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For a wide class of applications of the Monte Carlo method, we describe a general sampling methodology that is guaranteed to converge to a specified equilibrium distribution function. The method is distinct from that of Metropolis in that…

Statistical Mechanics · Physics 2009-10-31 Bruce M. Boghosian

Based on the density matrix renormalization group (DMRG), strongly correlated quantum many-body systems at finite temperatures can be simulated by sampling over a certain class of pure matrix product states (MPS) called minimally entangled…

Strongly Correlated Electrons · Physics 2017-06-07 Moritz Binder , Thomas Barthel

The algorithm based on integration over Lefschetz thimbles is a promising method to resolve the sign problem for complex actions. However, this algorithm often meets a difficulty in actual Monte Carlo calculations because the configuration…

High Energy Physics - Lattice · Physics 2019-12-06 Masafumi Fukuma , Naoya Umeda

A new algorithm for Monte Carlo calculation of the double exchange model is studied. The algorithm is commonly applicable to wide classes of strongly correlated electron systems which involve itinerant electrons coupled with…

Strongly Correlated Electrons · Physics 2009-11-07 Nobuo Furukawa , Yukitoshi Motome , Hisaho Nakata

The method of tempered transitions was proposed by Neal (1996) for tackling the difficulties arising when using Markov chain Monte Carlo to sample from multimodal distributions. In common with methods such as simulated tempering and…

Computation · Statistics 2012-09-11 Gundula Behrens , Nial Friel , Merrilee Hurn

We investigate the validity of a zeroth thermodynamic law for non-equilibrium systems. In order to describe the thermodynamics of the glassy systems, it has been introduced an extra parameter, the effective temperature which generalizes the…

Disordered Systems and Neural Networks · Physics 2009-11-07 Adan Garriga

We study the efficiency of parallel tempering Monte Carlo technique for calculating true ground states of the Edwards-Anderson spin glass model. Bimodal and Gaussian bond distributions were considered in two and three-dimensional lattices.…

Statistical Mechanics · Physics 2015-05-13 F. Roma , S. Risau-Gusman , A. J. Ramirez-Pastor , F. Nieto , E. E. Vogel

The problem of simulating the thermal behavior of quantum systems remains a central open challenge in quantum computing. Unlike well-established quantum algorithms for unitary dynamics, \emph{provably efficient} algorithms for preparing…

Quantum Physics · Physics 2026-05-14 Dominik Hahn , Ryan Sweke , Abhinav Deshpande , Oles Shtanko

A bivariate version of the multicanonical Monte Carlo method and its application to the simulation of the three-dimensional $\pm J$ Ising spin glass are described. We found the autocorrelation time associated with this particular…

Disordered Systems and Neural Networks · Physics 2009-09-25 Naomichi Hatano , James E. Gubernatis

We discover a universal scaling law for the quasiparticle Nernst coefficient in underdoped cuprates, whose magnitude decreases exponentially with increasing temperature as confirmed in YBa$_2$Cu$_3$O$_y$. We attribute it to the basic…

Strongly Correlated Electrons · Physics 2023-07-04 Yi-feng Yang

According to the recently obtained thermodynamic uncertainty relation, the microcanonical regions with a negative heat capacity can be accessed within a canonical-like description by using a thermostat with a fluctuating inverse…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez

The study of the competition or coexistence of different ground states in many-body systems is an exciting and actual topic of research, both experimentally and theoretically. Quantum fluctuations of a given phase can suppress or enhance…

Strongly Correlated Electrons · Physics 2020-06-11 Nei Lopes , Daniel G. Barci , Mucio A. Continentino

This work is a contribution to the study of universality in out-of-equilibrium lattice models undergoing a second-order phase transition at equilibrium. The experimental protocol that we have chosen is the following: the system is prepared…

Statistical Mechanics · Physics 2007-05-23 Christophe Chatelain

Molecular Dynamics (MD) computer simulations of a polydisperse soft-sphere model under shear are presented. Starting point for these simulations are deeply supercooled samples far below the critical temperature, $T_c$, of mode coupling…

Soft Condensed Matter · Physics 2022-07-27 Konstantin Lamp , Niklas Küchler , Jürgen Horbach

This work proposes an extension of phase change and latent heat models for the simulation of metal powder bed fusion additive manufacturing processes on the macroscale and compares different models with respect to accuracy and numerical…

Computational Engineering, Finance, and Science · Computer Science 2021-09-07 Sebastian D. Proell , Wolfgang A. Wall , Christoph Meier

We present a method to facilitate Monte Carlo simulations in the grand canonical ensemble given a target mean particle number. The method imposes a fictitious dynamics on the chemical potential, to be run concurrently with the Monte Carlo…

Statistical Mechanics · Physics 2022-04-27 Cole Miles , Benjamin Cohen-Stead , Owen Bradley , Steven Johnston , Richard Scalettar , Kipton Barros

This paper studies the stability of an abstract thermoelastic system with Cattaneo's law, which describes finite heat propagation speed in a medium. We introduce a region of parameters containing coupling, thermal dissipation, and possible…

Analysis of PDEs · Mathematics 2024-09-23 Chenxi Deng , Zhong-Jie Han , Zhaobin Kuang , Qiong Zhang

Monte Carlo algorithms are frequently used in atomistic simulations, including for computation of magnetic parameter temperature dependences in multiscale simulations. Even though parallelization strategies for Monte Carlo simulations of…

Mesoscale and Nanoscale Physics · Physics 2021-09-15 Serban Lepadatu , George McKenzie , Tim Mercer , Callum Robert MacKinnon , Philip Raymond Bissell

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

We develop a modular approach to Markov chain Monte Carlo (MCMC) sampling for unnormalized target densities. In this approach, Markov chains are constructed in parallel, each constrained to a subset of the target space. The Monte Carlo…

Computation · Statistics 2026-05-05 Joonha Park