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This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker

The Lie-Trotter formula, together with its higher-order generalizations, provides a direct approach to decomposing the exponential of a sum of operators. Despite significant effort, the error scaling of such product formulas remains poorly…

Quantum Physics · Physics 2021-02-05 Andrew M. Childs , Yuan Su , Minh C. Tran , Nathan Wiebe , Shuchen Zhu

We show that addition of Metropolis single spin-flips to the Wolff cluster flipping Monte Carlo procedure leads to a dramatic {\bf increase} in performance for the spin-1/2 Ising model. We also show that adding Wolff cluster flipping to the…

Statistical Mechanics · Physics 2009-11-07 J. A. Plascak , Alan M. Ferrenberg , D. P. Landau

A general method is developed which enables the exact treatment of the non-Markovian quantum dynamics of open systems through a Monte Carlo simulation technique. The method is based on a stochastic formulation of the von Neumann equation of…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

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

We report the results of simulations of the Lebwohl-Lasher model of the nematic-isotropic transition using a new cluster Monte Carlo algorithm. The algorithm is a modification of the Wolff algorithm for spin systems, and greatly reduces…

Soft Condensed Matter · Physics 2009-10-31 N. Priezjev , Robert A. Pelcovits

New hybrid Molecular Dynamics-Monte Carlo methods are proposed to increase the efficiency of constant-pressure simulations. Two variations of the isobaric Molecular Dynamics component of the algorithms are considered. In the first, we use…

Soft Condensed Matter · Physics 2009-11-07 Roland Faller , Juan J. de Pablo

A quantum Monte Carlo method with non-local update scheme is presented. The method is based on a path-integral decomposition and a worm operator which is local in imaginary time. It generates states with a fixed number of particles and…

Statistical Mechanics · Physics 2009-11-11 Kris Van Houcke , Stefan Rombouts , Lode Pollet

We develop a real-time Full Configuration Interaction Quantum Monte Carlo approach for the modeling of driven-dissipative open quantum systems. The method enables stochastic sampling of the Liouville-von-Neumann time evolution of the…

Quantum Physics · Physics 2018-06-06 Alexandra Nagy , Vincenzo Savona

Tensor network contraction is a fundamental computational challenge underlying quantum many-body physics, statistical mechanics, and machine learning. Belief propagation (BP) provides an efficient approximate solution, but introduces…

L\"uscher's local bosonic algorithm for Monte Carlo simulations of quantum field theories with fermions is applied to the simulation of a possibly supersymmetric Yang-Mills theory with a Majorana fermion in the adjoint representation.…

High Energy Physics - Lattice · Physics 2009-10-28 I. Montvay

The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…

Quantum Physics · Physics 2023-03-13 Koichi Miyamoto

We devise a numerical scheme for the time evolution of matrix product operators by adapting the time-dependent variational principle for matrix product states [J. Haegeman et al, Phys. Rev. B 94, 165116 (2016)]. A simple augmentation of the…

Quantum Physics · Physics 2019-01-01 Christian B. Mendl

A stochastic simulation algorithm for the computation of multitime correlation functions which is based on the quantum state diffusion model of open systems is developed. The crucial point of the proposed scheme is a suitable extension of…

Quantum Physics · Physics 2009-10-31 Heinz-Peter Breuer , Bernd Kappler , Francesco Petruccione

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

A quantum implementation of the Stochastic Series Expansion (SSE) Monte Carlo method is proposed, and it is shown that quantum SSE offers significant advantages over classical implementations of SSE. In particular, for problems where…

Quantum Physics · Physics 2020-10-05 Kok Chuan Tan , Dhiman Bowmick , Pinaki Sengupta

State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…

Machine Learning · Computer Science 2019-01-07 Duo Xu

We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…

High Energy Physics - Lattice · Physics 2012-02-28 Nigel Cundy , Weonjong Lee

We propose a new effective cluster algorithm of tuning the critical point automatically, which is an extended version of Swendsen-Wang algorithm. We change the probability of connecting spins of the same type, $p = 1 - e^{- J/ k_BT}$, in…

Statistical Mechanics · Physics 2009-10-31 Yusuke Tomita , Yutaka Okabe

This paper advances the local projections (LP) method by addressing its inefficiency in high-frequency economic and financial data with volatility clustering. We incorporate a generalized autoregressive conditional heteroskedasticity…

Econometrics · Economics 2025-03-05 Chew Lian Chua , David Gunawan , Sandy Suardi