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We solve a variety of sign problems for models in lattice field theory using the Hamiltonian formulation, including Yukawa models and simple lattice gauge theories. The solutions emerge naturally in continuous time and use the dual…
A real-time path integral Monte Carlo approach is developed to study the dynamics in a many-body quantum system until reaching a nonequilibrium stationary state. The approach is based on augmenting an exact reduced equation for the…
We develop a continuous-time quantum Monte Carlo method based on a strong-coupling expansion for Anderson impurity models with phonon-assisted hybridizations for arbitrary number of phonon modes. As a benchmark, we investigate the…
We combine a generic method for finding fast orthogonal transforms for a given quasi-Monte Carlo integration problem with the multilevel Monte Carlo method. It is shown by example that this combined method can vastly improve the efficiency…
We introduce methods and theory for fractionally cointegrated curve time series. We develop a variance-ratio test to determine the dimensions associated with the nonstationary and stationary subspaces. For each subspace, we apply a local…
We introduce and compare three different Monte Carlo determinantal algorithms that allow one to compute dynamical quantities, such as the self-energy, of fermionic systems in their thermodynamic limit. We show that the most efficient…
When performing a Monte Carlo calculation, the running time should in principle be much longer than the autocorrelation time in order to get reliable results. Among different lattice fermion models, the Holstein model is notorious for its…
Recently, self-dualities based on saddle-point expansions have been proposed as a means to obtain qualitative non-perturbative information in scalar field theories. In this work, we test this proposition quantitatively by studying the phase…
We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…
We present an iterative scheme, reminiscent of the Multigrid method, to solve large boundary value problems with Probabilistic Domain Decomposition (PDD). In it, increasingly accurate approximations to the solution are used as control…
We start by discussing some theoretical issues of renormalization group transformations and Monte Carlo renormalization group technique. A method to compute the anomalous dimension is proposed and investigated. As an application, we find…
The improvement of simulations of QCD with dynamical Wilson fermions by combining the Hybrid Monte Carlo algorithm with parallel tempering is studied on $10^4$ and $12^4$ lattices. As an indicator for decorrelation the topological charge is…
The time-dependent scaling of the two-time autocorrelation function of spin systems without disorder undergoing phase-ordering kinetics is considered. Its form is shown to be determined by an extension of dynamical scaling to a local…
By decomposing the important sampled imaginary time Schr\"odinger evolution operator to fourth order with positive coefficients, we derived a number of distinct fourth order Diffusion Monte Carlo algorithms. These sophisticated algorithms…
Quantum Monte Carlo and semiclassical methods are used to solve two and four site cluster dynamical mean field approximations to the square lattice Hubbard model at half filling and strong coupling. The energy, spin correlation function,…
We give an introduction to the calculation of path integrals on a lattice, with the quantum harmonic oscillator as an example. In addition to providing an explicit computational setup and corresponding pseudocode, we pay particular…
By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…
First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…
We describe a method of Monte-Carlo simulations of simplicial quantum gravity coupled to matter fields. We concentrate mainly on the problem of implementing effectively the random, dynamical triangulation and building in a detailed-balance…
I investigate the time step dependence of Monte Carlo simulations for coordinate-spaces consisting of several patches. It is shown that a naive kinetic term does not necessarily converge to the same spectrum as a Hamiltonian calculation.…