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Related papers: Generalized Hybrid Monte-Carlo

200 papers

We demonstrate that substantial progress can be achieved in the study of the phase structure of 4-dimensional compact QED by a joint use of hybrid Monte Carlo and multicanonical algorithms, through an efficient parallel implementation. This…

High Energy Physics - Lattice · Physics 2015-06-25 G. Arnold , Th. Lippert , K. Schilling

We present a modification of the Hybrid Monte Carlo algorithm for tackling the critical slowing down of generating Markov chains of lattice gauge configurations towards the continuum limit. We propose a new method to exchange information…

High Energy Physics - Lattice · Physics 2019-04-24 Xiao-Yong Jin , James C. Osborn

We present a continuous-time Monte Carlo method for quantum impurity models, which combines a weak-coupling expansion with an auxiliary-field decomposition. The method is considerably more efficient than Hirsch-Fye and free of time…

Strongly Correlated Electrons · Physics 2008-06-02 Emanuel Gull , Philipp Werner , Olivier Parcollet , Matthias Troyer

Existing rigorous convergence guarantees for the Hamiltonian Monte Carlo (HMC) algorithm use Gaussian auxiliary momentum variables, which are crucially symmetrically distributed. We present a novel convergence analysis for HMC utilizing new…

Machine Learning · Statistics 2026-05-12 Soumyadip Ghosh , Yingdong Lu , Tomasz Nowicki

We discuss the detailed balance condition for hybrid Monte Carlo method

In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…

Numerical Analysis · Mathematics 2013-07-10 Giacomo Dimarco

UKQCD's dynamical fermion project uses the Generalised Hybrid Monte-Carlo (GHMC) algorithm to generate QCD gauge configurations for a non-perturbatively O(a) improved Wilson action with two degenerate sea-quark flavours. We describe our…

High Energy Physics - Lattice · Physics 2009-10-30 Z. Sroczynski , S. M. Pickles , S. P. Booth

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

We present a Hamiltonian Monte Carlo algorithm to sample from multivariate Gaussian distributions in which the target space is constrained by linear and quadratic inequalities or products thereof. The Hamiltonian equations of motion can be…

Computation · Statistics 2013-06-06 Ari Pakman , Liam Paninski

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak , Sergei Zakharov

We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…

High Energy Physics - Lattice · Physics 2016-08-15 B. Allés , G. Boyd , M. D'Elia , A. Di Giacomo , E. Vicari

New hybrid Molecular Dynamics-Monte Carlo methods are proposed to increase the efficiency of constant-pressure simulations. Two variations of the isobaric Molecular Dynamics component of the algorithms are considered. In the first, we use…

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

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

Statistical Mechanics · Physics 2015-07-15 Konstantin S. Turitsyn , Michael Chertkov , Marija Vucelja

Gaussian random fields play an important role in many areas of science and engineering. In practice, they are often simulated by sampling from a high-dimensional multivariate normal distribution, which arises from the discretisation of a…

Numerical Analysis · Mathematics 2026-02-12 Yoshihito Kazashi , Eike H. Müller , Robert Scheichl

Hamiltonian Monte Carlo (or hybrid Monte Carlo) with partial momentum refreshment explores the state space more slowly than it otherwise would due to the momentum reversals which occur on proposal rejection. These cause trajectories to…

Data Analysis, Statistics and Probability · Physics 2012-05-10 Jascha Sohl-Dickstein

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 A. Bandrivskyy , S. Beri , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

We test a recent proposal to use approximate trivializing maps in a field theory to speed up Hybrid Monte Carlo simulations. Simulating the CP^{N-1} model, we find a small improvement with the leading order transformation, which is however…

High Energy Physics - Lattice · Physics 2015-03-18 Georg P. Engel , Stefan Schaefer

We introduce methodologies for highly scalable quantum Monte Carlo simulations of electron-phonon models, and report benchmark results for the Holstein model on the square lattice. The determinant quantum Monte Carlo (DQMC) method is a…

Strongly Correlated Electrons · Physics 2022-07-18 Benjamin Cohen-Stead , Owen Bradley , Cole Miles , George Batrouni , Richard Scalettar , Kipton Barros

We introduce a new path integral Monte Carlo method for investigating nonadiabatic systems in thermal equilibrium and demonstrate an approach to reducing stochastic error. We derive a general path integral expression for the partition…

Chemical Physics · Physics 2019-07-11 Neil Raymond , Dmitri Iouchtchenko , Pierre-Nicholas Roy , Marcel Nooijen

The analysis developed by L\"uscher and Schaefer of the Hybrid Monte Carlo (HMC) algorithm is extended to include Fourier acceleration. We show for the $\phi^4$ theory that Fourier acceleration substantially changes the structure of the…

High Energy Physics - Lattice · Physics 2018-12-14 Norman H. Christ , Evan W. Wickenden