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A Monte Carlo method for the collisional guiding-center Fokker-Planck kinetic equation is derived to include the effects of background magnetic-field nonuniformity. It is shown that, in the limit of a homogeneous magnetic field, the…

Plasma Physics · Physics 2015-03-24 Eero Hirvijoki , Alain Brizard , Antti Snicker , Taina Kurki-Suonio

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

High Energy Physics - Lattice · Physics 2021-01-04 Karl Jansen , Eike Hermann Müller , Robert Scheichl

The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

The paper proposes a new Monte-Carlo simulator combining the advantages of Sequential Monte Carlo simulators and Hamiltonian Monte Carlo simulators. The result is a method that is robust to multimodality and complex shapes to use for…

Computation · Statistics 2018-12-20 Remi Daviet

It has become increasingly feasible to use quantum Monte Carlo (QMC) methods to study correlated fermion systems for realistic Hamiltonians. We give a summary of these techniques targeted at researchers in the field of correlated electrons,…

Strongly Correlated Electrons · Physics 2016-08-24 Lucas K. Wagner , David M. Ceperley

We present an extension of constrained-path auxiliary-field quantum Monte Carlo (CP-AFQMC) for the treatment of correlated electronic systems coupled to phonons. The algorithm follows the standard CP-AFQMC approach for description of the…

Strongly Correlated Electrons · Physics 2021-03-24 Joonho Lee , Shiwei Zhang , David R. Reichman

The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible,…

Soft Condensed Matter · Physics 2012-07-18 Stefan Schnabel , Michael Bachmann , Wolfhard Janke

The Monte Carlo method is a thriving and mathematically beautiful numerical technique used extensively, nowadays, to deal with many demanding problems in diverse fields. Here, we present an iterative Monte Carlo algorithm to work out very…

Computational Physics · Physics 2024-08-02 Martín Chávez-Páez , Enrique González-Tovar , Guillermo Iván Guerrero-García

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad--Shafranov equation. The presence of uncertainty in the model parameters…

Computational Physics · Physics 2023-12-22 Howard C. Elman , Jiaxing Liang , Tonatiuh Sánchez-Vizuet

We investigate the properties of two standard energy estimators used in path-integral Monte Carlo simulations. By disentangling the variance of the estimators and their autocorrelation times we analyse the dependence of the performance on…

Condensed Matter · Physics 2009-10-30 Wolfhard Janke , Tilman Sauer

We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…

High Energy Physics - Lattice · Physics 2018-04-18 Guido Cossu , Peter Boyle , Norman Christ , Chulwoo Jung , Andreas Jüttner , Francesco Sanfilippo

We present numerically exact continuous-time Quantum Monte Carlo algorithm for fermions with a general non-local in space-time interaction. The new determinantal grand-canonical scheme is based on a stochastic series expansion for the…

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

This paper presents an analysis procedure for experimental data using theoretical functions generated by Monte Carlo. Applying the classical chi-square fitting procedure for some multiparameter systems is extremely difficult due to a lack…

Nuclear Experiment · Physics 2010-12-16 M. Filipowicz , V. M. Bystritsky , P. E. Knowles , F. Mulhauser , J. Wozniak

The efficiency of a Markov chain Monte Carlo algorithm might be measured by the cost of generating one independent sample, or equivalently, the total cost divided by the effective sample size, defined in terms of the integrated…

Computation · Statistics 2017-05-12 Youhan Fang , Yudong Cao , Robert D. Skeel

We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…

Plasma Physics · Physics 2015-08-12 M. S. Rosin , L. F. Ricketson , A. M. Dimits , R. E. Caflisch , B. I. Cohen

We start from recently published numerical data by Hatano and Gubernatis cond-mat/0008115 to discuss properties of convergence to equilibrium of optimized Monte Carlo methods (bivariate multi canonical and parallel tempering). We show that…

Statistical Mechanics · Physics 2009-10-31 E. Marinari , G. Parisi , F. Ricci-Tersenghi , F. Zuliani

We present details of the derivation of local chiral effective field theory interactions to next-to-next-to-leading order, and show results for nucleon-nucleon phase shifts and deuteron properties for these potentials. We then perform…

Nuclear Theory · Physics 2014-11-27 A. Gezerlis , I. Tews , E. Epelbaum , M. Freunek , S. Gandolfi , K. Hebeler , A. Nogga , A. Schwenk

The auxiliary-field quantum Monte Carlo (AFQMC) method is a general numerical method for correlated many-electron systems, which is being increasingly applied in lattice models, atoms, molecules, and solids. Here we introduce the theory and…

Computational Physics · Physics 2021-02-24 Hao Shi , Shiwei Zhang