Related papers: The Feynman Path Goes Monte Carlo
A kink-based expression for the canonical partition function is developed using Feynman's path integral formulation of quantum mechanics and a discrete basis set. The approach is exact for a complete set of states. The method is tested on…
One of the key challenges in identifying nonlinear and possibly non-Gaussian state space models (SSMs) is the intractability of estimating the system state. Sequential Monte Carlo (SMC) methods, such as the particle filter (introduced more…
This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…
We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…
By precisely writing down the matrix element of the local Boltzmann operator, we have proposed a new path integral formulation for quantum field theory and developed a corresponding Monte Carlo algorithm. With current formula, the…
These lectures are intended for graduate students who want to acquire a working knowledge of path integral methods in a wide variety of fields in physics. In general the presentation is elementary and path integrals are developed in the…
Numerical simulation is an important non-perturbative tool to study quantum field theories defined in non-commutative spaces. In this contribution, a selection of results from Monte Carlo calculations for non-commutative models is…
In this work the path integral formulation for rigid rotors, proposed by M\"user and Berne [Phys. Rev. Lett. {\bf 77}, 2638 (1996)], is described in detail. It is shown how this formulation can be used to perform Monte Carlo simulations of…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…
We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…
We formulate a path-integral Monte Carlo algorithm for simulating lattice systems consisting of fictitious particles governed by a generalized exchange statistics. This method, initially proposed for continuum systems, introduces a…
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…
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…
Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…
It has become increasingly feasible to use quantum Monte Carlo (QMC) methods to study correlated fermion systems for realistic Hamiltonians. We give a summary of these techniques targeted at researchers in the field of correlated electrons,…
Transferring information from observations of a dynamical system to estimate the fixed parameters and unobserved states of a system model can be formulated as the evaluation of a discrete time path integral in model state space. The…
When a system undergoes a quantum phase transition, the ground-state wave-function shows a change of nature, which can be monitored using the fidelity concept. We introduce two Quantum Monte Carlo schemes that allow the computation of…
Recently, fictitious identical particles have provided a promising way to overcome the fermion sign problem and have been used in path integral Monte Carlo (PIMC) to accurately simulate warm dense matter with up to 1000 electrons (T.…
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…