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Differentiable programming has emerged as a key programming paradigm empowering rapid developments of deep learning while its applications to important computational methods such as Monte Carlo remain largely unexplored. Here we present the general theory enabling infinite-order automatic differentiation on expectations computed by Monte Carlo with unnormalized probability distributions, which we call automatic differentiable Monte Carlo (ADMC). By implementing ADMC algorithms on computational graphs, one can also leverage state-of-the-art machine learning frameworks and techniques to traditional Monte Carlo applications in statistics and physics. We illustrate the versatility of ADMC by showing some applications: fast search of phase transitions and accurately finding ground states of interacting many-body models in two dimensions. ADMC paves a promising way to innovate Monte Carlo in various aspects to achieve higher accuracy and efficiency, e.g. easing or solving the sign problem of quantum many-body models through ADMC.
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We propose a minimal generalization of the celebrated Markov-Chain Monte Carlo algorithm which allows for an arbitrary number of configurations to be visited at every Monte Carlo step. This is advantageous when a parallel computing machine is available, or when many biased configurations can be evaluated at little additional computational cost. As an example of the former case, we report a significant reduction of the thermalization time for the paradigmatic Sherrington-Kirkpatrick spin-glass model. For the latter case, we show that, by leveraging on the exponential number of biased configurations automatically computed by Diagrammatic Monte Carlo, we can speed up computations in the Fermi-Hubbard model by two orders of magnitude.
The disordered microphases that develop in the high-temperature phase of systems with competing short-range attractive and long-range repulsive (SALR) interactions result in a rich array of distinct morphologies, such as cluster, void cluster and percolated (gel-like) fluids. These different structural regimes exhibit complex relaxation dynamics with significant relaxation heterogeneity and slowdown. The overall relationship between structure and configurational sampling schemes, however, remains largely uncharted. In this article, the disordered microphases of a schematic SALR model are thoroughly characterized, and structural relaxation functions adapted to each regime are devised. The sampling efficiency of various advanced Monte Carlo (MC) sampling schemes--Virtual-Move (VMMC), Aggregation-Volume-Bias (AVBMC) and Event-Chain (ECMC)--is then assessed. A combination of VMMC and AVBMC is found to be computationally most efficient for cluster fluids and ECMC to become relatively more efficient as density increases. These results offer a complete description of the equilibrium disordered phase of a simple microphase former as well as dynamical benchmarks for other sampling schemes.
We implement several symplectic integrators, which are based on two part splitting, for studying the chaotic behavior of one- and two-dimensional disordered Klein-Gordon lattices with many degrees of freedom and investigate their numerical performance. For this purpose, we perform extensive numerical simulations by considering many different initial energy excitations and following the evolution of the created wave packets in the various dynamical regimes exhibited by these models. We compare the efficiency of the considered integrators by checking their ability to correctly reproduce several features of the wave packets propagation, like the characteristics of the created energy distribution and the time evolution of the systems maximum Lyapunov exponent estimator. Among the tested integrators the fourth order $ABA864$ scheme cite{BCFLMM13} showed the best performance as it needed the least CPU time for capturing the correct dynamical behavior of all considered cases when a moderate accuracy in conserving the systems total energy value was required. Among the higher order schemes used to achieve a better accuracy in the energy conservation, the sixth order scheme $s11ABA82_6$ exhibited the best performance.
We present a practical analysis of the fermion sign problem in fermionic path integral Monte Carlo (PIMC) simulations in the grand-canonical ensemble (GCE). As a representative model system, we consider electrons in a $2D$ harmonic trap. We find that the sign problem in the GCE is even more severe than in the canonical ensemble at the same conditions, which, in general, makes the latter the preferred option. Despite these difficulties, we show that fermionic PIMC simulations in the GCE are still feasible in many cases, which potentially gives access to important quantities like the compressiblity or the Matsubara Greens function. This has important implications for contemporary fields of research such as warm dense matter, ultracold atoms, and electrons in quantum dots.
We expand upon the recent semi-stochastic adaptation to full configuration interaction quantum Monte Carlo (FCIQMC). We present an alternate method for generating the deterministic space without a priori knowledge of the wave function and present stochastic efficiencies for a variety of both molecular and lattice systems. The algorithmic details of an efficient semi-stochastic implementation are presented, with particular consideration given to the effect that the adaptation has on parallel performance in FCIQMC. We further demonstrate the benefit for calculation of reduced density matrices in FCIQMC through replica sampling, where the semi-stochastic adaptation seems to have even larger efficiency gains. We then combine these ideas to produce explicitly correlated corrected FCIQMC energies for the Beryllium dimer, for which stochastic errors on the order of wavenumber accuracy are achievable.
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