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We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…

Numerical Analysis · Mathematics 2022-06-23 Lei Li , Lin Liu , Yuzhou Peng

Stochastic PDE eigenvalue problems are useful models for quantifying the uncertainty in several applications from the physical sciences and engineering, e.g., structural vibration analysis, the criticality of a nuclear reactor or photonic…

Numerical Analysis · Mathematics 2022-10-07 Alexander D. Gilbert , Robert Scheichl

The Worldvolume Hybrid Monte Carlo (WV-HMC) method [arXiv:2012.08468] is an efficient algorithm for addressing the numerical sign problem at moderate computational cost. It mitigates the sign problem while avoiding the ergodicity issues…

Strongly Correlated Electrons · Physics 2026-05-15 Masafumi Fukuma , Yusuke Namekawa

We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…

Strongly Correlated Electrons · Physics 2009-10-30 Yukitoshi Motome , Masatoshi Imada

We present a new procedure to determine Parton Distribution Functions (PDFs), based on Markov Chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard $\chi^2$ minimization by procedures grounded…

High Energy Physics - Phenomenology · Physics 2017-11-07 Yémalin Gabin Gbedo , Mariane Mangin-Brinet

Markov Chain Monte Carlo (MCMC) algorithms play an important role in statistical inference problems dealing with intractable probability distributions. Recently, many MCMC algorithms such as Hamiltonian Monte Carlo (HMC) and Riemannian…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

The Direct Simulation Monte Carlo (DSMC) method is widely employed for simulating rarefied nonequilibrium gas flows. With advances in aerospace engineering and micro/nano-scale technologies, gas flows exhibit the coexistence of rarefied and…

Computational Physics · Physics 2025-07-01 Hao Jin , Sha Liu , Sirui Yang , Junzhe Cao , Congshan Zhuo , Chengwen Zhong

The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…

Numerical Analysis · Mathematics 2025-09-05 Thijs Steel , Vince Maes , Giovanni Samaey

We show that inconsistency between background field methods, which are relevant for lattice QCD spectroscopy, and effective field theory matching conditions, which are obtained from scattering amplitudes, can be resolved by augmenting…

High Energy Physics - Lattice · Physics 2014-11-05 Jong-Wan Lee , Brian C. Tiburzi

Hybrid Monte-Carlo (HMC) sampling smoother is a fully non-Gaussian four-dimensional data assimilation algorithm that works by directly sampling the posterior distribution formulated in the Bayesian framework. The smoother in its original…

Numerical Analysis · Computer Science 2016-12-21 Ahmed Attia , Razvan Stefanescu , Adrian Sandu

We consider the Dirac equation with a generalized uncertainty principle in the presence of the Harmonic interaction and an external magnetic field. By doing the study in the momentum space, the problem solved in an exact analytical manner…

Quantum Physics · Physics 2014-01-23 Hassan Hassanabadi , Saber Zarrinkamar , Elham Maghsoodi

Perturbative expansions of several small Wilson loops are computed through next-to-next-to-leading order in unquenched lattice QCD, from Monte Carlo simulations at weak couplings. This approach provides a much simpler alternative to…

High Energy Physics - Lattice · Physics 2009-11-11 Kit Yan Wong , Howard D. Trottier , R. M. Woloshyn

We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…

Chemical Physics · Physics 2015-08-13 Julien Toulouse , Roland Assaraf , C. J. Umrigar

We address a long standing issue and determine the decorrelation efficiency of the Hybrid Monte Carlo algorithm (HMC), for full QCD with Wilson fermions, with respect to vacuum topology. On the basis of five state-of-the art QCD vacuum…

High Energy Physics - Lattice · Physics 2008-11-26 B. Alles , G. Bali , M. D'Elia , A. Di Giacomo , N. Eicker , S. Guesken , H. Hoeber , Th. Lippert , K. Schilling , A. Spitz , T. Struckmann , P. Ueberholz , J. Viehoff

Bayesian inference in the presence of an intractable likelihood function is computationally challenging. When following a Markov chain Monte Carlo (MCMC) approach to approximate the posterior distribution in this context, one typically…

Methodology · Statistics 2019-10-03 Johan Alenlöv , Arnaud Doucet , Fredrik Lindsten

We study efficiency of higher order integrator schemes for the hybrid Monte Carlo (HMC) algorithm. Numerical tests are performed for Quantum Chromo Dynamics (QCD) with two flavors of Wilson fermions. We compare 2nd, 4th and 6th order…

High Energy Physics - Lattice · Physics 2009-10-31 Tetsuya Takaishi

Despite more than 40 years of research in condensed-matter physics, state-of-the-art approaches for simulating the radial distribution function (RDF) g(r) still rely on binning pair-separations into a histogram. Such methods suffer from…

Materials Science · Physics 2016-09-05 Thomas W. Rosch , Paul N. Patrone

The eigenvalue spectrum $\rho(\lambda)$ of the Dirac operator is numerically calculated in lattice QCD with 2+1 flavors of dynamical domain-wall fermions. In the high-energy regime, the discretization effects become significant. We subtract…

High Energy Physics - Lattice · Physics 2018-07-11 Katsumasa Nakayama , Hidenori Fukaya , Shoji Hashimoto

Chiral random matrix theory makes very detailed predictions for the spectral correlations of the QCD Dirac operator, both in the bulk of the spectrum and near zero virtuality. These predictions have been successfully tested in lattice QCD…

High Energy Physics - Lattice · Physics 2007-05-23 Tilo Wettig

We consider the one-dimensional quantum-statistical problem of interacting spin-less particles in an infinite deep potential valley and on a ring. Several limits for the applicability of the Quantum Monte Carlo (QMC) methods were revealed…

Statistical Mechanics · Physics 2007-05-23 Z. Neda , Z. Dezso
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