相关论文: Multicanonical Multigrid Monte Carlo
Since Giles introduced the multilevel Monte Carlo path simulation method [18], there has been rapid development of the technique for a variety of applications in computational finance. This paper surveys the progress so far, highlights the…
To make useful connections with experimental measurements, correlated electronic structure theories must accurately predict chemical properties in addition to energies. We present a finite-difference based algorithm to compute first-order…
In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…
An overview is given over the recently developed and now widely used Monte Carlo algorithms with reduced or eliminated critical slowing down. The basic techniques are overrelaxation, cluster algorithms and multigrid methods. With these…
Classical Monte Carlo algorithms can theoretically be sped up on a quantum computer by employing amplitude estimation (AE). To realize this, an efficient implementation of state-dependent functions is crucial. We develop a straightforward…
Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…
We report performance benchmarks for several algorithms that we have used to simulate the Schr"odinger functional with two flavors of dynamical quarks. They include hybrid and polynomial hybrid Monte Carlo with preconditioning. An appendix…
The stochastic series expansion quantum Monte Carlo method is used to study thin ferromagnetic films, described by a Heisenberg model including local anisotropies. The magnetization curve is calculated, and the results compared to Schwinger…
Fourth-order cumulants of physical quantities have been used to characterize the nature of a phase transition. In this paper we report some Monte Carlo simulations to illustrate the behavior of fourth-order cumulants of magnetization and…
Preconditioning is at the core of modern many-fermion Monte Carlo algorithms, such as Hybrid Monte Carlo, where the repeated solution of a linear problem involving an ill-conditioned matrix is needed. We report on a performance comparison…
Quantum Monte Carlo (QMC) methods represent a powerful family of computational techniques for tackling complex quantum many-body problems and performing calculations of stationary state properties. QMC is among the most accurate and…
The hunt for exotic quantum phase transitions described by emergent fractionalized degrees of freedom coupled to gauge fields requires a precise determination of the fixed point structure from the field theoretical side, and an extreme…
We study a $U(1)\times U(1)$ system with two species of loops with mutual $\pi$-statistics in (2+1) dimensions. We are able to reformulate the model in a way that can be studied by Monte Carlo and we determine the phase diagram. In addition…
Monte Carlo is a simple and flexible tool that is widely used in computational finance. In this context, it is common for the quantity of interest to be the expected value of a random variable defined via a stochastic differential equation.…
A continuous-time path integral Quantum Monte Carlo method using the directed-loop algorithm is developed to simulate the Anderson single-impurity model in the occupation number basis. Although the method suffers from a sign problem at low…
The nature of the phase transition for the XY stacked triangular antiferromagnet (STA) is a controversial subject at present. The field theoretical renormalization group (RG) in three dimensions predicts a first order transition. This…
We simulate the quantum adiabatic algorithm (QAA) for the exact cover problem for sizes up to N=256 using quantum Monte Carlo simulations incorporating parallel tempering. At large N we find that some instances have a discontinuous (first…
We present a framework of an auxiliary field quantum Monte Carlo (QMC) method for multi-orbital Hubbard models. Our formulation can be applied to a Hamiltonian which includes terms for on-site Coulomb interaction for both intra- and…
This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…
Quantum simulation offers a promising framework for quantum field theory calculations. Obtaining reliable results, however, requires careful characterization of systematic uncertainties. One important source is the boson truncation error,…