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The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…

概率论 · 数学 2024-12-05 Pierre Monmarché , Katharina Schuh

One of the distinctive feature of the QCD phase diagram is the possible emergence of a critical endpoint. The critical region around the critical point and the path dependency of the critical exponents is investigated within effective…

高能物理 - 唯象学 · 物理学 2012-02-16 Bernd-Jochen Schaefer , Mathias Wagner

Lattice simulations of non-zero density QCD introduce the so-called sign problem (complex or negative probabilities), which invalidates importance sampling methods. To circumvent this, we use the Complex Langevin Equation (CLE), to measure…

高能物理 - 格点 · 物理学 2023-03-01 Michael W. Hansen , Dénes Sexty

This paper studies the limitations of the generic approaches to solving cryptographic problems in classical and quantum settings in various models. - In the classical generic group model (GGM), we find simple alternative proofs for the…

量子物理 · 物理学 2024-02-20 Minki Hhan

We address the issue of accurately treating interaction effects in the mesoscopic regime by investigating the ground state properties of isolated irregular quantum dots. Quantum Monte Carlo techniques are used to calculate the distributions…

介观与纳米尺度物理 · 物理学 2007-05-23 Amit Ghosal , C. J. Umrigar , Hong Jiang , Denis Ullmo , Harold U. Baranger

A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…

统计计算 · 统计学 2023-09-19 Xiongming Dai , Gerald Baumgartner

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

统计理论 · 数学 2007-06-13 R. Douc , France E. Moulines

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

数值分析 · 数学 2021-04-05 Stefania Bellavia , Gianmarco Gurioli , Benedetta Morini , Philippe L. Toint

The sign problem is notorious in Monte Carlo simulations of lattice QCD with the finite density, lattice field theory (LFT) with a $\theta$ term and quantum spin models. In this report, to deal with the sign problem, we apply the maximum…

高能物理 - 格点 · 物理学 2016-09-01 Masahiro Imachi , Yasuhiko Shinno , Hiroshi Yoneyama

Importance Sampling (IS), an effective variance reduction strategy in Monte Carlo (MC) simulation, is frequently utilized for Bayesian inference and other statistical challenges. Quasi-Monte Carlo (QMC) replaces the random samples in MC…

数值分析 · 数学 2024-03-19 Zhijian He , Hejin Wang , Xiaoqun Wang

Quasi-Monte Carlo (QMC) integration over unbounded domains $\mathbb{R}^s$ remains challenging due to the high dimensionality of sampling space and the boundary growth of the integrand. In applications such as uncertainty quantification…

数值分析 · 数学 2026-03-03 Zexin Pan , Du Ouyang , Zhijian He

We argue the sign problem of the fermion determinant at finite density. It is unavoidable not only in Monte-Carlo simulations on the lattice but in the mean-field approximation as well. A simple model deriving from Quantum Chromodynamics…

高能物理 - 唯象学 · 物理学 2008-11-26 Kenji Fukushima , Yoshimasa Hidaka

The combination of continuum Many-Body Quantum physics and Monte Carlo methods provide a powerful and well established approach to first principles calculations for large systems. Replacing the exact solution of the problem with a…

计算物理 · 物理学 2009-10-01 J. R. Trail

A Metropolis Monte Carlo algorithm is given for the case of a complex phase space weight, which applies generally in quantum statistical mechanics. Computer simulations using Lennard-Jones $^4$He near the $\lambda$-transition, including an…

统计力学 · 物理学 2026-01-27 Phil Attard

In this paper, we study the problem of estimating the state of a dynamic state-space system where the output is subject to quantization. We compare some classical approaches and a new development in the literature to obtain the filtering…

系统与控制 · 电气工程与系统科学 2021-12-16 Angel L. Cedeño , Ricardo Albornoz , Boris I. Godoy , Rodrigo Carvajal , Juan C. Agüero

The calculation of the ground state and thermodynamics of mass-imbalanced Fermi systems is a challenging many-body problem. Even in one spatial dimension, analytic solutions are limited to special configurations and numerical progress with…

量子气体 · 物理学 2018-07-20 Lukas Rammelmüller , William J. Porter , Joaquín E. Drut , Jens Braun

We propose a new algorithm for sampling the $N$-body density $|\Psi({\bf R})|^2/\int_{\mathbb{R}^{3N}} |\Psi|^2$ in the Variational Monte Carlo (VMC) framework. This algorithm is based upon a modified Ricci-Ciccotti discretization of the…

其他凝聚态物理 · 物理学 2016-07-25 Anthony Scemama , Tony Lelièvre , Gabriel Stoltz , Eric Cancès , Michel Caffarel

This paper presents a method for alleviating sign problems in lattice path integrals, including those associated with finite fermion density in relativistic systems. The method makes use of information gained from some systematic expansion…

高能物理 - 格点 · 物理学 2020-11-11 Scott Lawrence

This survey gives an overview of Monte Carlo methodologies using surrogate models, for dealing with densities which are intractable, costly, and/or noisy. This type of problem can be found in numerous real-world scenarios, including…

机器学习 · 计算机科学 2025-09-24 F. Llorente , L. Martino , J. Read , D. Delgado

This study in centered on models accounting for stochastic deformations of sample paths of random walks, embedded either in $\mathbb{Z}^2$ or in $\mathbb{Z}^3$. These models are immersed in multi-type particle systems with exclusion.…

统计力学 · 物理学 2007-05-23 Guy Fayolle , Cyril Furtlehner