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Quantum Monte Carlo and quantum simulation are both important tools for understanding quantum many-body systems. As a classical algorithm, quantum Monte Carlo suffers from the sign problem, preventing its application to most fermion systems…

Quantum Physics · Physics 2022-01-06 Yongdan Yang , Bing-Nan Lu , Ying Li

Due to a hard dependency between time steps, large-scale simulations of gas using the Direct Simulation Monte Carlo (DSMC) method proceed at the pace of the slowest processor. Scalability is therefore achievable only by ensuring that the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-19 William McDoniel , Paolo Bientinesi

We show that the formalism of tensor-network states, such as the matrix product states (MPS), can be used as a basis for variational quantum Monte Carlo simulations. Using a stochastic optimization method, we demonstrate the potential of…

Strongly Correlated Electrons · Physics 2009-11-13 A. W. Sandvik , G. Vidal

We present efficient algorithms to generate a bit string in which each bit is set with arbitrary probability. By adopting a hybrid algorithm, i.e., a finite-bit density approximation with correction techniques, we achieve 3.8 times faster…

Statistical Mechanics · Physics 2019-02-07 Hiroshi Watanabe , Satoshi Morita , Synge Todo , Naoki Kawashima

We investigate the applicability of the synchronous relaxation (SR) algorithm to parallel kinetic Monte Carlo simulations of simple models of thin-film growth. A variety of techniques for optimizing the parallel efficiency are also…

Materials Science · Physics 2007-05-23 Yunsic Shim , Jacques G. Amar

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

Statistical Mechanics · Physics 2007-05-23 Erik Luijten

We study structural phase transition of polymer-grafted colloidal particles by Monte Carlo simulations on hard spherical particles. The interaction potential, which has a weak repulsive step outside the hard core, was validated with use of…

Soft Condensed Matter · Physics 2007-05-23 Yuki Norizoe , Toshihiro Kawakatsu

Parallel supercomputer-based Monte Carlo applications depend on pseudorandom number generators that produce independent pseudorandom streams across many separate processes. We propose a new scalable class of parallel pseudorandom number…

Computational Physics · Physics 2015-02-03 Paul D. Beale

This paper is devoted to computational algorithms designed to describe the classical Ising magnet in some specific cases when an additional macroscopic restriction in form of constant charge density exists in the system. We developed and…

Computational Physics · Physics 2023-01-30 K. S. Budrin , V. A. Ulitko , A. A. Chikov , Yu. D. Panov , A. S. Moskvin

A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…

Numerical Analysis · Mathematics 2019-06-19 Juan A. Acebron

Bayesian parameter inference for complex stochastic simulators is challenging due to intractable likelihood functions. Existing simulation-based inference methods often require large number of simulations and become costly to use in…

Machine Learning · Computer Science 2026-04-06 Vasilis Gkolemis , Christos Diou , Michael U. Gutmann

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

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

The matrix element (ME) calculation in any Monte Carlo physics event generator is an ideal fit for implementing data parallelism with lockstep processing on GPUs and vector CPUs. For complex physics processes where the ME calculation is the…

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

We propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is…

Condensed Matter · Physics 2009-10-28 Koji Hukushima , Koji Nemoto

We describe an algorithm for dynamic load balancing of geometrically parallelized synchronous Monte Carlo simulations of physical models. This algorithm is designed for a (heterogeneous) multiprocessor system of the MIMD type with…

High Energy Physics - Lattice · Physics 2009-10-22 P. Altevogt , A. Linke

Monte Carlo simulations of the Ising model play an important role in the field of computational statistical physics, and they have revealed many properties of the model over the past few decades. However, the effect of frustration due to…

Disordered Systems and Neural Networks · Physics 2017-01-04 Ye Fang , Sheng Feng , Ka-Ming Tam , Zhifeng Yun , Juana Moreno , J. Ramanujam , Mark Jarrell

Significance: Monte Carlo (MC) methods are the gold-standard for modeling light-tissue interactions due to their accuracy. Mesh-based MC (MMC) offers enhanced precision for complex tissue structures using tetrahedral mesh models. Despite…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-01 Shijie Yan , Douglas Dwyer , David R. Kaeli , Qianqian Fang

We present a highly optimized implementation of a Monte Carlo (MC) simulator for the three-dimensional Ising spin-glass model with bimodal disorder, i.e., the 3D Edwards-Anderson model running on CUDA enabled GPUs. Multi-GPU systems…

Disordered Systems and Neural Networks · Physics 2016-05-04 Matteo Lulli , Massimo Bernaschi , Giorgio Parisi
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