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We introduce and compare three different Monte Carlo determinantal algorithms that allow one to compute dynamical quantities, such as the self-energy, of fermionic systems in their thermodynamic limit. We show that the most efficient…

Strongly Correlated Electrons · Physics 2018-02-14 Alice Moutenet , Wei Wu , Michel Ferrero

We propose an efficient method for Monte Carlo simulation of quantum lattice models. Unlike most other quantum Monte Carlo methods, a single run of the proposed method yields the free energy and the entropy with high precision for the whole…

Statistical Mechanics · Physics 2009-11-10 Chiaki Yamaguchi , Naoki Kawashima , Yutaka Okabe

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Statistical Mechanics · Physics 2024-10-29 Jiewei Ding , Jiahao Su , Ho-Kin Tang , Wing Chi Yu

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…

High Energy Physics - Lattice · Physics 2009-10-30 Jan C. Plefka , Stuart Samuel

Using a dual representation of lattice fermion models that is based on spin-charge transformation and fermionisation of the original description, I derive an algorithm for diagrammatic Monte Carlo simulation of strongly correlated systems.…

Strongly Correlated Electrons · Physics 2018-02-21 Johan Carlström

We demonstrate that Monte-Carlo simulation is a practical tool to study nonperturbative aspects of supersymmetric quantum mechanics. As an example we study D0-brane quantum mechanics in the context of superstring theory. Numerical data…

High Energy Physics - Theory · Physics 2010-11-08 Masanori Hanada

We propose an algorithm for optimizations in which the gradients contain stochastic noise. This arises, for example, in structural optimizations when computations of forces and stresses rely on methods involving Monte Carlo sampling, such…

Materials Science · Physics 2022-11-30 Siyuan Chen , Shiwei Zhang

Reverse Monte Carlo (RMC) is an algorithm that incorporates stochastic modification of the action as part of the process that updates the fields in a Monte Carlo simulation. Such update moves have the potential of lowering or eliminating…

High Energy Physics - Lattice · Physics 2015-06-22 Arjun Singh Gambhir , Kostas Orginos

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 A. Bandrivskyy , S. Beri , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

In statistical modeling of computer experiments sometimes prior information is available about the underlying function. For example, the physical system simulated by the computer code may be known to be monotone with respect to some or all…

Methodology · Statistics 2014-06-17 Shirin Golchi , Derek R. Bingham , Hugh Chipman , David A. Campbell

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

Statistical Mechanics · Physics 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

Lattice gauge theories coupled to fermionic matter account for many interesting phenomena in both high energy physics and condensed matter physics. Certain regimes, e.g. at finite fermion density, are difficult to simulate with traditional…

High Energy Physics - Lattice · Physics 2023-11-16 Julian Bender , Patrick Emonts , J. Ignacio Cirac

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information…

High Energy Physics - Lattice · Physics 2019-04-24 Xiao-Yong Jin , James C. Osborn

In a numerical Monte Carlo simulation of SU(2) Yang-Mills theory with light dynamical gluinos the low energy features of the dynamics as confinement and bound state mass spectrum are investigated. The motivation is supersymmetry at…

High Energy Physics - Lattice · Physics 2010-12-23 I. Campos , A. Feo , R. Kirchner , S. Luckmann , I. Montvay , G. Münster , K. Spanderen , J. Westphalen

We discuss a simulation algorithm for dynamical fermions, which combines the multiboson technique with the Hybrid Monte Carlo algorithm. The algorithm turns out to give a substantial gain over standard methods in practical simulations and…

High Energy Physics - Lattice · Physics 2009-10-30 Roberto Frezzotti , Karl Jansen

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

We present an algorithm for Monte Carlo simulations which is able to overcome the suppression of transitions between the phases in compact U(1) lattice gauge theory in 4 dimensions.

High Energy Physics - Lattice · Physics 2009-10-28 W. Kerler , C. Rebbi , A. Weber

We present a Monte-Carlo algorithm for the simulation of the all-order strong coupling expansion of the Z2 gauge theory. This random surface ensemble is equivalent to the standard formulation, but allows to measure some quantities, like…

High Energy Physics - Lattice · Physics 2013-11-21 Tomasz Korzec , Ulli Wolff

An efficient Quantum Monte Carlo algorithm for the simulation of bosonic systems on a lattice in a grand canonical ensemble is proposed. It is based on the mapping of bosonic models to the spin models in the limit of the infinite total spin…

Statistical Mechanics · Physics 2007-05-23 Jurij Smakov , Kenji Harada , Naoki Kawashima