相关论文: The Factorization Method for Simulating Systems Wi…
We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…
During the last 40 years, Monte Carlo calculations based upon Importance Sampling have matured into the most widely employed method for determinig first principle results in QCD. Nevertheless, Importance Sampling leads to spectacular…
Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…
We extend the Worldline Monte Carlo approach to computationally simulating the Feynman path integral of non-relativistic multi-particle quantum-mechanical systems. We show how to generate an arbitrary number of worldlines distributed…
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…
By including elements of the density matrix formalism, the semiclassical ensemble Monte Carlo method for carrier transport is extended to incorporate incoherent tunneling, known to play an important role in quantum cascade lasers (QCLs). In…
We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…
An efficient Quantum Monte Carlo algorithm for the simulation of bosonic systems on a lattice in a grand canonical ensemble is proposed. It is based on the mapping of bosonic models to the spin models in the limit of the infinite total spin…
Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…
This paper sets up a methodology for approximately solving optimal investment problems using duality methods combined with Monte Carlo simulations. In particular, we show how to tackle high dimensional problems in incomplete markets, where…
Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…
A sampling procedure for the transition matrix Monte Carlo method is introduced that generates the density of states function over a wide parameter range with minimal coding effort.
We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…
A quantum Monte Carlo algorithm for the transverse Ising model with arbitrary short- or long-range interactions is presented. The algorithm is based on sampling the diagonal matrix elements of the power series expansion of the density…
We analyze and compare the computational complexity of different simulation strategies for Monte Carlo in the setting of classically scaled population processes. This allows a range of widely used competing strategies to be judged…
Lattice models with complex actions are important for the understanding of matter at finite densities, but not accessible by the standard Monte Carlo techniques due to the sign problem. Here we derive a new approach for avoiding the complex…
A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…
We present first, exploratory results of a hybrid Monte-Carlo algorithm for dynamical, n_f=2, four-dimensional QCD with overlap fermions. As expected, the computational requirements are typically two orders of magnitude larger for the…
A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…
Quantitative theory of interbilayer interactions is essential to interpret x-ray scattering data and to elucidate these interactions for biologically relevant systems. For this purpose Monte Carlo simulations have been performed to obtain…