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Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…

Numerical Analysis · Mathematics 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…

Statistical Mechanics · Physics 2007-05-23 S. Trebst , D. A. Huse , E. Gull , H. G. Katzgraber , U. H. E. Hansmann , M. Troyer

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

We investigate in this work a recently proposed diagrammatic quantum Monte Carlo method --- the inchworm Monte Carlo method --- for open quantum systems. We establish its validity rigorously based on resummation of Dyson series. Moreover,…

Mathematical Physics · Physics 2019-06-18 Zhenning Cai , Jianfeng Lu , Siyao Yang

To account for the interference effects of the Coulomb and exchange interactions of electrons a new path integral representation of the density matrix has been developed in the canonical ensemble at finite temperatures. The developed…

Plasma Physics · Physics 2022-01-05 Vladimir Filinov , Pavel Levashov , Alexander Larkin

This paper presents a method for alleviating sign problems in lattice path integrals, including those associated with finite fermion density in relativistic systems. The method makes use of information gained from some systematic expansion…

High Energy Physics - Lattice · Physics 2020-11-11 Scott Lawrence

The fermion sign problem remains the primary obstacle in simulating the thermodynamic properties of various fermionic systems. In this work, we present a sign-blocking method to mitigate the numerical instability inherent in the sign…

Computational Physics · Physics 2026-04-14 Yunuo Xiong , Hongwei Xiong

The negative sign problem in quantum Monte Carlo (QMC) simulations of cluster impurity problems is the major bottleneck in cluster dynamical mean field calculations. In this paper we systematically investigate the dependence of the sign…

Strongly Correlated Electrons · Physics 2015-11-18 Hiroshi Shinaoka , Yusuke Nomura , Silke Biermann , Matthias Troyer , Philipp Werner

Quantum Monte-Carlo (QMC) simulations involving fermions have the notorious sign problem. Some well-known exceptions of the auxiliary field QMC algorithm rely on the factorizibility of the fermion determinant. Recently, a fermionic QMC…

Strongly Correlated Electrons · Physics 2009-02-06 Congjun Wu , Shou-Cheng Zhang

Hybrid Monte Carlo simulations that implement the fermion action using multiple terms are commonly used. By the nature of their formulation they involve multiple integration time scales in the evolution of the system through simulation…

High Energy Physics - Lattice · Physics 2015-05-20 Waseem Kamleh

Cluster algorithms have been recently used to eliminate sign problems that plague Monte-Carlo methods in a variety of systems. In particular such algorithms can also be used to solve sign problems associated with the permutation of fermion…

High Energy Physics - Lattice · Physics 2015-06-25 Shailesh Chandrasekharan

Nowadays the term 'sign problem' is used to identify two different problems. The ideas to overcome the first type of the 'sign problem' of strongly oscillating complex valued imtegrand in the Feynman path integrals comes from…

Statistical Mechanics · Physics 2020-03-04 Vladimir Filinov , Alexander Larkin

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

Optimization and Control · Mathematics 2025-04-25 Apurva Patil

We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the…

Probability · Mathematics 2011-11-23 David F. Anderson , Desmond J. Higham

Quantum Tunneling is ubiquitous across different fields, from quantum chemical reactions, and magnetic materials to quantum simulators and quantum computers. While simulating the real-time quantum dynamics of tunneling is infeasible for…

Quantum Physics · Physics 2017-10-17 Guglielmo Mazzola , Vadim N. Smelyanskiy , Matthias Troyer

The many-body dynamics of a quantum computer can be reduced to the time evolution of non-interacting quantum bits in auxiliary fields by use of the Hubbard-Stratonovich representation of two-bit quantum gates in terms of one-bit gates. This…

Quantum Physics · Physics 2007-05-23 N. J. Cerf , S. E. Koonin

We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…

Plasma Physics · Physics 2015-08-12 M. S. Rosin , L. F. Ricketson , A. M. Dimits , R. E. Caflisch , B. I. Cohen

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla