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The performance of Hamiltonian Monte Carlo simulations crucially depends on both the integration timestep and the number of integration steps. We present an adaptive general-purpose framework to automatically tune such parameters, based on…

Computational Physics · Physics 2025-12-10 Henrik Christiansen , Federico Errica , Francesco Alesiani

We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…

Statistical Mechanics · Physics 2007-06-27 P. A. McClarty

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

High Energy Physics - Phenomenology · Physics 2026-05-13 Benjamin Nachman , Dennis Noll

We present a new, biased Monte Carlo scheme for simulating complex, cyclic peptides. Backbone atoms are equilibrated with a biased rebridging scheme, and side-chain atoms are equilibrated with a look-ahead configurational bias Monte Carlo.…

Biological Physics · Physics 2009-10-31 Minghong G. Wu , Michael W. Deem

Protein function frequently involves conformational changes with large amplitude on timescales which are difficult and computationally expensive to access using molecular dynamics. In this paper, we report on the combination of three…

Biomolecules · Quantitative Biology 2012-02-10 J. E. Jimenez-Roldan , R. B. Freedman , R. A. Römer , S. A. Wells

One of the most significant drawbacks of the all-electron ab initio diffusion Monte Carlo (DMC) is that its computational cost drastically increases with the atomic number ($Z$), which typically scales with $Z^{\sim 6}$. In this study, we…

Computational Physics · Physics 2020-04-15 Kousuke Nakano , Ryo Maezono , Sandro Sorella

Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…

Computational Physics · Physics 2017-09-14 Martin Weigel

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

A simple algorithm is described to sample permutations of identical particles in Path Integral Monte Carlo (PIMC) simulations of continuum many-body systems. The sampling strategy illustrated here is fairly general, and can be easily…

Computational Physics · Physics 2009-11-11 Massimo Boninsegni

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

The main idea of this work is that the quantum-classical isomorphism is a suitable framework for a generalization of the notion of detailed balance. The quantum-classical isomorphism is used in order to develop a Monte Carlo simulation with…

Probability · Mathematics 2007-10-29 Yefim I. Leifman

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

The unconstrained ensemble describes completely open systems whose control parameters are chemical potential, pressure, and temperature. For macroscopic systems with short-range interactions, thermodynamics prevents the simultaneous use of…

Statistical Mechanics · Physics 2021-06-30 Ivan Latella , Alessandro Campa , Lapo Casetti , Pierfrancesco Di Cintio , J. Miguel Rubi , Stefano Ruffo

We introduce an efficient, scalable Monte Carlo algorithm to simulate cross-linked architectures of freely-jointed and discrete worm-like chains. Bond movement is based on the discrete tractrix construction, which effects conformational…

Soft Condensed Matter · Physics 2010-12-27 Henry E. Amuasi , Cornelis Storm

Sequential Monte Carlo methods are typically not straightforward to implement on parallel architectures. This is because standard resampling schemes involve communication between all particles. The $\alpha$-sequential Monte Carlo method was…

Statistics Theory · Mathematics 2022-02-21 Deborshee Sen

Fragment-based assembly has been widely used in Ab initio protein folding simulation which can effectively reduce the conformational space and thus accelerate sampling. The efficiency of fragment-based movement as well as the quality of…

Quantitative Methods · Quantitative Biology 2019-06-14 Tong Wang , Haipeng Gong , Eugene I. Shakhnovich

A novel family of dynamical Monte Carlo algorithms for lattice polymers is proposed. Our central idea is to simulate an extended ensemble in which the self-avoiding condition is systematically weakened. The degree of the self-overlap is…

Condensed Matter · Physics 2009-10-31 Yukito Iba , George Chikenji , Macoto Kikuchi