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We review a recently devised Monte Carlo simulation method for the direct study of quasi-stationary properties of stochastic processes with an absorbing state. The method is used to determine the static correlation function and the…

Statistical Mechanics · Physics 2009-11-10 Ronald Dickman , Marcelo Martins de Oliveira

This review covers applications of quantum Monte Carlo methods to quantum mechanical problems in the study of electronic and atomic structure, as well as applications to statistical mechanical problems both of static and dynamic nature. The…

chem-ph · Physics 2016-10-26 M. P. Nightingale , C. J. Umrigar

We introduce a semistochastic implementation of the power method to compute, for very large matrices, the dominant eigenvalue and expectation values involving the corresponding eigenvector. The method is semistochastic in that the matrix…

Strongly Correlated Electrons · Physics 2013-10-24 F. R. Petruzielo , A. A. Holmes , Hitesh J. Changlani , M. P. Nightingale , C. J. Umrigar

This paper proposes an eigenvalue-based small-sample approximation of the celebrated Markov Chain Monte Carlo that delivers an invariant steady-state distribution that is consistent with traditional Monte Carlo methods. The proposed…

Econometrics · Economics 2026-05-05 Irene Aldridge

Recent advances in mean-field theory are reviewed and applications to the Sun, late-type stars, accretion disks, galaxies, and the early Universe are discussed. We focus particularly on aspects of spatio-temporal nonlocality, which is one…

Fluid Dynamics · Physics 2019-01-14 Axel Brandenburg

We present a continuous-time Monte Carlo method for quantum impurity models, which combines a weak-coupling expansion with an auxiliary-field decomposition. The method is considerably more efficient than Hirsch-Fye and free of time…

Strongly Correlated Electrons · Physics 2008-06-02 Emanuel Gull , Philipp Werner , Olivier Parcollet , Matthias Troyer

We consider an alternative to the Monte Carlo method for dust continuous radiative transfer simulations: the Quasi-Monte Carlo method. We briefly discuss what it is, its history, and possible implementations. We compare the Monte Carlo…

Solar and Stellar Astrophysics · Physics 2024-06-25 S. G. Shulman

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

In recent years efficient algorithms have been developed for the numerical computation of relativistic single-particle path integrals in quantum field theory. Here, we adapt this "worldline Monte Carlo" approach to the standard problem of…

The progress of the last decade in perturbative quantum field theory at high temperature and density made possible by the use of effective field theories and hard-thermal/dense-loop resummations in ultrarelativistic gauge theories is…

High Energy Physics - Phenomenology · Physics 2010-01-15 Ulrike Kraemmer , Anton Rebhan

We study a version of the proximal gradient algorithm for which the gradient is intractable and is approximated by Monte Carlo methods (and in particular Markov Chain Monte Carlo). We derive conditions on the step size and the Monte Carlo…

Statistics Theory · Mathematics 2016-11-22 Yves F. Atchade , Gersende Fort , Eric Moulines

By including elements of the density matrix formalism, the semiclassical ensemble Monte Carlo method for carrier transport is extended to incorporate incoherent tunneling, known to play an important role in quantum cascade lasers (QCLs). In…

Mesoscale and Nanoscale Physics · Physics 2017-11-17 Christian Jirauschek

The auxiliary field quantum Monte Carlo (AFQMC) method has been a workhorse in the field of strongly correlated electrons for a long time and has found its most recent implementation in the ALF package (https://alf.physik.uni-wuerzburg.de).…

Strongly Correlated Electrons · Physics 2020-09-11 Florian Goth

In this paper we propose a comparison between the CTRW (Monte Carlo) and Fractional Derivative approaches to the modelling of anomalous diffusion phenomena in the presence of an advection field. Galilei variant and invariant schemes are…

Statistical Mechanics · Physics 2009-03-23 M. Marseguerra , A. Zoia

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker

We present novel Monte Carlo methods for treating the interacting shell model that allow exact calculations much larger than those heretofore possible. The two-body interaction is linearized by an auxiliary field; Monte Carlo evaluation of…

Nuclear Theory · Physics 2008-11-26 C. W. Johnson , S. E. Koonin , G. H. Lang , W. E. Ormand

The quantum Monte Carlo methods represent a powerful and broadly applicable computational tool for finding very accurate solutions of the stationary Schroedinger equation for atoms, molecules, solids and a variety of model systems. The…

Computational Physics · Physics 2011-01-28 Jindrich Kolorenc , Lubos Mitas

The auxiliary field method is a technique to obtain approximate closed formulae for the solutions of both nonrelativistic and semirelativistic eigenequations in quantum mechanics. For a many-body Hamiltonian describing identical particles,…

Quantum Physics · Physics 2012-01-17 C. Semay , F. Buisseret , B. Silvestre-Brac

We report on a new variant of the hybrid Monte Carlo algorithm employing a polynomial approximation of the inverse of the non-Hermitian Dirac-Wilson operator. Our approximation relies on simple and stable recurrence relations of complex…

High Energy Physics - Lattice · Physics 2010-01-21 Oliver Witzel

High order perturbation theory has seen an unexpected recent revival for controlled calculations of quantum many-body systems, even at strong coupling. We adapt integration methods using low-discrepancy sequences to this problem. They…

Strongly Correlated Electrons · Physics 2020-08-27 Marjan Maček , Philipp T. Dumitrescu , Corentin Bertrand , Bill Triggs , Olivier Parcollet , Xavier Waintal