相关论文: Monte Carlo simulations of the randomly forced Bur…
A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…
One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…
The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…
One of the most active areas of physics in the last decades has been that of critical phenomena, and Monte Carlo simulations have played an important role as a guide for the validation and prediction of system properties close to the…
Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
We present a method based on the Path Integral Monte Carlo formalism for the calculation of ground-state time correlation functions in quantum systems. The key point of the method is the consideration of time as a complex variable whose…
In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…
We develop off-lattice simulations of semiflexible polymer chains subjected to applied mechanical forces using Markov Chain Monte Carlo. Our approach models the polymer as a chain of fixed-length bonds, with configurations updated through…
The goal of this paper is to study convergence and error estimates of the Monte Carlo method for the Navier-Stokes equations with random data. To discretize in space and time, the Monte Carlo method is combined with a suitable deterministic…
Monte Carlo simulations and finite-size scaling analysis have been carried out to study the critical behavior in a two-dimensional system of particles with two bonding sites that, by decreasing temperature or increasing density, polymerize…
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)…
Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
Quantum Monte Carlo methods are used to calculate various ground state properties of charged bosons in two dimensions, throughout the whole density range where the fluid phase is stable. Wigner crystallization is predicted at $r_s\simeq…
The numerical simulation of the inviscid Burgers' equation is often hindered by spurious oscillations near discontinuities. To mitigate this issue, a viscous term can be introduced, leading to the viscous Burgers' equation. In this work,…
Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…
A $\theta$ term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain…
We present in detail a formulation of the shell model as a path integral and Monte Carlo techniques for its evaluation. The formulation, which linearizes the two-body interaction by an auxiliary field, is quite general, both in the form of…
We combine the one-dimensional Monte Carlo simulation and the semi-analytical one-dimensional heat potential method to design an efficient technique for pricing barrier options on assets with correlated stochastic volatility. Our approach…