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A hybrid Monte Carlo (HMC) approach is employed to quantify the influence of inelastic deformation on the microstructural evolution of polycrystalline materials. This approach couples a time explicit material point method (MPM) for…
We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian $H$ as $H_0(\theta,p)+U_1(\theta)$, where $H_0$ is quadratic and $U_1$ small. We show that, in general, such samplers suffer from stepsize stability…
Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
We develop the hybrid Monte Carlo method for simulations of single off-lattice polymer chains. We discuss implementation and choice of simulation parameters in some detail. The performance of the algorithm is tested on models for…
We discuss hybrid Monte Carlo algorithms for odd-flavor lattice QCD simulations. The algorithms include a polynomial approximation which enables us to simulate odd-flavor QCD in the framework of the hybrid Monte Carlo algorithm. In order to…
We consider two-flavor QCD in the lattice regularization with improved Wilson fermions. In this formulation chiral symmetry is explicitly broken at order a and hence the isovector axial currents require improvement as well as a finite…
We investigate the perturbative and nonperturbative renormalization of composite operators in lattice QCD restricting ourselves to operators that are bilinear in the quark fields (quark-antiquark operators). These include operators which…
The behaviour of the one--dimensional random--forced Burgers equation is investigated in the path integral formalism, using a discrete space--time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…
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…
The basic idea of fast Monte Carlo (MC) simulations is to perform particle-based MC simulations with the excluded-volume interactions modeled by "soft" repulsive potentials that allow particle overlapping. This gives much faster system…
Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…
We performed numerical simulations with the PLUTO code in order to analyze the non-linear behavior of the Kelvin-Helmholtz instability in non-magnetized relativistic fluids. The relevance of the instability at the cosmological QCD phase…
The stochastic volatility model is one of volatility models which infer latent volatility of asset returns. The Bayesian inference of the stochastic volatility (SV) model is performed by the hybrid Monte Carlo (HMC) algorithm which is…
Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from highly oscillatory phase of the path integral. In this letter, we present a new method to compute real time quantities on the…
The leapfrog integrator is routinely used within the Hamiltonian Monte Carlo method and its variants. We give strong numerical evidence that alternative, easy to implement algorithms yield fewer rejections with a given computational effort.…
We discuss the impact of various improvements on simulations of dynamical overlap fermions using the Hybrid Monte Carlo algorithm. We focus on the usage of fat links and multiple pseudo-fermion fields.
The advantages of using Multi-Step corrections for simulations of lattice gauge theories with dynamical fermions will be discussed. This technique is suited for algorithms based on the Multi-Boson representation of the dynamical fermions as…
We study autocorrelation times of physical observables in lattice QCD as a function of the molecular dynamics trajectory length in the hybrid Monte-Carlo algorithm. In an interval of trajectory lengths where energy and reversibility…
Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…