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Using a cluster-flipping Monte Carlo algorithm combined with a generalization of the histogram reweighting scheme of Ferrenberg and Swendsen, we have studied the equilibrium properties of the thermal random-field Ising model on a cubic…

Condensed Matter · Physics 2009-10-28 M. E. J. Newman , G. T. Barkema

We consider a small Hamiltonian system strongly interacting with a much larger Hamiltonian system (the bath), while being driven by both a time-dependent control parameter and non-conservative forces. The joint system is assumed to be…

Statistical Mechanics · Physics 2025-07-15 Xiangjun Xing

We investigate the collective behavior of an Ising lattice gas, driven to non-equilibrium steady states by being coupled to {\em two} thermal baths. Monte Carlo methods are applied to a two-dimensional system in which one of the baths is…

Statistical Mechanics · Physics 2009-10-31 E. L. Praestgaard , B. Schmittmann , R. K. P. Zia

The stochastic thermodynamics of systems with a few degrees of freedom has been studied extensively so far. We would like to extend the study to systems with more degrees of freedom and even further-continuous fields with infinite degrees…

Statistical Mechanics · Physics 2023-06-21 Yu-Xin Wu , Jin-Fu Chen , Ji-Hui Pei , Fan Zhang , H. T. Quan

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

We propose a new generalized-ensemble algorithm, which we refer to as the multibaric-multithermal Monte Carlo method. The multibaric-multithermal Monte Carlo simulations perform random walks widely both in volume space and in potential…

Statistical Mechanics · Physics 2009-11-10 H. Okumura , Y. Okamoto

Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…

Quantum Physics · Physics 2025-09-15 Mohammad Attrash , Roi Baer

We review results about entanglement (or modular) Hamiltonians of quantum many-body systems in field theory and statistical mechanics models, as well as recent applications in the context of quantum information and quantum simulation.

Statistical Mechanics · Physics 2022-08-18 M. Dalmonte , V. Eisler , M. Falconi , B. Vermersch

The Hamiltonian Monte Carlo (HMC) method has been recognized as a powerful sampling tool in computational statistics. We show that performance of HMC can be significantly improved by incorporating importance sampling and an irreversible…

Computation · Statistics 2019-07-26 Tijana Radivojević , Elena Akhmatskaya

Hamiltonian Monte Carlo and underdamped Langevin Monte Carlo are state-of-the-art methods for taking samples from high-dimensional distributions with a differentiable density function. To generate samples, they numerically integrate…

Computation · Statistics 2025-05-20 Jakob Robnik , Reuben Cohn-Gordon , Uroš Seljak

Understanding under which conditions physical systems thermalize is a long-standing question in many-body physics. While generic quantum systems thermalize, there are known instances where thermalization is hindered, for example in…

Quantum Physics · Physics 2021-01-08 Carlo Sparaciari , Marcel Goihl , Paul Boes , Jens Eisert , Nelly Huei Ying Ng

This paper investigates generalized thermodynamic relationships in physical systems where relevant macroscopic variables are determined by the exponential Kolmogorov-Nagumo average. We show that while the thermodynamic entropy of such…

Statistical Mechanics · Physics 2025-01-23 Pablo A. Morales , Jan Korbel , Fernando E. Rosas

Quantum lattice systems are rigorously studied at low temperatures. When the Hamiltonian of the system consists of a potential (diagonal) term and a - small - off-diagonal matrix containing typically quantum effects, such as a hopping…

Statistical Mechanics · Physics 2009-10-31 R. Kotecky , D. Ueltschi

Hamiltonian Monte Carlo (HMC) is a popular Markov Chain Monte Carlo (MCMC) algorithm to sample from an unnormalized probability distribution. A leapfrog integrator is commonly used to implement HMC in practice, but its performance can be…

Computation · Statistics 2021-10-28 Marcel Hirt , Michalis K. Titsias , Petros Dellaportas

By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…

Methodology · Statistics 2016-01-05 Michael Betancourt

A microscopic model of interacting oscillators, which admits two conserved quantities, volume, and energy, is investigated. We begin with a system driven by a general nonlinear potential under high-temperature regime by taking the inverse…

Probability · Mathematics 2023-08-15 Patrícia Gonçalves , Kohei Hayashi

We report microcanonical Monte Carlo simulations of melting and superheating of a generic, Lennard-Jones system starting from the crystalline phase. The isochoric curve, the melting temperature $T_m$ and the critical superheating…

Statistical Mechanics · Physics 2017-03-20 Sergio Davis , Gonzalo Gutiérrez

We establish an analytical criterion for dynamical thermalization within harmonic systems, applicable to both classical and quantum models. Specifically, we prove that thermalization of various observables, such as particle energies in…

Statistical Mechanics · Physics 2025-07-29 Marco Cattaneo , Marco Baldovin , Dario Lucente , Paolo Muratore-Ginanneschi , Angelo Vulpiani

In any valid Monte Carlo sampling that realizes microcanonical property we can collect statistics for a transition matrix in energy. This matrix is used to determine the density of states, from which most of the thermodynamical averages can…

Statistical Mechanics · Physics 2009-11-10 Jian-Sheng Wang

Recently, the full version of the Eigenstate Thermalization Hypothesis (ETH) has been systematized using Free Probability. In this paper, we present a detailed discussion of the Free Cumulants approach to many-body dynamics within the…

Statistical Mechanics · Physics 2025-02-19 Felix Fritzsch , Tomaž Prosen , Silvia Pappalardi