Related papers: Monte Carlo Simulations with Complex-Valued Measur…
Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…
This work demonstrates algorithms to accurately compute solutions to thermal radiation transport problems using a reduced floating-point precision implementation of the Implicit Monte Carlo method. Several techniques falling into the…
We apply the formally exact Diagrammatic Monte Carlo (DiagMC) method to probe the unprecedentedly low-temperature regime recently achieved in an ultracold-atom quantum simulation of the 2D Hubbard model [Xu et al., Nature 642, 909 (2025)].…
The Rayleigh conjecture on the representation of the scattered field in the exterior of an obstacle $D$ is widely used in applications. However this conjecture is false for some obstacles. AGR introduced the Modified Rayleigh Conjecture…
A Monte Carlo Renormalization Group algorithm is used on the Ising model to derive critical exponents and the critical temperature. The algorithm is based on a minimum relative entropy iteration developed previously to derive potentials…
Nested integration problems arise in various scientific and engineering applications, including Bayesian experimental design, financial risk assessment, and uncertainty quantification. These nested integrals take the form $\int f\left(\int…
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…
Quantum Monte Carlo simulations provide one of the more powerful and versatile numerical approaches to condensed matter systems. However, their application to frustrated quantum spin models, in all relevant temperature regimes, is hamstrung…
A general algorithm toward the solution of the fermion sign problem in finite-temperature quantum Monte Carlo simulations has been formulated for discretized fermion path integrals with nearest-neighbor interactions in the Trotter…
We consider the problem of estimating a spectral risk measure (SRM) from i.i.d. samples, and propose a novel method that is based on numerical integration. We show that our SRM estimate concentrates exponentially, when the underlying…
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…
Reliable simulations of correlated quantum systems, including high-temperature superconductors and frustrated magnets, are increasingly desired nowadays to further understanding of essential features in such systems. Quantum Monte Carlo…
This paper introduces an open-ended sequential algorithm for computing the p-value of a test using Monte Carlo simulation. It guarantees that the resampling risk, the probability of a different decision than the one based on the theoretical…
The fermion sign problem constitutes one of the most fundamental obstacles in quantum many-body theory. Recently, it has been suggested to circumvent the sign problem by carrying out path integral simulations with a fictitious quantum…
We propose a novel multivariate Monte Carlo method as an efficient and flexible approach to analyzing extended X-ray sources with the Reflection Grating Spectrometer (RGS) on XMM Newton. A multi-dimensional interpolation method is used to…
We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…
Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…
In a random ray method of neutral particle transport simulation, each iteration begins by sampling a set of rays before proceeding to solve the characteristic transport equation along the linear paths the rays follow. Historically,…
Estimating the probability that a sum of random variables (RVs) exceeds a given threshold is a well-known challenging problem. Closed-form expression of the sum distribution is usually intractable and presents an open problem. A crude Monte…
Modeling univariate block maxima by the generalized extreme value distribution constitutes one of the most widely applied approaches in extreme value statistics. It has recently been found that, for an underlying stationary time series,…