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In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature/energy range around the critical point. By combining the replica-exchange algorithm with cluster updates…

Statistical Mechanics · Physics 2011-08-20 Wolfhard Janke , Elmar Bittner

In this paper a variant of the classical hierarchical cluster analysis is reported. This agglomerative (bottom-up) cluster technique is referred to as the Adaptive Mean-Linkage Algorithm. It can be interpreted as a linkage algorithm where…

Methodology · Statistics 2015-02-10 H. M. de Oliveira

Generalized rules for building and flipping clusters in the quantum Monte Carlo loop algorithm are presented for the XXZ-model in a uniform magnetic field along the Z-axis. As is demonstrated for the Heisenberg antiferromagnet it is…

Strongly Correlated Electrons · Physics 2009-10-31 Olav F. Syljuasen

Cluster algorithms for classical and quantum spin systems are discussed. In particular, the cluster algorithm is applied to classical O(N) lattice actions containing interactions of more than two spins. The performance of the multi-cluster…

High Energy Physics - Lattice · Physics 2009-10-30 Ferenc Niedermayer

The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…

Statistics Theory · Mathematics 2017-07-14 Betina Berghaus , Axel Bücher

In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , S. Curilef

An efficient algorithm is presented to simulate the O(N) loop model on the square lattice for arbitrary values of $N>0$. The scheme combines the worm algorithm with a new data structure to resolve both the problem of loop crossings and the…

Statistical Mechanics · Physics 2014-03-04 Antônio Márcio P. Silva , Adriaan M. J. Schakel , Giovani L. Vasconcelos

We describe a generalized scheme for the probability-changing cluster (PCC) algorithm, based on the study of the finite-size scaling property of the correlation ratio, the ratio of the correlation functions with different distances. We…

Statistical Mechanics · Physics 2009-11-07 Yutaka Okabe , Yusuke Tomita , Chiaki Yamaguchi

We determine the finite-temperature phase diagram and critical behavior of the classical square-lattice Heisenberg-compass model using large-scale Monte Carlo simulations and finite-size scaling. Six symmetry distinct ordered phases are…

Strongly Correlated Electrons · Physics 2026-03-11 Yuchen Fan

We investigate the percolation behavior of Fortuin-Kasteleyn--type clusters in the spin-$1/2$ Baxter--Wu model with three-spin interactions on a triangular lattice. The considered clusters are constructed by randomly freezing one of the…

Statistical Mechanics · Physics 2026-01-23 Alexandros Vasilopoulos , Michail Akritidis , Nikolaos G. Fytas , Martin Weigel

The dynamic relaxation process for the two dimensional Potts model at criticality starting from an initial state with very high temperature and arbitrary magnetization is investigated with Monte Carlo methods. The results show that there…

Condensed Matter · Physics 2009-10-28 B. Zheng

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

We study the challenging thermal phase transition to stripe order in the frustrated square-lattice Ising model with couplings J1<0 (nearest-neighbor, ferromagnetic) and J2>0 (second-neighbor, antiferromagnetic) for g=J2/|J1|>1/2. Using…

Statistical Mechanics · Physics 2012-01-30 Songbo Jin , Arnab Sen , Anders W. Sandvik

Recently, diverse phase transition (PT) types have been obtained in multiplex networks, such as discontinuous, continuous, and mixed-order PTs. However, they emerge from individual systems, and there is no theoretical understanding of such…

Statistical Mechanics · Physics 2015-08-12 S. Jang , J. S. Lee , S. Hwang , B. Kahng

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…

Machine Learning · Statistics 2026-04-17 Connie Trojan , Pavel Myshkov , Paul Fearnhead , James Hensman , Tom Minka , Christopher Nemeth

The dynamic relaxation process for the (2+1)--dimensional SU(2) lattice gauge theory at critical temperature is investigated with Monte Carlo methods. The critical initial increase of the Polyakov loop is observed. The dynamic exponents…

Soft Condensed Matter · Physics 2009-10-30 K. Okano , L. Schuelke , B. Zheng

Highly size-asymmetrical fluid mixtures arise in a variety of physical contexts, notably in suspensions of colloidal particles to which much smaller particles have been added in the form of polymers or nanoparticles. Conventional schemes…

Soft Condensed Matter · Physics 2011-01-14 Douglas J. Ashton , Jiwen Liu , Erik Luijten , Nigel B. Wilding

We introduce a novel variance-reducing Monte Carlo algorithm for accurate determination of autocorrelation times. We apply this method to two-dimensional Ising systems with sizes up to $15 \times 15$, using single-spin flip dynamics, random…

Condensed Matter · Physics 2016-08-15 M. P. Nightingale , H. W. J. Blöte

An atomic-scale model for silicate solutions is introduced for investigation of the nucleation process during zeolite synthesis in the absence of a structure directing agent. Monte Carlo schemes are developed to determine the equilibrium…

Statistical Mechanics · Physics 2009-11-07 Minghong G. Wu , Michael W. Deem

Certain models with purely repulsive pair interactions can form cluster crystals with multiply-occupied lattice sites. Simulating these models' equilibrium properties is, however, quite challenging. Here, we develop an expanded…

Soft Condensed Matter · Physics 2015-03-20 Kai Zhang , Patrick Charbonneau