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Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Methodology · Statistics 2023-07-04 David Gunawan , Chris Carter , Robert Kohn

We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…

Strongly Correlated Electrons · Physics 2009-10-30 Yukitoshi Motome , Masatoshi Imada

In this Ph.D. thesis quantum Monte Carlo methods are applied to investigate the properties of a number of ultracold quantum systems. In Chapter 1 we discuss the analytical approaches and approximations used in the subsequent Chapters; also…

Quantum Gases · Physics 2013-01-10 Oleg N. Osychenko

Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…

Statistical Mechanics · Physics 2015-06-12 Alan R. Denton , Michael P. Schmidt

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

The multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty quantification in PDE models. It combines approximations at different levels of accuracy using a hierarchy of…

Numerical Analysis · Mathematics 2019-11-28 Santiago Badia , Jerrad Hampton , Javier Principe

A real-time path integral Monte Carlo approach is developed to study the dynamics in a many-body quantum system until reaching a nonequilibrium stationary state. The approach is based on augmenting an exact reduced equation for the…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Lothar Mühlbacher , Eran Rabani

Variational Monte Carlo is a many-body numerical method that scales well with system size. It has been extended to study the Green function only recently by Charlebois and Imada (2020). Here we generalize the approach to systems with open…

Strongly Correlated Electrons · Physics 2022-12-20 P. Rosenberg , D. Sénéchal , A. -M. S. Tremblay , M. Charlebois

We analyze here in some detail, the derivation of the Particle and Monte Carlo methods of plasma simulation, such as Particle in Cell (PIC), Monte Carlo (MC) and Particle in Cell / Monte Carlo (PIC/MC) from formal manipulation of transport…

Plasma Physics · Physics 2008-05-21 Savino Longo

The shell-model Monte Carlo (SMMC) technique transforms the traditional nuclear shell-model problem into a path-integral over auxiliary fields. We describe below the method and its applications to four physics issues: calculations of sdpf-…

Nuclear Theory · Physics 2009-10-31 D. J. Dean , J. A. White

In Bayesian inference, Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm known for its efficiency in sampling from complex probability distributions. However, its application to models with latent…

Computation · Statistics 2025-04-15 Alaa Amri , Víctor Elvira , Amy L. Wilson

We present a new Monte Carlo method which couples Path Integral for finite temperature protons with Quantum Monte Carlo for ground state electrons, and we apply it to metallic hydrogen for pressures beyond molecular dissociation. This…

Statistical Mechanics · Physics 2009-11-10 Markus Holzmann , Carlo Pierleoni , David M. Ceperley

The Metropolis Monte Carlo algorithm with the Finite Element method applied to compute electrostatic interaction energy between charge densities is described in this work. By using the Finite Element method to integrate numerically the…

Statistical Mechanics · Physics 2010-09-08 Martial Mazars

We bring a totally new concept for plasma simulation, other than the conventional two ways: Fluid/Kinetic Continuum (FKC) method and Particle-in-Cell (PIC) method. This method is based on Pure Monte Carlo (PMC), but far beyond traditional…

Plasma Physics · Physics 2012-10-11 Hua-sheng Xie

We present an \textit{ab initio} auxiliary field quantum Monte Carlo method for studying the electronic structure of molecules, solids, and model Hamiltonians at finite temperature. The algorithm marries the \textit{ab initio} phaseless…

Strongly Correlated Electrons · Physics 2018-11-13 Yuan Liu , Minsik Cho , Brenda Rubenstein

We present a realistic study for electronic and magnetic properties in dilute magnetic semiconductor (Ga,Mn)As. A multi-orbital Haldane-Anderson model parameterized by density-functional calculations is presented and solved with the…

We investigate the use of a Hamiltonian Monte Carlo to map out the posterior density function for supermassive black hole binaries. While previous Markov Chain Monte Carlo (MCMC) methods, such as Metropolis-Hastings MCMC, have been…

General Relativity and Quantum Cosmology · Physics 2019-08-19 Edward K. Porter , Jérôme Carré

We have used the Monte Carlo (MC) simulation method with Metropolis algorithm to study the finite temperature phase transition properties of a binary alloy spherical nanoparticle with radius $r$ of the type $A_{p}B_{1-p}$. The system…

Statistical Mechanics · Physics 2017-03-08 Z. D. Vatansever , E. Vatansever

Self-learning hybrid Monte Carlo (SLHMC) is a first-principles simulation that allows for exact ensemble generation on potential energy surfaces based on density functional theory. The statistical sampling can be accelerated with the…

Disordered Systems and Neural Networks · Physics 2021-07-28 Keita Kobayashi , Yuki Nagai , Mitsuhiro Itakura , Motoyuki Shiga

In a recent publication [S. Groth \textit{et al.}, PRB (2016)], we have shown that the combination of two novel complementary quantum Monte Carlo approaches, namely configuration path integral Monte Carlo (CPIMC) [T. Schoof \textit{et al.},…

Strongly Correlated Electrons · Physics 2016-05-20 T. Dornheim , S. Groth , T. Schoof , C. Hann , M. Bonitz
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