Results 31 to 40 of about 840,639 (141)

Comparison of Calculations for the Hubbard model obtained with Quantum-Monte-Carlo, exact and stochastic Diagonalization

open access: yes, 1997
In this paper we compare numerical results for the ground state of the Hubbard model obtained by Quantum-Monte-Carlo simulations with results from exact and stochastic diagonalizations.
Fettes, Werner   +2 more
core   +1 more source

Monte Carlo implementation of a guiding-center Fokker-Planck kinetic equation

open access: yes, 2013
A Monte Carlo method for the collisional guiding-center Fokker-Planck kinetic equation is derived to include the effects of background magnetic-field nonuniformity.
Brizard, Alain   +3 more
core   +1 more source

Introduction to stochastic error correction methods

open access: yes, 2000
We propose a method for eliminating the truncation error associated with any subspace diagonalization calculation. The new method, called stochastic error correction, uses Monte Carlo sampling to compute the contribution of the remaining basis vectors ...
Caselle   +20 more
core   +1 more source

Monte Carlo and kinetic Monte Carlo methods

open access: yes, 2009
This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo simulations is briefly described.
openaire   +2 more sources

Multiple Histogram Method for Quantum Monte Carlo

open access: yes, 1998
An extension to the multiple-histogram method (sometimes referred to as the Ferrenberg-Swendsen method) for use in quantum Monte Carlo simulations is presented.
A. Ferrenberg   +22 more
core   +1 more source

Symmetry Enforced Self-Learning Monte Carlo Method Applied to the Holstein Model

open access: yes, 2018
Self-learning Monte Carlo method (SLMC), using a trained effective model to guide Monte Carlo sampling processes, is a powerful general-purpose numerical method recently introduced to speed up simulations in (quantum) many-body systems.
Batrouni, George   +5 more
core   +3 more sources

Pricing American Options using Monte Carlo Method [PDF]

open access: yes, 2012
This thesis reviewed a number of Monte Carlo based methods for pricing American options. The least-squares regression based Longstaff-Schwartz method (LSM) for approximating lower bounds of option values and the Duality approach through martingales for ...
Wu, Zhemin
core  

A Quantum Monte Carlo Method at Fixed Energy

open access: yes, 2009
In this paper we explore new ways to study the zero temperature limit of quantum statistical mechanics using Quantum Monte Carlo simulations. We develop a Quantum Monte Carlo method in which one fixes the ground state energy as a parameter.
Beard   +15 more
core   +1 more source

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