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Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…

计算物理 · 物理学 2008-04-14 Jaan Kalda

We introduce an efficient numerical implementation of a Markov Chain Monte Carlo method to sample a probability distribution on a manifold (introduced theoretically in Zappa, Holmes-Cerfon, Goodman (2018)), where the manifold is defined by…

统计计算 · 统计学 2023-08-22 Kerun Xu , Miranda Holmes-Cerfon

The partition function of a factor graph can sometimes be accurately estimated by Monte Carlo methods. In this paper, such methods are extended to factor graphs with negative and complex factors.

统计计算 · 统计学 2012-10-09 Mehdi Molkaraie , Hans-Andrea Loeliger

We study the integration of functions with respect to an unknown density. We compare the simple Monte Carlo method (which is almost optimal for a certain large class of inputs) and compare it with the Metropolis algorithm (based on a…

数值分析 · 数学 2007-06-13 Peter Mathe , Erich Novak

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

计算物理 · 物理学 2013-05-01 Denis Grebenkov

Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

计算物理 · 物理学 2009-11-10 D. M. Ceperley

The recently developed density matrix quantum Monte Carlo (DMQMC) algorithm stochastically samples the N -body thermal density matrix and hence provides access to exact properties of many-particle quantum systems at arbitrary temperatures.…

强关联电子 · 物理学 2015-10-15 Fionn D. Malone , N. S. Blunt , James J. Shepherd , D. K. K. Lee , J. S. Spencer , W. M. C. Foulkes

We apply the Hybrid Monte Carlo method to the simulation of overlap fermions. We give the fermionic force for the molecular dynamics update. We present early results on a small dynamical chiral ensemble.

高能物理 - 格点 · 物理学 2009-11-10 N. Cundy , S. Krieg , A. Frommer , Th. Lippert , K. Schilling

We discuss $QCD$ in the Hamiltonian frame work. We treat finite density $QCD$ in the strong coupling regime. We present a parton-model inspired regularisation scheme to treat the spectrum ($\theta$-angles) and distribution functions in…

高能物理 - 唯象学 · 物理学 2009-10-31 H. Kröger , X. Q. Luo , K. J. M. Moriarty

Multi-dimensional density of states provides a useful description of complex frustrated systems. Recent advances in Monte Carlo methods enable efficient calculation of the density of states and related quantities, which renew the interest…

无序系统与神经网络 · 物理学 2009-11-10 Yukito Iba , Hisanao Takahashi

We propose a new approach to finite density QCD based on a histogram method with phase quenched simulations at finite chemical potential. Integrating numerically the derivatives of the logarithm of the quark determinant with respect to the…

高能物理 - 格点 · 物理学 2012-04-19 Y. Nakagawa , S. Ejiri , S. Aoki , K. Kanaya , H. Ohno , H. Saito , T. Hatsuda , T. Umeda

Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…

计算物理 · 物理学 2007-05-23 Charles F. F. Karney , Jason E. Ferrara

Quantum Mechanics/Molecular Mechanics (QM/MM) simulations are a popular approach to study various features of large systems. A common application of QM/MM calculations is in the investigation of reaction mechanisms in condensed-phase and…

化学物理 · 物理学 2020-10-29 Jorge Nochebuena , Sehr Naseem-Khan , G. Andrés Cisneros

A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…

软凝聚态物质 · 物理学 2009-11-07 Qiliang Yan , Roland Faller , Juan J. de Pablo

The main focus of the analysts who deal with clustered data is usually not on the clustering variables, and hence the group-specific parameters are treated as nuisance. If a fixed effects formulation is preferred and the total number of…

统计方法学 · 统计学 2019-01-01 Claudia Di Caterina , Giuliana Cortese , Nicola Sartori

Simulations of odd flavors QCD can be performed in the framework of the hybrid Monte Carlo algorithm where the inverse of the fermion matrix is approximated by a polynomial. In this exploratory study we perform three flavors QCD…

高能物理 - 格点 · 物理学 2009-10-31 T. Takaishi , Ph. de Forcrand

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

概率论 · 数学 2007-10-29 Yefim I. Leifman

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…

数值分析 · 数学 2020-12-02 Miranda Holmes-Cerfon

Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…

计算物理 · 物理学 2017-09-14 Martin Weigel

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

统计力学 · 物理学 2007-05-23 A. Brandt , V. Ilyin