Related papers: Monte Carlo results for three-dimensional self-avo…

This paper presents a tool for addressing a key component in many algorithms for planning robot trajectories under uncertainty: evaluation of the safety of a robot whose actions are governed by a closed-loop feedback policy near a nominal…

Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…

We present a dynamic nonlocal hybrid Monte Carlo algorithm consisting of pivot and ``cut-and-permute'' moves. The algorithm is suitable for the study of polymers in semiconfined geometries at the ordinary transition, where the pivot…

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

We present results from numerical simulations of three different 3d four-fermion models that exhibit Z_2, U(1), and SU(2) x SU(2) chiral symmetries, respectively. We performed the simulations by using the hybrid Monte Carlo algorithm. We…

We describe a new algorithm for the enumeration of self-avoiding walks on the square lattice. Using up to 128 processors on a HP Alpha server cluster we have enumerated the number of self-avoiding walks on the square lattice to length 71.…

The off-resonant hyperpolarizability is calculated using the dipole-free sum-over-stats expression from a randomly chosen set of energies and transition dipole moments that are forced to be consistent with the sum rules. The process is…

In the Monte Carlo simulation of both Lattice field-theories and of models of Statistical Mechanics, identities verified by exact mean-values such as Schwinger-Dyson equations, Guerra relations, Callen identities, etc., provide well known…

We study self-avoiding walk on graphs whose automorphism group has a transitive nonunimodular subgroup. We prove that self-avoiding walk is ballistic, that the bubble diagram converges at criticality, and that the critical two-point…

A careful Monte Carlo investigation of the phase transition very close to the critical point (T -> Tc, H -> 0) in relatively large d = 3, s = 1/2 Ising lattices did produce critical exponents beta = 0.3126(4) =~ 5/16, delta^{-1} = 0.1997(4)…

A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…

We study the universal critical behaviour near weakly first-order phase transitions for a three-dimensional model of two coupled scalar fields -- the cubic anisotropy model. Renormalization-group techniques are employed within the formalism…

There are no known exact formulas for the valuation of a number of exotic options, and this is particularly true for options under discrete monitoring and for American style options. Therefore, one usually recourses to a Monte Carlo…

We offer a new proposal for the Monte Carlo treatment of many-fermion systems in continuous space. It is based upon Diffusion Monte Carlo with significant modifications: correlated pairs of random walkers that carry opposite signs;…

We perform large-scale Monte Carlo simulations of the classical XY model on a three-dimensional $L\times L \times L$ cubic lattice using the graphics processing unit (GPU). By the combination of Metropolis single-spin flip, over-relaxation…

A prototypical problem on which techniques for exact enumeration are tested and compared is the enumeration of self-avoiding walks. Here, we show an advance in the methodology of enumeration, making the process thousands or millions of…

We present an approach to interface branching random walks with Markov chain Monte Carlo sampling, and to switch seamlessly between the two. The approach is discussed in the context of auxiliary-field quantum Monte Carlo (AFQMC) but is…

Perturbative coefficients for Wilson loops and the static quark self-energy are extracted from Monte Carlo simulations at large beta on finite volumes, where all the lattice momenta are large. The Monte Carlo results are in excellent…

We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that…

The dynamic process for the two dimensional three state Potts model in the critical domain is simulated by the Monte Carlo method. It is shown that the critical point can rigorously be located from the universal short-time behaviour. This…