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Related papers: Simulations with Complex Measures

200 papers

The simulation of the expectation of a stochastic quantity E[Y] by Monte Carlo methods is known to be computationally expensive especially if the stochastic quantity or its approximation Y_n is expensive to simulate, e.g., the solution of a…

Probability · Mathematics 2023-12-06 Annika Lang , Andreas Petersson

While the 3d Ising model has defied analytic solution, various numerical methods like Monte Carlo, MCRG and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff…

Computational Physics · Physics 2018-06-12 Alan M. Ferrenberg , Jiahao Xu , David P. Landau

Sign-Perturbed Sum (SPS) is a powerful finite-sample system identification algorithm which can construct confidence regions for the true data generating system with exact coverage probabilities, for any finite sample size. SPS was developed…

Machine Learning · Statistics 2024-01-30 Szabolcs Szentpéteri , Balázs Csanád Csáji

We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…

Data Structures and Algorithms · Computer Science 2020-11-19 Markus Anders , Pascal Schweitzer

We present a real-time quantum Monte Carlo algorithm that simulates the dynamics of open quantum systems by stochastically compressing and evolving the density matrix under both Markovian and non-Markovian master equations. Our algorithm…

Quantum Physics · Physics 2025-09-11 Tong Shen , Daniel A. Lidar

The quantum transverse Ising model and its extensions play a critical role in various fields, such as statistical physics, quantum magnetism, quantum simulations, and mathematical physics. Although it does not suffer from the sign problem…

Strongly Correlated Electrons · Physics 2025-12-23 Wei Xu , Xue-Feng Zhang

Quantum Monte Carlo is one of the most promising approaches for dealing with large-scale quantum many-body systems. It has played an extremely important role in understanding strongly correlated physics. However, two fundamental problems,…

Strongly Correlated Electrons · Physics 2026-03-03 Zhiyan Wang , Zenan Liu , Bin-Bin Mao , Zhe Wang , Zheng Yan

This paper considers a new approach to using Markov chain Monte Carlo (MCMC) in contexts where one may adopt multilevel (ML) Monte Carlo. The underlying problem is to approximate expectations w.r.t. an underlying probability measure that is…

Numerical Analysis · Mathematics 2018-06-27 Ajay Jasra , Kody Law , Yaxian Xu

High accuracy Monte Carlo simulation results for 1024*1024 Ising system with ferromagnetic impurity bonds are presented. Spin-spin correlation function at a critical point is found to be numerically very close to that of a pure system. This…

Condensed Matter · Physics 2007-05-23 Andrei Talapov , Vladimir Dotsenko

We developed an implicit Particle-in-cell/Monte Carlo model in two-dimensional and axisymmetric geometry for the simulations of the radio-frequency discharges, by introducing several numerical schemes which include variable weights,…

Plasma Physics · Physics 2011-04-19 Hong-yu Wang , Wei Jiang , You-nian Wang

Simulation-guided design represents a fundamental contribution towards the development of modern semiconductor devices aiming to reach high-performance particle detection, identification and tracking, and constitutes a strategic element of…

Instrumentation and Detectors · Physics 2025-05-12 Marco Mandurrino

A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…

Statistical Mechanics · Physics 2009-10-31 Ronald Dickman

We propose a novel approach to the 'reality gap' problem, i.e., modifying a robot simulation so that its performance becomes more similar to observed real world phenomena. This problem arises whether the simulation is being used by human…

Robotics · Computer Science 2020-05-11 Damian Lyons , James Finocchiaro , Michael Novitzky , Christopher Korpela

A restricted path integral method is proposed to simulate a type of quantum system or Hamiltonian called a sum of controlled few-fermions on a classical computer using Monte Carlo without a numerical sign problem. Then a universality is…

General Physics · Physics 2023-05-23 David H. Wei

Quantum Monte Carlo (QMC) methods are one of the most important tools for studying interacting quantum many-body systems. The vast majority of QMC calculations in interacting fermion systems require a constraint to control the sign problem.…

Strongly Correlated Electrons · Physics 2016-12-08 Mingpu Qin , Hao Shi , Shiwei Zhang

The Monte Carlo shell model is a powerful technique for computational nuclear structure. Only a certain class of nuclear interactions, however, such as pairing and quadrupole, are free of the numerical noise known as the sign problem.This…

Nuclear Theory · Physics 2009-10-31 C. W. Johnson , D. J. Dean

The QCD at finite density is not well understood yet, where standard Monte Carlo simulation suffers from the sign problem. In order to overcome the sign problem, the method of Lefschetz thimble has been explored. Basically, the original…

High Energy Physics - Lattice · Physics 2018-04-18 Shoichiro Tsutsui , Takahiro M. Doi

Numerical simulations of models and theories that describe complex systems such as spin glasses are becoming increasingly important. Beyond fundamental research, these computational methods also find practical applications in fields like…

We generalize the recently developed diagrammatic Monte Carlo techniques for quantum impurity models from an imaginary time to a Keldysh formalism suitable for real-time and nonequilibrium calculations. Both weak-coupling and…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Philipp Werner , Takashi Oka , Andrew J. Millis

The Hubbard model at finite chemical potential is a cornerstone for understanding doped correlated systems, but simulations are severely limited by the sign problem. In the auxiliary-field formulation, the spin basis mitigates the sign…

Strongly Correlated Electrons · Physics 2026-03-20 Dominic Schuh , Lena Funcke , Janik Kreit , Thomas Luu , Simran Singh