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Related papers: Simulations with Complex Measure

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Monte Carlo simulations have boosted the numerical study of several different physical systems and in particular, the canonical ensemble has been especially useful because of the existence of easy and efficient relaxation algorithms…

Statistical Mechanics · Physics 2019-10-29 G. Palma , A. Riveros

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

Frustrated spin systems generically suffer from the negative sign problem inherent to Monte Carlo methods. Since the severity of this problem is formulation dependent, optimization strategies can be put forward. We introduce a phase pinning…

Strongly Correlated Electrons · Physics 2021-08-18 Toshihiro Sato , Fakher F. Assaad

A precise dynamical characterization of quantum impurity models with multiple interacting orbitals is challenging. In quantum Monte Carlo methods, this is embodied by sign problems. A dynamical sign problem makes it exponentially difficult…

Mesoscale and Nanoscale Physics · Physics 2024-07-02 Andre Erpenbeck , Thomas Blommel , Lei Zhang , Wei-Ting Lin , Guy Cohen , Emanuel Gull

We introduce a new class of Monte Carlo based approximations of expectations of random variables such that their laws are only available via certain discretizations. Sampling from the discretized versions of these laws can typically…

Computation · Statistics 2017-10-17 Dan Crisan , Pierre Del Moral , Jeremie Houssineau , Ajay Jasra

A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…

Statistical Mechanics · Physics 2009-05-21 L. A. Fernandez , V. Martin-Mayor , P. Verrocchio

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

We present a generic reweighting method for nonequilibrium Markov processes. With nonequilibrium Monte Carlo simulations at a single temperature, one calculates the time evolution of physical quantities at different temperatures, which…

Statistical Mechanics · Physics 2009-11-10 Hwee Kuan Lee , Yutaka Okabe

We present iterative Monte Carlo algorithm for which the temperature variable is attracted by a critical point. The algorithm combines techniques of single histogram reweighting and linear filtering. The 2d Ising model of ferromagnet is…

Statistical Mechanics · Physics 2015-06-24 M. Gmitra , D. Horvath

We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…

Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…

Computation · Statistics 2020-04-24 Nathan Robertson , James M. Flegal , Dootika Vats , Galin L. Jones

We consider the method of self-similar renormalization for calculating critical temperatures and critical indices. A new optimized variant of the method for an effective summation of asymptotic series is suggested and illustrated by several…

Statistical Mechanics · Physics 2009-10-30 S. Gluzman , V. I. Yukalov

The nuclear shell model is known to describe the properties of various nuclei extremely well. However, the auxiliary-field quantum Monte Carlo calculations cannot be applied to it with general interactions due to the sign problem. The model…

Nuclear Theory · Physics 2025-08-22 Yuhma Asano , Yuta Ito , Jun Nishimura , Noritaka Shimizu

We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

We introduce a Quantum Monte Carlo (QMC) method which efficiently simulates in a sign-problem-free way a broad class of frustrated $S=1/2$ models with competing antiferromagnetic interactions. Our scheme uses the basis of total spin…

Strongly Correlated Electrons · Physics 2016-11-09 Fabien Alet , Kedar Damle , Sumiran Pujari

Monte Carlo simulations away from half-filling suffer from a sign problem that can be reduced by deforming the contour of integration. Such a transformation, which induces a Jacobian determinant in the Boltzmann weight, can be implemented…

Computational Physics · Physics 2022-09-30 Marcel Rodekamp , Evan Berkowitz , Christoph Gäntgen , Stefan Krieg , Thomas Luu , Johann Ostmeyer

We present results of the numerical simulation of the two-dimensional Thirring model at finite density and temperature. The severe sign problem is dealt with by deforming the domain of integration into complex field space. This is the first…

High Energy Physics - Lattice · Physics 2017-01-11 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Gregory W. Ridgway , Neill C. Warrington

We present a new method devised to overcome the intrinsic difficulties associated to the numerical simulations of the Tsallis statistics. We use a standard Metropolis Monte Carlo algorithm at a fictitious temperature T', combined with a…

Statistical Mechanics · Physics 2009-10-31 Rafael Salazar , Raul Toral

Zero- and two-dimensional crystal defects form in open statistical ensembles, such as the grand canonical, that are usually inaccessible with conventional simulation techniques. This longstanding challenge is overcome with a new Hamiltonian…

Materials Science · Physics 2026-01-16 Flynn Walsh , Babak Sadigh , Joseph T. McKeown , Timofey Frolov

A new method for the stabilization of the sign problem in the Green Function Monte Carlo technique is proposed. The method is devised for real lattice Hamiltonians and is based on an iterative ''stochastic reconfiguration'' scheme which…

Condensed Matter · Physics 2009-10-31 S. Sorella