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We carry out a high-precision simulation of the two-dimensional $SU(3)$ principal chiral model at correlation lengths $\xi$ up to $\sim 4 \times 10^5$, using a multi-grid Monte Carlo (MGMC) algorithm and approximately one year of Cray C-90…

High Energy Physics - Lattice · Physics 2014-11-17 Gustavo Mana , Andrea Pelissetto , Alan D. Sokal

We apply the time-dependent variational principle of Balian and V\'en\'eroni to the $ \Phi^4$ theory. An appropriate parametrization for the variational objects allows us to write coupled dynamical equations from which we derive…

High Energy Physics - Theory · Physics 2009-10-28 Cécile Martin

This paper presents a graphical method for comparing performance of Markov Chain Monte Carlo methods. Most researchers present comparisons of MCMC methods using tables of figures of merit; this paper presents a graphical alternative. It…

Computation · Statistics 2010-11-22 Madeleine B. Thompson

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

In the past few years considerable progress has been made in Monte Carlo simulations of first-order phase transitions and in the analysis of the resulting finite-size data. In this paper special emphasis will be placed on multicanonical…

High Energy Physics - Lattice · Physics 2007-05-23 Wolfhard Janke

A status report is presented on the large-volume simulations in the Schroedinger functional with two flavours of O(a) improved Wilson quarks performed by the ALPHA collaboration. The physics goal is to set the scale for the computation of…

High Energy Physics - Lattice · Physics 2008-11-26 Harvey B. Meyer , Oliver Witzel

Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free- energy…

Computational Physics · Physics 2018-02-06 Jonathan Gross , Johannes Zierenberg , Martin Weigel , Wolfhard Janke

We study the kinematics of multigrid Monte Carlo algorithms by means of acceptance rates for nonlocal Metropolis update proposals. An approximation formula for acceptance rates is derived. We present a comparison of different coarse-to-fine…

High Energy Physics - Lattice · Physics 2009-10-22 M. Grabenstein , K. Pinn

We present a novel implementation of the parallel tempering Monte Carlo method in a multicanonical ensemble. Multicanonical weights are derived by a self-consistent iterative process using a Boltzmann inversion of global energy histograms.…

Soft Condensed Matter · Physics 2009-11-07 Roland Faller , Qiliang Yan , Juan J. de Pablo

We present a comparison of the performance of two non-local update algorithms for path integral Monte Carlo (PIMC) simulations, the multigrid Monte Carlo method and the staging algorithm. Looking at autocorrelation times for the internal…

Condensed Matter · Physics 2015-06-25 Wolfhard Janke , Tilman Sauer

We present powerful new analysis techniques to constrain effective field theories at the LHC. By leveraging the structure of particle physics processes, we extract extra information from Monte-Carlo simulations, which can be used to train…

High Energy Physics - Phenomenology · Physics 2018-09-19 Johann Brehmer , Kyle Cranmer , Gilles Louppe , Juan Pavez

We consider the classical time evolution of a real scalar field in 2 dimensional Minkowski space with a $\lambda \phi^4$ interaction. We compute the spatial and temporal two-point correlation functions and extract the renormalized mass of…

High Energy Physics - Lattice · Physics 2009-11-11 T. Hirayama , B. Holdom , R. Koniuk , T. Yavin

The Self-Learning Monte Carlo (SLMC) method is a Monte Carlo approach that has emerged in recent years by integrating concepts from machine learning with conventional Monte Carlo techniques. Designed to accelerate the numerical study of…

Strongly Correlated Electrons · Physics 2025-07-18 Gaopei Pan , Chuang Chen , Zi Yang Meng

Numerically exact continuous-time Quantum Monte Carlo algorithm for finite fermionic systems with non-local interactions is proposed. The scheme is particularly applicable for general multi-band time-dependent correlations since it does not…

Strongly Correlated Electrons · Physics 2009-11-10 A. N. Rubtsov , A. I. Lichtenstein

Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the…

High Energy Physics - Lattice · Physics 2011-07-15 Stefan Schaefer , Francesco Virotta

We study canonical and affine versions of the quantized covariant Euclidean free real scalar field-theory on four dimensional lattices through the Monte Carlo method. We calculate the two-point function at small values of the bare coupling…

High Energy Physics - Lattice · Physics 2021-10-28 Riccardo Fantoni , John R. Klauder

The Field-Transformation Hybrid Monte-Carlo (FTHMC) algorithm potentially mitigates the issue of critical slowing down by combining the HMC with a field transformation, originally proposed by L\"{u}scher and motivated as trivializing the…

High Energy Physics - Lattice · Physics 2025-02-11 Shuhei Yamamoto , Peter Boyle , Taku Izubuchi , Luchang Jin , Christoph Lehner , Nobuyuki Matsumoto

We propose a variant of the Simulated Annealing method for optimization in the multivariate analysis of differentiable functions. The method uses global actualizations via the Hybrid Monte Carlo algorithm in their generalized version for…

Statistical Mechanics · Physics 2009-10-30 R. Salazar , R. Toral

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

We provide a deepened study of autocorrelations in Neural Markov Chain Monte Carlo (NMCMC) simulations, a version of the traditional Metropolis algorithm which employs neural networks to provide independent proposals. We illustrate our…

Statistical Mechanics · Physics 2023-01-18 Piotr Białas , Piotr Korcyl , Tomasz Stebel