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We report measurements of the critical exponents of the classical three-dimensional Heisenberg model on simple cubic lattices of size $L^3$ with $L$ = 12, 16, 20, 24, 32, 40, and 48. The data was obtained from a few long single-cluster…

High Energy Physics - Lattice · Physics 2009-10-22 C. Holm , W. Janke

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

Using a Monte Carlo (MC) method, we study an effective model for the Fe(II)Fe(III) bimetallic oxalates. Within a hybrid quantum-classical MC algorithm, the Heisenberg S=2 and $S'=5/2$ spins on the Fe(II) and Fe(III) sites are updated using…

Materials Science · Physics 2009-11-13 P. Henelius , R. S. Fishman

We describe a generalized scheme for the probability-changing cluster (PCC) algorithm, based on the study of the finite-size scaling property of the correlation ratio, the ratio of the correlation functions with different distances. We…

Statistical Mechanics · Physics 2009-11-07 Yutaka Okabe , Yusuke Tomita , Chiaki Yamaguchi

We present an algorithm for measurement of the Green's function in the hybridization expansion continuous-time quantum Monte-Carlo based on continuous estimators. Compared to the standard method, the present algorithm has similar or better…

Strongly Correlated Electrons · Physics 2013-06-17 Pavel Augustinský , Jan Kuneš

We investigate the applicability of the synchronous relaxation (SR) algorithm to parallel kinetic Monte Carlo simulations of simple models of thin-film growth. A variety of techniques for optimizing the parallel efficiency are also…

Materials Science · Physics 2007-05-23 Yunsic Shim , Jacques G. Amar

The least squares Monte Carlo algorithm has become popular for solving portfolio optimization problems. A simple approach is to approximate the value functions on a discrete grid of portfolio weights, then use control regression to…

Portfolio Management · Quantitative Finance 2018-09-12 Rongju Zhang , Nicolas Langrené , Yu Tian , Zili Zhu , Fima Klebaner , Kais Hamza

We introduce a numerical algorithm to stochastically sample the dual fermion perturbation series around the dynamical mean field theory, generating all topologies of two-particle interaction vertices. We show results in the weak and strong…

Strongly Correlated Electrons · Physics 2016-07-07 Sergei Iskakov , Andrey E. Antipov , Emanuel Gull

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 2016-08-25 G. Arnold , Th. Lippert , K. Schilling

The physics of crystalline membranes, i.e. fixed-connectivity surfaces embedded in three dimensions and with an extrinsic curvature term, is very rich and of great theoretical interest. To understand their behavior, numerical simulations…

Computational Physics · Physics 2009-10-30 G. Thorleifsson , M. Falcioni

We study the mixed system of correlation functions involving a scalar field charged under a global $U(1)$ symmetry and the associated conserved spin-1 current $J_\mu$. Using numerical bootstrap techniques we obtain bounds on new observables…

High Energy Physics - Theory · Physics 2021-02-03 Marten Reehorst , Emilio Trevisani , Alessandro Vichi

We investigate operator dynamics and entanglement growth in dual-unitary circuits, a class of locally scrambled quantum systems that enables efficient simulation beyond the exponential complexity of the Hilbert space. By mapping the…

Quantum Physics · Physics 2025-04-02 Menghan Song , Zhaoyi Zeng , Ting-Tung Wang , Yi-Zhuang You , Zi Yang Meng , Pengfei Zhang

We introduce a new Monte Carlo method for pure gauge theories. It is not intended for use with dynamical fermions. It belongs to the class of Local Hybrid Monte Carlo (LHMC) algorithms, which make use of the locality of the action by…

High Energy Physics - Lattice · Physics 2009-10-22 A. D. Kennedy , K. M. Bitar

Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by…

Optimization and Control · Mathematics 2022-03-28 Christian Bayer , Denis Belomestny , Paul Hager , Paolo Pigato , John Schoenmakers , Vladimir Spokoiny

In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…

Statistical Mechanics · Physics 2011-08-31 Francesco Parisen Toldin

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

We implement a cluster-update Monte Carlo algorithm to simulate magnetic dipoles of the XY-spin type confined in a two-dimensional plane. The long-range character and anisotropy in the dipole interaction are handled by using the…

Statistical Mechanics · Physics 2011-09-29 Seung Ki Baek

Adaptive Monte Carlo methods are very efficient techniques designed to tune simulation estimators on-line. In this work, we present an alternative to stochastic approximation to tune the optimal change of measure in the context of…

Probability · Mathematics 2009-10-23 Benjamin Jourdain , Jérôme Lelong

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

The behaviour of the renormalized spin 2-point function in the O(3) and dodecahedron spin model are investigated numerically. The Monte Carlo data show excellent agreement between the two models. The short distance behavior comes very close…

High Energy Physics - Lattice · Physics 2010-12-17 Adrian Patrascioiu