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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…

数值分析 · 数学 2021-07-09 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

其他凝聚态物理 · 物理学 2023-12-15 Dariusz Sztenkiel

Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…

统计力学 · 物理学 2007-05-23 S. Trebst , D. A. Huse , E. Gull , H. G. Katzgraber , U. H. E. Hansmann , M. Troyer

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

数值分析 · 数学 2023-07-26 Emil Løvbak , Giovanni Samaey

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

计算物理 · 物理学 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

We investigate in this work a recently proposed diagrammatic quantum Monte Carlo method --- the inchworm Monte Carlo method --- for open quantum systems. We establish its validity rigorously based on resummation of Dyson series. Moreover,…

数学物理 · 物理学 2019-06-18 Zhenning Cai , Jianfeng Lu , Siyao Yang

To account for the interference effects of the Coulomb and exchange interactions of electrons a new path integral representation of the density matrix has been developed in the canonical ensemble at finite temperatures. The developed…

等离子体物理 · 物理学 2022-01-05 Vladimir Filinov , Pavel Levashov , Alexander Larkin

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

The fermion sign problem remains the primary obstacle in simulating the thermodynamic properties of various fermionic systems. In this work, we present a sign-blocking method to mitigate the numerical instability inherent in the sign…

计算物理 · 物理学 2026-04-14 Yunuo Xiong , Hongwei Xiong

The negative sign problem in quantum Monte Carlo (QMC) simulations of cluster impurity problems is the major bottleneck in cluster dynamical mean field calculations. In this paper we systematically investigate the dependence of the sign…

强关联电子 · 物理学 2015-11-18 Hiroshi Shinaoka , Yusuke Nomura , Silke Biermann , Matthias Troyer , Philipp Werner

Quantum Monte-Carlo (QMC) simulations involving fermions have the notorious sign problem. Some well-known exceptions of the auxiliary field QMC algorithm rely on the factorizibility of the fermion determinant. Recently, a fermionic QMC…

强关联电子 · 物理学 2009-02-06 Congjun Wu , Shou-Cheng Zhang

Hybrid Monte Carlo simulations that implement the fermion action using multiple terms are commonly used. By the nature of their formulation they involve multiple integration time scales in the evolution of the system through simulation…

高能物理 - 格点 · 物理学 2015-05-20 Waseem Kamleh

Cluster algorithms have been recently used to eliminate sign problems that plague Monte-Carlo methods in a variety of systems. In particular such algorithms can also be used to solve sign problems associated with the permutation of fermion…

高能物理 - 格点 · 物理学 2015-06-25 Shailesh Chandrasekharan

Nowadays the term 'sign problem' is used to identify two different problems. The ideas to overcome the first type of the 'sign problem' of strongly oscillating complex valued imtegrand in the Feynman path integrals comes from…

统计力学 · 物理学 2020-03-04 Vladimir Filinov , Alexander Larkin

Stochastic Optimal Control (SOC) problems arise in systems influenced by uncertainty, such as autonomous robots or financial models. Traditional methods like dynamic programming are often intractable for high-dimensional, nonlinear systems…

最优化与控制 · 数学 2025-04-25 Apurva Patil

We show how to extend a recently proposed multi-level Monte Carlo approach to the continuous time Markov chain setting, thereby greatly lowering the computational complexity needed to compute expected values of functions of the state of the…

概率论 · 数学 2011-11-23 David F. Anderson , Desmond J. Higham

Quantum Tunneling is ubiquitous across different fields, from quantum chemical reactions, and magnetic materials to quantum simulators and quantum computers. While simulating the real-time quantum dynamics of tunneling is infeasible for…

量子物理 · 物理学 2017-10-17 Guglielmo Mazzola , Vadim N. Smelyanskiy , Matthias Troyer

The many-body dynamics of a quantum computer can be reduced to the time evolution of non-interacting quantum bits in auxiliary fields by use of the Hubbard-Stratonovich representation of two-bit quantum gates in terms of one-bit gates. This…

量子物理 · 物理学 2007-05-23 N. J. Cerf , S. E. Koonin

We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…

等离子体物理 · 物理学 2015-08-12 M. S. Rosin , L. F. Ricketson , A. M. Dimits , R. E. Caflisch , B. I. Cohen

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

其他凝聚态物理 · 物理学 2011-07-19 Massimo Ostilli , Carlo Presilla