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Hamiltonian Monte Carlo (HMC) is a powerful Markov Chain Monte Carlo (MCMC) method for sampling from complex high-dimensional continuous distributions. However, in many situations it is necessary or desirable to combine HMC with other…

Computation · Statistics 2022-01-24 Guangyao Zhou

We propose a new algorithm based on the Metropolis sampling method to perform Monte Carlo integration for path integrals in the recently proposed formulation of quantum field theories on the Lefschetz thimble. The algorithm is based on a…

Computational Physics · Physics 2013-10-02 Abhishek Mukherjee , Marco Cristoforetti , Luigi Scorzato

We introduce a Hamiltonian Monte Carlo (HMC) methodology based on a randomized selection of integration times, referred to as eHMC, where "e" stands for empirical. The approach relies on an offline calibration phase that leverages…

Computation · Statistics 2026-05-25 Changye Wu , Pierre Pudlo , Christian P. Robert , Julien Stoehr

We present a comparative study of the rotational characteristics of various molecule-doped 4He clusters using quantum Monte Carlo techniques. The theoretical conclusions obtained from both zero and finite temperature Monte Carlo studies…

Atomic and Molecular Clusters · Physics 2009-11-07 Alexandra Viel , K. Birgitta Whaley

We combine ab initio path integral Monte Carlo (PIMC) simulations with fixed ion configurations from density functional theory molecular dynamics (DFT-MD) simulations to solve the electronic problem for hydrogen under warm dense matter…

Plasma Physics · Physics 2023-02-01 Maximilian Böhme , Zhandos A. Moldabekov , Jan Vorberger , Tobias Dornheim

The structural and dynamical properties of OCS molecules solvated in Helium clusters are studied using reptation quantum Monte Carlo, for cluster sizes n=3-20 He atoms. Computer simulations allow us to establish a relation between the…

Condensed Matter · Physics 2009-11-07 Saverio Moroni , Antonio Sarsa , Stefano Fantoni , Kevin E. Schmidt , Stefano Baroni

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. We report…

Computational Physics · Physics 2007-05-23 Carlo Pierleoni , David M. Ceperley , Markus Holzmann

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…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

We investigate the structural and thermodynamic properties of a new class of patchy colloids, referred to as inverse patchy colloids (IPCs) in their fluid phase via both theoretical methods and simulations. IPCs are nano- or micro- meter…

Soft Condensed Matter · Physics 2015-06-23 Yurij V. Kalyuzhnyi , Emanuela Bianchi , Silvano Ferrari , Gerhard Kahl

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…

Statistical Mechanics · Physics 2009-11-11 Philipp Werner , Matthias Troyer

The new {\em ab initio} quantum path integral Monte Carlo approach has been developed and applied for the entropy difference calculations for the strongly coupled degenerated uniform electron gas (UEG), a well--known model of simple metals.…

Plasma Physics · Physics 2021-07-28 Vladimir Filinov , Pavel Levashov , Alexander Larkin

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) method for performing approximate inference in complex probabilistic models of continuous variables. In common with many MCMC methods, however, the standard HMC…

Computation · Statistics 2017-04-12 Matthew M. Graham , Amos J. Storkey

We present a hybrid Path Integral Monte Carlo (hPIMC) algorithm to calculate real-time quantum thermal correlation functions and demonstrate its application to open quantum systems. The hPIMC algorithm leverages the successes of classical…

Quantum Physics · Physics 2025-06-12 Elliot C. Eklund , Nandini Ananth

By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…

Statistical Mechanics · Physics 2007-05-23 Ligang Chen , Michael W. Deem

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

Computational Physics · Physics 2016-04-05 Akihiko Nishimura , David Dunson

Electron transfer (ET) across molecular chains including an impurity is studied based on a recently improved real-time path integral Monte Carlo (PIMC) approach [J. Chem. Phys. {\bf 121}, 12696 (2004)]. The reduced electronic dynamics is…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Lothar Muehlbacher , Joachim Ankerhold

A quantum interatomic scattering is implemented in the direct simulation Monte Carlo (DSMC) method applied to transport phenomena in rarefied gases. In contrast to the traditional DSMC method based on the classical scattering, the proposed…

Computational Physics · Physics 2025-07-16 Felix Sharipov

We apply a diagrammatic Monte Carlo method to the problem of an impurity interacting resonantly with a homogeneous Fermi bath for a quasi-two-dimensional setup. Notwithstanding the series divergence, we can show numerically that the three…

Quantum Gases · Physics 2014-09-18 Peter Kroiss , Lode Pollet

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…

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