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Related papers: Simulations with Complex Measure

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The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

While the usual goal in Monte Carlo (MC) simulations of Ising models is the efficient generation of spin configurations with Boltzmann probabilities, the inverse problem is to determine the coupling constants from a given set of spin…

Disordered Systems and Neural Networks · Physics 2017-05-24 Joseph Albert , Robert H. Swendsen

Importance sampling (IS) is an important technique to reduce the estimation variance in Monte Carlo simulations. In many practical problems, however, the use of IS method may result in unbounded variance, and thus fail to provide reliable…

Computation · Statistics 2019-02-26 Tengchao Yu , Linjun Lu , Jinglai Li

We present a self consistent method based on cluster algorithms and Renormalization Group on the lattice to study critical systems numerically. We illustrate it by means of the 2D Ising model. We compute the critical exponents $\nu$ and…

Statistical Mechanics · Physics 2009-12-01 Guillermo Palma , David Zambrano

We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. We apply it in random matrix…

High Energy Physics - Lattice · Physics 2017-08-23 Jan Ambjorn , Konstantinos N. Anagnostopoulos , Jun Nishimura , Jacobus J. M. Verbaarschot

We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. In some cases, like in the…

High Energy Physics - Lattice · Physics 2009-11-10 J. Ambjorn , K. N. Anagnostopoulos , J. Nishimura , J. J. M. Verbaarschot

To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to…

Machine Learning · Statistics 2019-01-03 Jackson Gorham , Lester Mackey

Quantum Monte Carlo methods are powerful tools for studying quantum many-body systems but face difficulties in accessing excited states and in treating sign problems. We present a continuous-time path-integral Monte Carlo method for…

Strongly Correlated Electrons · Physics 2025-12-16 Abhishek Karna , Hansen S. Wu , Shailesh Chandrasekharan , Ribhu K. Kaul

The quantum Monte Carlo method on asymptotic Lefschetz thimbles is a numerical algorithm devised specifically for alleviation of the sign problem appearing in the simulations of quantum many-body systems. In this method, the sign problem is…

Strongly Correlated Electrons · Physics 2021-10-26 Petr A. Mishchenko , Yasuyuki Kato , Yukitoshi Motome

The QCD at finite density is not well understood yet, where standard Monte Carlo simulation suffers from the sign problem. In order to overcome the sign problem, the method of Lefschetz thimble has been explored. Basically, the original…

High Energy Physics - Lattice · Physics 2018-04-18 Shoichiro Tsutsui , Takahiro M. Doi

In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…

Mathematical Physics · Physics 2014-04-08 Pierre Degond , Giacomo Dimarco , Lorenzo Pareschi

Expectation values of physical quantities may accurately be obtained by the evaluation of integrals within Many-Body Quantum mechanics, and these multi-dimensional integrals may be estimated using Monte Carlo methods. In a previous…

Computational Physics · Physics 2009-10-01 J. R. Trail

While the 3d Ising model has defied analytic solution, various numerical methods like Monte Carlo, MCRG and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff…

Computational Physics · Physics 2018-06-12 Alan M. Ferrenberg , Jiahao Xu , David P. Landau

In a typical finite temperature quantum Monte Carlo (QMC) simulation, estimators for simple static observables such as specific heat and magnetization are known. With a great deal of system-specific manual labor, one can sometimes also…

Statistical Mechanics · Physics 2026-01-30 Nic Ezzell , Itay Hen

We show that the Tensor Renormalization Group (TRG) method can be applied to O(N) spin models, principal chiral models and pure gauge theories (Z2, U(1) and SU(2)) on (hyper) cubic lattices. We explain that contrarily to some common belief,…

High Energy Physics - Lattice · Physics 2014-12-02 Yannick Meurice , Alan Denbleyker , Yuzhi Liu , Tao Xiang , Zhiyuan Xie , Ji-Feng Yu , Judah Unmuth-Yockey , Haiyuan Zou

A new Monte Carlo method for computing thermodynamical properties of very large polyelectrolytes is presented. It is based on a renormalization group relating the original polymer to a smaller system, where in addition to the naively…

chem-ph · Physics 2009-10-28 C. Peterson , O. Sommelius , B. Soderberg

The universality class of thermally diluted Ising systems, in which the realization of the disposition of magnetic atoms and vacancies is taken from the local distribution of spins in the pure original Ising model at criticality, is…

Statistical Mechanics · Physics 2009-10-31 M. I. Marques , J. A. Gonzalo , J. Iniguez

We propose a new time quantifiable Monte Carlo (MC) method to simulate the thermally induced magnetization reversal for an isolated single domain particle system. The MC method involves the determination of density of states, and the use of…

Statistical Mechanics · Physics 2009-11-11 X. Z. Cheng , M. B. A. Jalil , H. K. Lee , Y. Okabe

This work introduces two Monte Carlo (MC)-based sampling methods, known as line sampling and subset simulation, to improve the performance of standard MC analyses in the context of asteroid impact risk assessment. Both techniques sample the…

Earth and Planetary Astrophysics · Physics 2020-09-28 Matteo Romano , Matteo Losacco , Camilla Colombo , Pierluigi Di Lizia

We show how the sign problem occurring in dynamical simulations of random matrices at nonzero chemical potential can be avoided by judiciously combining matrices into subsets. For each subset the sum of fermionic determinants is real and…

High Energy Physics - Lattice · Physics 2011-11-22 Jacques Bloch