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Stochastic reaction-diffusion models are employed to represent many complex physical, biological, societal, and ecological systems. The macroscopic reaction rates describing the large-scale kinetics in such systems are effective,…

Biological Physics · Physics 2024-07-22 Mohamed Swailem , Uwe C. Täuber

Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. Here, we present a new acceleration algorithm based on…

Quantitative Methods · Quantitative Biology 2019-07-24 Yen Ting Lin , Song Feng , William S. Hlavacek

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

Computational Physics · Physics 2020-06-19 Ji Qiang

An efficient Monte Carlo simulation method for bosonic reaction-diffusion systems which are mainly used in the renormalization group (RG) study is proposed. Using this method, one dimensional bosonic single species annihilation model is…

Statistical Mechanics · Physics 2007-05-23 Su-Chan Park

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

We provide an overview of Monte Carlo algorithms based on Markovian stochastic dynamics of interacting and reacting many-particle systems not in thermal equilibrium. These agent-based simulations are an effective way of introducing students…

Statistical Mechanics · Physics 2025-07-24 Mohamed Swailem , Ulrich Dobramysl , Ruslan Mukhamadiarov , Uwe C. Täuber

Generation of pseudorandom numbers from different probability distributions has been studied extensively in the Monte Carlo simulation literature. Two standard generation techniques are the acceptance-rejection and inverse transformation…

Computational Finance · Quantitative Finance 2014-03-25 Nguyet Nguyen , Giray Ökten

Computer modeling of multicellular systems has been a valuable tool for interpreting and guiding in vitro experiments relevant to embryonic morphogenesis, tumor growth, angiogenesis and, lately, structure formation following the printing of…

Biological Physics · Physics 2015-05-28 Elijah Flenner , Lorant Janosi , Bogdan Barz , Adrian Neagu , Gabor Forgacs , Ioan Kosztin

We present a new Monte Carlo scheme for the efficient simulation of multi-polymer systems. The method permits chains to be inserted into the system using a biased growth technique. The growth proceeds via the use of a retractable feeler,…

Statistical Mechanics · Physics 2009-10-31 S. Consta , N. B. Wilding , D. Frenkel , Z. Alexandrowicz

We are concerned with a situation in which we would like to test multiple hypotheses with tests whose p-values cannot be computed explicitly but can be approximated using Monte Carlo simulation. This scenario occurs widely in practice. We…

Methodology · Statistics 2018-10-17 Axel Gandy , Georg Hahn

We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Materials Science · Physics 2018-11-13 Changning Niu , You Rao , Wolfgang Windl , Maryam Ghazisaeidi

Self-learning Monte Carlo method [arXiv:1610.03137, 1611.09364] is a powerful general-purpose numerical method recently introduced to simulate many-body systems. In this work, we implement this method in the framework of determinantal…

Strongly Correlated Electrons · Physics 2018-07-12 Xiao Yan Xu , Yang Qi , Junwei Liu , Liang Fu , Zi Yang Meng

We present a method to model the interaction and the dynamics of atoms excited to Rydberg states. We show a way to solve the optical Bloch equations for laser excitation of the frozen gas in good agreement with the experiment. A second…

Atomic Physics · Physics 2009-11-13 Amodsen Chotia , Matthieu Viteau , Thibault Vogt , Daniel Comparat , Pierre Pillet

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

We propose and investigate a new multi-level Monte Carlo scheme for numerical solutions of the kinetic Boltzmann equation for neutral species in edge plasmas. In particular, this method explicitly exploits a key structural property of…

Plasma Physics · Physics 2025-12-11 Gregory J. Parker , Maxim V. Umansky , Benjamin D. Dudson

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

Materials Science · Physics 2007-05-23 M. A. Novotny , Shannon M. Wheeler

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…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

Statistical Mechanics · Physics 2007-05-23 Erik Luijten

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) with indirect reconstruction to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast)…

Numerical Analysis · Mathematics 2020-03-27 Hannes Vandecasteele , Giovannni Samaey