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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

Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

Monte Carlo calculations of fermionic systems with continuous auxiliary fields frequently suffer from a diverging variance. If a system has the infinite variance problem, one cannot estimate observables reliably even with an infinite number…

High Energy Physics - Lattice · Physics 2023-08-17 Andrei Alexandru , Paulo Bedaque , Andrea Carosso , Hyunwoo Oh

Using fermionic representation of spin degrees of freedom within the Popov-Fedotov approach we develop an algorithm for Monte Carlo sampling of skeleton Feynman diagrams for Heisenberg type models. Our scheme works without modifications for…

Strongly Correlated Electrons · Physics 2013-02-07 Sergey Kulagin , Nikolay Prokof'ev , Oleg Starykh , Boris Svistunov , Christopher N. Varney

In this work we present a novel quantum Monte-Carlo method for fermions, based on an exact decomposition of the Boltzmann operator $exp(-\beta H)$. It can be seen as a synthesis of several related methods. It has the advantage that it is…

Strongly Correlated Electrons · Physics 2009-10-31 S. Rombouts , K. Heyde , N. Jachowicz

1. We compare Monte Carlo results with analytic predictions for the fermion condensate, in the massive one-flavour Schwinger model. 2. We illustrate on the Schwinger model how to facilitate transitions between topological sectors by a…

High Energy Physics - Lattice · Physics 2009-10-30 Ph. de Forcrand , J. E. Hetrick , T. Takaishi , A. J. van der Sijs

This paper introduces a new algorithm to approximate smoothed additive functionals for partially observed stochastic differential equations. This method relies on a recent procedure which allows to compute such approximations online, i.e.…

Methodology · Statistics 2018-03-14 Pierre Gloaguen , Marie-Pierre Etienne , Sylvain Le Corff

Wave-function Monte Carlo methods are an important tool for simulating quantum systems, but the standard method cannot be used to simulate decoherence in continuously measured systems. Here we present a new Monte Carlo method for such…

Quantum Physics · Physics 2013-05-29 Kurt Jacobs

Recent advances in stochastic gradient techniques have made it possible to estimate posterior distributions from large datasets via Markov Chain Monte Carlo (MCMC). However, when the target posterior is multimodal, mixing performance is…

Machine Learning · Statistics 2018-01-12 Yizhe Zhang , Changyou Chen , Zhe Gan , Ricardo Henao , Lawrence Carin

We are concerned with the numerical resolution of backward stochastic differential equations. We propose a new numerical scheme based on iterative regressions on function bases, which coefficients are evaluated using Monte Carlo…

Probability · Mathematics 2007-05-23 Emmanuel Gobet , Jean-Philippe Lemor , Xavier Warin

We introduce a powerful and flexible MCMC algorithm for stochastic simulation. The method builds on a pseudo-marginal method originally introduced in [Genetics 164 (2003) 1139--1160], showing how algorithms which are approximations to an…

Statistics Theory · Mathematics 2009-04-01 Christophe Andrieu , Gareth O. Roberts

We propose a new formulation of the problem of prime factorization of integers. With replica exchange Monte Carlo simulation, the behavior which is seemed to indicate exponential computational hardness is observed. But this formulation is…

Disordered Systems and Neural Networks · Physics 2013-11-18 Chihiro H. Nakajima

Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

Computational Physics · Physics 2013-03-05 Indrek Mandre , Jaan Kalda

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

Three topics concerning fermion simulation algorithms are discussed: 1.) A performance comparison of the multiboson technique to simulate dynamical fermions and the Kramers equation algorithm, 2.) the question of reversibility in the Hybrid…

High Energy Physics - Lattice · Physics 2007-05-23 Karl Jansen , Beat Jegerlehner , Chuan Liu

Sequential Monte Carlo methods which involve sequential importance sampling and resampling are shown to provide a versatile approach to computing probabilities of rare events. By making use of martingale representations of the sequential…

Probability · Mathematics 2012-02-22 Hock Peng Chan , Tze Leung Lai

The massive Schwinger model may be analysed by a perturbation expansion in the fermion mass. However, the results of this mass perturbation theory are sensible only for sufficiently small fermion mass. By performing a renormal-ordering, we…

High Energy Physics - Theory · Physics 2009-10-31 Christoph Adam

Quantum computing is a promising way to systematically solve the longstanding computational problem, the ground state of a many-body fermion system. Many efforts have been made to realise certain forms of quantum advantage in this problem,…

Quantum Physics · Physics 2023-08-09 Xiaosi Xu , Ying Li

We present a set of related Hybrid Monte Carlo methods to simulate an arbitrary number of dynamical overlap fermions. Each fermion is represented by a chiral pseudo-fermion field. The new algorithm reduces critical slowing down in the…

High Energy Physics - Lattice · Physics 2009-11-11 Thomas DeGrand , Stefan Schaefer

Due to the complexity of order statistics, the finite sample behaviour of robust statistics is generally not analytically solvable. While the Monte Carlo method can provide approximate solutions, its convergence rate is typically very slow,…

Methodology · Statistics 2024-09-12 Li Tuobang
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