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In recent years efficient algorithms have been developed for the numerical computation of relativistic single-particle path integrals in quantum field theory. Here, we adapt this "worldline Monte Carlo" approach to the standard problem of…

Piecewise-deterministic Markov processes combine continuous in time dynamics with jump events, the rates of which generally depend on the continuous variables and thus are not constants. This leads to a problem in a Monte-Carlo simulation…

Computational Physics · Physics 2025-01-14 Arkady Pikovsky

Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and…

Computational Physics · Physics 2017-01-06 Li Huang , Lei Wang

With Monte Carlo simulations, we investigate short-time critical dynamics of the three-dimensional anti-ferromagnetic Ising model with a globally conserved magnetization $m_s$ (not the order parameter). From the power law behavior of the…

Statistical Mechanics · Physics 2009-11-07 B. Zheng , H. J. Luo

The stochastic series expansion quantum Monte Carlo method is used to study thin ferromagnetic films, described by a Heisenberg model including local anisotropies. The magnetization curve is calculated, and the results compared to Schwinger…

Strongly Correlated Electrons · Physics 2009-11-07 P. Henelius , P. Fröbrich , P. J. Kuntz , C. Timm , P. J. Jensen

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

Materials Science · Physics 2007-05-23 M. A. Novotny , Shannon M. Wheeler

First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…

Fluid Dynamics · Physics 2012-01-16 Roman V. Maltsev

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

The "backward simulation" of a stochastic process is defined as the stochastic dynamics that trace a time-reversed path from the target region to the initial configuration. If the probabilities calculated by the original simulation are…

Data Analysis, Statistics and Probability · Physics 2019-01-29 Shinichi Takayanagi , Yukito Iba

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

Computer simulation methods, such as Monte Carlo or Molecular Dynamics, are very powerful computational techniques that provide detailed and essentially exact information on classical many-body problems. With the advent of ab-initio…

Chemical Physics · Physics 2014-06-23 Thomas D. Kühne

Dynamical properties are studied numerically for a variant of the Kondo model with singlet and triplet crystalline electric field (CEF) levels where Kondo and CEF singlets compete for the ground state. Using the continuous-time quantum…

Strongly Correlated Electrons · Physics 2011-02-28 Shintaro Hoshino , Junya Otsuki , Yoshio Kuramoto

Frustrated spin systems generically suffer from the negative sign problem inherent to Monte Carlo methods. Since the severity of this problem is formulation dependent, optimization strategies can be put forward. We introduce a phase pinning…

Strongly Correlated Electrons · Physics 2021-08-18 Toshihiro Sato , Fakher F. Assaad

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

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

We consider Monte Carlo algorithms for the simulation of charged lattice gases with purely local dynamics. We study the mobility of particles as a function of temperature and show that the poor mobility of particles at low temperatures is…

Statistical Mechanics · Physics 2007-05-23 L. Levrel , A. C. Maggs

We investigate the self-assembly (crystallisation) of particles with hard cores and isotropic, square-well interactions, using a Monte Carlo scheme to simulate overdamped Langevin dynamics. We measure correlation and response functions…

Soft Condensed Matter · Physics 2015-03-19 Daphne Klotsa , Robert L. Jack

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

The standard approach for path integral Monte Carlo simulations of open quantum systems is extended as an efficient tool to monitor the time evolution of coherences (off-diagonal elements of the reduced density matrix) also for strong…

Statistical Mechanics · Physics 2015-06-12 Denis Kast , Joachim Ankerhold

Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…

High Energy Astrophysical Phenomena · Physics 2016-02-17 R. C. Tautz , J. Bolte , A. Shalchi
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