Related papers: A study of large field configurations in MC simula…
For many complex simulation tasks spanning areas such as healthcare, engineering, and finance, Monte Carlo (MC) methods are invaluable due to their unbiased estimates and precise error quantification. Nevertheless, Monte Carlo simulations…
We present the first practical Monte Carlo calculations of the recently proposed Lefschetz thimble formulation of quantum field theories. Our results provide strong evidence that the numerical sign problem that afflicts Monte Carlo…
The next generation of cosmological surveys will operate over unprecedented scales, and will therefore provide exciting new opportunities for testing general relativity. The standard method for modelling the structures that these surveys…
A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…
We investigate reversibility violations in the Hybrid Monte Carlo algorithm. Those violations are inevitable when computers with finite numerical precision are being used. In SU(2) gauge theory, we study the dependence of observables on the…
Gaussian random fields play an important role in many areas of science and engineering. In practice, they are often simulated by sampling from a high-dimensional multivariate normal distribution, which arises from the discretisation of a…
We study the feature-scaled version of the Monte Carlo algorithm with linear function approximation. This algorithm converges to a scale-invariant solution, which is not unduly affected by states having feature vectors with large norms. The…
Monte Carlo studies of many quantum systems face exponentially severe signal-to-noise problems. We show that noise arising from complex phase fluctuations of observables can be reduced without introducing bias using path integral contour…
We introduce modifications to Monte Carlo simulations of the Feynman path integral that improve sampling of localised interactions. The new algorithms generate trajectories in simple background potentials designed to concentrate them about…
The Monte Carlo event generators (MC) are used for the simulation of different processes in high energy physics. To achieve the best description of the data, the parameters of simulations are adjusted (tuned) with different methods. In this…
We consider a scalar field interacting with a quantized metric varying on a submanifold (e.g. a scalar field interacting with a quantized gravitational wave). We explicitly sum up the perturbation series for the time-ordered vacuum…
We describe a Monte Carlo simulation study of the magnetic phase diagram of diluted magnetic semiconductors doped with shallow impurities in the low concentration regime. We show that because of a wide distribution of interaction strengths,…
We shortly illustrate how the field-theoretic approach to critical phenomena takes place in the more complete Wilson theory of renormalization and qualitatively discuss its domain of validity. By the way, we suggest that the differential…
We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…
Quantitative theory of interbilayer interactions is essential to interpret x-ray scattering data and to elucidate these interactions for biologically relevant systems. For this purpose Monte Carlo simulations have been performed to obtain…
Many problems require to approximate an expected value by some kind of Monte Carlo (MC) sampling, e.g. molecular dynamics (MD) or simulation of stochastic reaction models (also termed kinetic Monte Carlo (kMC)). Often, we are furthermore…
The concept of conformal field theory provides a general classification of statistical systems on two-dimensional geometries at the point of a continuous phase transition. Considering the finite-size scaling of certain special observables,…
Numerical simulation is an important non-perturbative tool to study quantum field theories defined in non-commutative spaces. In this contribution, a selection of results from Monte Carlo calculations for non-commutative models is…
These lecture notes introduce quantum spin systems and several computational methods for studying their ground-state and finite-temperature properties. Symmetry-breaking and critical phenomena are first discussed in the simpler setting of…
In this paper, we propose an efficient Monte Carlo implementation of non-linear FBSDEs as a system of interacting particles inspired by the ideas of branching diffusion method. It will be particularly useful to investigate large and complex…