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Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…

Computational Physics · Physics 2021-08-25 Johann Ostmeyer , Evan Berkowitz , Thomas Luu , Marcus Petschlies , Ferenc Pittler

We consider the numerical analysis of the inchworm Monte Carlo method, which is proposed recently to tackle the numerical sign problem for open quantum systems. We focus on the growth of the numerical error with respect to the simulation…

Numerical Analysis · Mathematics 2021-12-07 Zhenning Cai , Jianfeng Lu , Siyao Yang

We describe a new algorithm for the numerical simulation of quantum spin and boson systems. The method is based on the Trotter decomposition in imaginary time and a decoupling by auxiliary Ising spins. It can be applied, in principle, to…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Ulmke , R. T. Scalettar

We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Computation · Statistics 2017-10-17 Dan Crisan , Pierre Del Moral , Jeremie Houssineau , Ajay Jasra

Based on the scaling relation for the dynamics at the early time, a new method is proposed to measure both the static and dynamic critical exponents. The method is applied to the two dimensional Ising model. The results are in good…

High Energy Physics - Theory · Physics 2009-09-25 Z. B. Li , L. Schuelke , B. Zheng

To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to…

Machine Learning · Statistics 2019-01-03 Jackson Gorham , Lester Mackey

The notorious sign problem severely limits the applicability of quantum Monte Carlo (QMC) simulations, as statistical errors grow exponentially with system size and inverse temperature. A recent proposal of a quantum-computing stochastic…

Quantum Physics · Physics 2026-03-11 Kwai-Kong Ng , Min-Fong Yang

We introduce a novel method within the shell model Monte Carlo approach to calculate the ground-state energy of a finite-size system with an odd number of particles by using the asymptotic behavior of the imaginary-time single-particle…

Nuclear Theory · Physics 2015-06-03 Abhishek Mukherjee , Y. Alhassid

We propose three physical tests to measure correlations in random numbers used in Monte Carlo simulations. The first test uses autocorrelation times of certain physical quantities when the Ising model is simulated with the Wolff algorithm.…

Condensed Matter · Physics 2009-10-22 I. Vattulainen , T. Ala-Nissila , K. Kankaala

An ever-increasing demand for high-performance silicon sensors requires complex sensor designs that are challenging to simulate and model. The combination of electrostatic finite element simulations with a transient Monte Carlo approach…

The nuclear shell model is known to describe the properties of various nuclei extremely well. However, the auxiliary-field quantum Monte Carlo calculations cannot be applied to it with general interactions due to the sign problem. The model…

Nuclear Theory · Physics 2025-08-22 Yuhma Asano , Yuta Ito , Jun Nishimura , Noritaka Shimizu

Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…

Computational Physics · Physics 2007-05-23 Charles F. F. Karney , Jason E. Ferrara

Monte Carlo simulation of gauge theories with a $\theta$ term is known to be extremely difficult due to the sign problem. Recently there has been major progress in solving this problem based on the idea of complexifying dynamical variables.…

High Energy Physics - Lattice · Physics 2020-05-08 Mitsuaki Hirasawa , Akira Matsumoto , Jun Nishimura , Atis Yosprakob

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…

High Energy Physics - Lattice · Physics 2009-09-29 Ulli Wolff

Randomness is an intrinsic feature of quantum theory. The outcome of any quantum measurement will be random, sampled from a probability distribution that is defined by the measured quantum state. The task of sampling from a prescribed…

Quantum Physics · Physics 2021-01-19 Dominik Hangleiter

We show how information on the uniformity properties of a point set employed in numerical multidimensional integration can be used to improve the error estimate over the usual Monte Carlo one. We introduce a new measure of (non-)uniformity…

High Energy Physics - Phenomenology · Physics 2009-10-28 Jiri Hoogland , Ronald Kleiss

The paper presents an investigation of estimating treatment effect using different matching methods. The study proposed a new method which is computationally efficient and convenient in implication-'largest caliper matching' and compared…

Applications · Statistics 2018-06-07 Sharif Mahmood

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

Quantum Monte Carlo methods are sophisticated numerical techniques for simulating interacting quantum systems. In some cases, however, they suffer from the notorious "sign problem" and become too inefficient to be useful. A recent…

Strongly Correlated Electrons · Physics 2008-05-16 K. S. D. Beach , Matthieu Mambrini , Fabien Alet