Deterministic flows of order-parameters in stochastic processes of quantum Monte Carlo method

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Monte Carlo Simulation of Stochastic Processes

For all cases I present both simulations the risk-neutral and the real one. Risk-neutral simulations are used for derivatives pricing, whereas real simulations are used in other applications like: (a) value at risk; (b) hedging; and, (c) in some real options applications, e.g., to find out the option exercise probability and the waiting expected time before the option exercise (see the Timing s...

متن کامل

The quantum Monte Carlo method

Quantum Monte Carlo is an important and complementary alternative to density functional theory when performing computational electronic structure calculations in which high accuracy is required. The method has many attractive features for probing the electronic structure of real atoms, molecules and solids. In particular, it is a genuine many-body theory with a natural and explicit description ...

متن کامل

Stochastic Series Expansion Quantum Monte Carlo

This Chapter outlines the fundamental construction of the Stochastic Series Expansion, a highly efficient and easily implementable quantum Monte Carlo method for quantum lattice models. Originally devised as a finite-temperature simulation based on a Taylor expansion of the partition function, the method has recently been recast in the formalism of a zero-temperature projector method, where a l...

متن کامل

Quantum Monte Carlo method in details

This identity allows to map interacting fermion system onto the system of noninteracting fermions coupled with fluctuating auxilary field. One uses a path integral formulation of a problem to eliminate the interaction term. We divide the imaginary time interbal [0, β] into Lequal subintervals of width ∆τ : L∆τ = β. After doing that we can rewrite equation for the partitionfunction Z as: Z = Tre...

متن کامل

Piecewise Deterministic Markov Processes for Continuous-Time Monte Carlo

Recently there have been conceptually new developments in Monte Carlo methods through the introduction of new MCMC and sequential Monte Carlo (SMC) algorithms which are based on continuous-time, rather than discrete-time, Markov processes. This has led to some fundamentally new Monte Carlo algorithms which can be used to sample from, say, a posterior distribution. Interestingly, continuous-time...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Physics: Conference Series

سال: 2010

ISSN: 1742-6596

DOI: 10.1088/1742-6596/233/1/012010