Related papers: Introduction to Multicanonical Monte Carlo Simulat…
We propose a number of Monte Carlo algorithms for the simulation of ice models and compare their efficiency. One of them, a cluster algorithm for the equivalent three colour model, appears to have a dynamic exponent close to zero, making it…
Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…
We present a method to facilitate Monte Carlo simulations in the grand canonical ensemble given a target mean particle number. The method imposes a fictitious dynamics on the chemical potential, to be run concurrently with the Monte Carlo…
The critical properties of the 2D Ising and 3-state Potts models are investigated using Monte Carlo simulations. Special interest is given to measurement of 3-point correlation functions and associated universal objects, i.e. structure…
Path integral Monte Carlo (PIMC) simulations have become an important tool for the investigation of the statistical mechanics of quantum systems. I discuss some of the history of applying the Monte Carlo method to non-relativistic quantum…
Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…
We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…
A generalization of the microcanonical ensemble suggests a simple strategy for the simulation of first order phase transitions. At variance with flat-histogram methods, there is no iterative parameters optimization, nor long waits for…
Pressure-induced phase transitions of spin-crossover materials were simulated by a Monte Carlo simulation in the constant pressure ensemble for the first time. Here, as the origin of the cooperative interaction, we adopt elastic interaction…
This Dissertation presents results of a thorough study of ultracold bosonic and fermionic gases in three-dimensional and quasi-one-dimensional systems. Although the analyses are carried out within various theoretical frameworks…
A theta-term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain instances, a…
Biological, linguistic, sociological and economical applications of statistical physics are reviewed here. They have been made on a variety of computers over a dozen years, not only at the NIC computers. A longer description can be found in…
The author's presentation of multilevel Monte Carlo path simulation at the MCQMC 2006 conference stimulated a lot of research into multilevel Monte Carlo methods. This paper reviews the progress since then, emphasising the simplicity,…
Rapid compression machines (RCMs) have been widely used in the combustion literature to study the low-to-intermediate temperature ignition of many fuels. In a typical RCM, the pressure during and after the compression stroke is measured.…
The deposition of a metal on a foreign substrate is studied by means of grand canonical Monte Carlo simulations and a lattice-gas model with pair potential interactions between nearest neighbors. The influence of temperature and surface…
We applied a multicanonical algorithm (entropic sampling) to a two-dimensional and a three-dimensional Lennard-Jones system with quasicrystalline and glassy ground states. Focusing on the ability of the algorithm to locate low lying energy…
In this article, we present a review of the recent developments on the topic of Multilevel Monte Carlo (MLMC) algorithm, in the paradigm of applications in financial engineering. We specifically focus on the recent studies conducted in two…
We report multicanonical Monte Carlo simulations of the tails of the order-parameter distribution of the two-dimensional Ising model for fixed boundary conditions. Clear numerical evidence for "fat" stretched exponential tails is found…
This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning…
We propose novel scale-invariant error estimators for the Monte Carlo and multilevel Monte Carlo estimation of mean and variance. For any linear transformation of the distribution of the quantity of interest, the computation cost across…