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Direct sampling of multi-dimensional systems with quantum Monte Carlo methods allows exact account of many-body effects or particle correlations. The most straightforward approach to solve the Schr\"odinger equation, Diffusion Monte Carlo,…

Quantum Physics · Physics 2017-09-07 Ilkka Ruokosenmäki , Tapio T. Rantala

We introduce Projected Latent Markov Chain Monte Carlo (PL-MCMC), a technique for sampling from the high-dimensional conditional distributions learned by a normalizing flow. We prove that a Metropolis-Hastings implementation of PL-MCMC…

Machine Learning · Computer Science 2021-03-01 Chris Cannella , Mohammadreza Soltani , Vahid Tarokh

Several strategies have been recently proposed in order to improve Monte Carlo sampling efficiency using machine learning tools. Here, we challenge these methods by considering a class of problems that are known to be exponentially hard to…

Disordered Systems and Neural Networks · Physics 2023-03-15 Simone Ciarella , Jeanne Trinquier , Martin Weigt , Francesco Zamponi

Stability is a basic requirement when studying the behavior of dynamical systems. However, stabilizing dynamical systems via reinforcement learning is challenging because only little data can be collected over short time horizons before…

Optimization and Control · Mathematics 2024-11-01 Steffen W. R. Werner , Benjamin Peherstorfer

We study episodic reinforcement learning (RL) in non-stationary linear kernel Markov decision processes (MDPs). In this setting, both the reward function and the transition kernel are linear with respect to the given feature maps and are…

Machine Learning · Computer Science 2024-12-24 Han Zhong , Zhongren Chen , Zhuoran Yang , Zhaoran Wang , Csaba Szepesvári

We present quantum Monte Carlo results for the field and temperature dependence of the magnetization and the spin-lattice relaxation rate $1/T_1$ of a two-dimensional $S=1/2$ quantum Heisenberg ferromagnet. The Monte Carlo method, which…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Patrik Henelius , Anders W. Sandvik , Carsten Timm , S. M. Girvin

Motivated by recent experiments on molecular quantum dots we investigate the relaxation of pure spin states when coupled to metallic leads. Under suitable conditions these systems are well described by a ferromagnetic Kondo model. Using two…

Strongly Correlated Electrons · Physics 2009-12-01 Andreas Hackl , David Roosen , Stefan Kehrein , Walter Hofstetter

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…

Other Statistics · Statistics 2018-07-30 Nanjing Jian , Shane G. Henderson

We propose and study a fully implicit finite volume scheme for the pressureless Euler-Poisson-Boltzmann equations on the one dimensional torus. Especially, we design a consistent and dissipative discretization of the force term which yields…

Numerical Analysis · Mathematics 2025-04-03 Mehdi Badsi , Nicolas Crouseilles

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

This discussion serves as an introduction to the use of Monte Carlo simulations as a useful way to evaluate the observables of a ferromagnet. Key background is given about the relevance and effectiveness of this stochastic approach and in…

Statistical Mechanics · Physics 2008-03-04 Jacques Kotze

We present a method for performing Hamiltonian Monte Carlo that largely eliminates sample rejection for typical hyperparameters. In situations that would normally lead to rejection, instead a longer trajectory is computed until a new state…

Computation · Statistics 2016-03-29 Jascha Sohl-Dickstein , Mayur Mudigonda , Michael R. DeWeese

Phase transitions in the three-dimensional diluted Ising antiferromagnet in an applied magnetic field are analyzed numerically. It is found that random magnetic field in a system with spin concentration below a certain threshold induces a…

Other Condensed Matter · Physics 2009-11-11 V. V. Prudnikov , V. N. Borodikhin

In this paper we propose a model predictive control scheme for constrained fractional-order discrete-time systems. We prove that all constraints are satisfied at all time instants and we prescribe conditions for the origin to be an…

Optimization and Control · Mathematics 2016-06-16 Pantelis Sopasakis , Haralambos Sarimveis

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

The present paper reports the results of a Monte Carlo experiment using a turbulent channel flow. Different actions are proposed, varying the size, duration and sign of a localised volumetric force that acts near one wall of a turbulent…

Fluid Dynamics · Physics 2020-06-14 Roberto Pastor , Alberto Vela-Martin , Oscar Flores

Probably one of the most striking examples of the close connections between global optimization processes and statistical physics is the simulated annealing method, inspired by the famous Monte Carlo algorithm devised by Metropolis et al.…

Numerical Analysis · Mathematics 2024-01-12 Lorenzo Pareschi

We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang

Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…

Optimization and Control · Mathematics 2020-07-09 Yiwei Qiu , Jin Lin , Xiaoshuang Chen , Feng Liu , Yonghua Song
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