevin Rasch , Lubos Mitas

In the study of phase transitions a very few models are accessible to exact solution. In the most cases analytical simplifications have to be done or some numerical technique has to be used to get insight about their critical properties.…

Statistical Mechanics · Physics 2017-05-24 B. V. Costa , L. A. S. Mól , J. C. S. Rocha

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 consider a stochastic process of heat conduction where energy is redistributed along a chain between nearest neighbor sites via an improper beta distribution. Similar to the well-known Kipnis-Marchioro-Presutti (KMP) model, the finite…

Statistical Mechanics · Physics 2023-05-03 Chiara Franceschini , Rouven Frassek , Cristian Giardinà

We study the nonequilibrium steady state realized in a general stochastic system attached to multiple heat baths and/or driven by an external force. Starting from the detailed fluctuation theorem we derive concise and suggestive expressions…

Statistical Mechanics · Physics 2009-11-13 Teruhisa S. Komatsu , Naoko Nakagawa

We show that the acceptance probability for swaps in the parallel tempering Monte Carlo method for classical canonical systems is given by a universal function that depends on the average statistical fluctuations of the potential and on the…

Chemical Physics · Physics 2009-11-10 Cristian Predescu , Mihaela Predescu , Cristian V. Ciobanu

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

We consider graph diffusion processes constructed from finite i.i.d. samples drawn from an unknown manifold embedded in ambient Euclidean space, where the graph affinity is defined by an ambient Gaussian kernel matrix. We show that the…

Machine Learning · Statistics 2026-05-26 Xiuyuan Cheng , Nan Wu

A Monte-Carlo algorithm for discrete statistical models that combines the full power of the Belief Propagation algorithm with the advantages of a detailed-balanced heat bath approach is presented. A sub-tree inside the factor graph is first…

Statistical Mechanics · Physics 2014-07-02 Aurélien Decelle , Florent Krzakala

Monte Carlo simulations within the grand canonical ensemble are used to obtain the joint distribution of density and energy fluctuations $p_L(\rho,u)$ for two model fluids: a decorated lattice gas and a polymer system. In the near critical…

Condensed Matter · Physics 2009-10-22 Nigel B. Wilding , Marcus Mueller

Employing a classical density-functional description of liquid environments, we introduce a rigorous method for the diffusion quantum Monte Carlo calculation of free energies and thermodynamic averages of solvated systems that requires…

We consider a quantum system coupled to a dissipative background with many degrees of freedom using the Monte Carlo Wave Function method. Instead of dealing with a density matrix which can be very high-dimensional, the method consists of…

Quantum Physics · Physics 2009-11-07 S. C. Badescu , S. C. Ying , T. Ala-Nissila

This paper gives foundational results for the application of quasi-stationarity to Monte Carlo inference problems. We prove natural sufficient conditions for the quasi-limiting distribution of a killed diffusion to coincide with a target…

Methodology · Statistics 2018-12-07 Andi Q. Wang , Martin Kolb , Gareth O. Roberts , David Steinsaltz

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

Strongly Correlated Electrons · Physics 2016-06-10 Kensaku Takai , Kota Ido , Takahiro Misawa , Youhei Yamaji , Masatoshi Imada

An accurate method to compute the annihilation rate in positronic systems by means of quantum Monte Carlo simulations is tested and compared with previously proposed methods using simple model systems. This method can be applied within all…

Chemical Physics · Physics 2009-11-07 Massimo Mella , Simone Chiesa , Gabriele Morosi

This work introduces a new approximate proximal sampler that operates solely with zeroth-order information of the potential function. Prior theoretical analyses have revealed that proximal sampling corresponds to alternating forward and…

Machine Learning · Computer Science 2026-03-23 Hirohane Takagi , Atsushi Nitanda

We study the post-inflationary energy transfer from the inflaton ($\phi$) into a scalar field ($\chi$) non-minimally coupled to gravity through $\xi R|\chi|^2$, considering models with inflaton potential $V_{\rm inf} \propto |\phi|^{\,p}$…

Cosmology and Nongalactic Astrophysics · Physics 2024-06-06 Daniel G. Figueroa , Nicolas Loayza
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