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Monte Carlo simulations of systems with a complex action are known to be extremely difficult. A new approach to this problem based on a factorization property of distribution functions of observables has been proposed recently. The method…

High Energy Physics - Lattice · Physics 2010-02-03 J. Ambjorn , K. N. Anagnostopoulos , J. Nishimura , J. J. M. Verbaarschot

We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. In some cases, like in the…

High Energy Physics - Lattice · Physics 2009-11-10 J. Ambjorn , K. N. Anagnostopoulos , J. Nishimura , J. J. M. Verbaarschot

We propose a new method for simulating QCD at finite density. The method is based on a general factorization property of distribution functions of observables, and it is therefore applicable to any system with a complex action. The…

High Energy Physics - Lattice · Physics 2017-08-23 Jun Nishimura

Monte Carlo simulations of finite density systems are often plagued by the complex action problem. We point out that there exists certain non-commutativity in the zero chemical potential limit and the thermodynamic limit when one tries to…

High Energy Physics - Lattice · Physics 2009-11-10 Jan Ambjorn , Konstantinos N. Anagnostopoulos , Jun Nishimura , Jacobus J. M. Verbaarschot

Monte Carlo simulations of a system whose action has an imaginary part are considered to be extremely difficult. We propose a new approach to this `complex-action problem', which utilizes a factorization property of distribution functions.…

High Energy Physics - Theory · Physics 2008-11-26 K. N. Anagnostopoulos , J. Nishimura

We propose a new method for simulating QCD at finite density, where interesting phases such as the color superconductivity phase is conjectured to appear. The method is based on a general factorization property of distribution functions of…

High Energy Physics - Lattice · Physics 2017-08-23 Jun Nishimura

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

Within the reweighting approach, one has the freedom to choose the Monte Carlo action so that it provides a good overlap with the finite-\mu measure but remains simple to simulate. We explore several choices of action in the regime of small…

High Energy Physics - Lattice · Physics 2009-11-07 Ph. de Forcrand , S. Kim , T. Takaishi

The sign problem is a notorious problem, which occurs in Monte Carlo simulations of a system with a partition function whose integrand is not positive. One way to simulate such a system is to use the factorization method where one enforces…

High Energy Physics - Lattice · Physics 2012-11-08 Konstantinos N. Anagnostopoulos , Takehiro Azuma , Jun Nishimura

We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…

Computational Physics · Physics 2015-06-15 N. S. Blunt , T. W. Rogers , J. S. Spencer , W. M. C. Foulkes

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

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

We introduce a Monte Carlo method, as a modification of existing cluster algorithms, which allows simulations directly on systems of infinite size, and for quantum models also at beta=infinity. All two-point functions can be obtained,…

Statistical Mechanics · Physics 2007-05-23 H. G. Evertz , W. von der Linden

Simulating long-range interacting systems is a challenging task due to its computational complexity that the computational effort for each local update is of order $\cal{O}$$(N)$, where $N$ is the size of system. Recently, a technique,…

Computational Physics · Physics 2025-11-14 Zhijie Fan , Chao Zhang , Youjin Deng

Series expansions in the chemical potential mu are studied for an effective theory of QCD which has a flux representation where the complex action is overcome. In particular we consider fugacity series, Taylor expansion and a modified…

High Energy Physics - Lattice · Physics 2016-12-21 Eva Grünwald , Ydalia Delgado Mercado , Christof Gattringer

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

Previous investigations have shown that the canonical approach to simulating QCD at finite density is promising. The algorithm we used in our earlier work employs an exact calculation of the fermionic determinant which limits the size of…

High Energy Physics - Lattice · Physics 2008-11-26 Andrei Alexandru , Anyi Li , Keh-Fei Liu

We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…

Data Structures and Algorithms · Computer Science 2024-09-23 Nicolas L. Guidotti , Juan A. Acebrón , José Monteiro

Although histogram methods have been extremely effective for analyzing data from Monte Carlo simulations, they do have certain limitations, including the range over which they are valid and the difficulties of combining data from…

Statistical Mechanics · Physics 2015-06-25 Robert H. Swendsen , Jian-Sheng Wang , Shing-Te Li , Brian Diggs , Christopher Genovese , Joseph B. Kadane

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan
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