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

Numerical Analysis · Mathematics 2020-02-24 Hannes Vandecasteele , Giovanni Samaey

A standard way to move particles in a SMC sampler is to apply several steps of a MCMC (Markov chain Monte Carlo) kernel. Unfortunately, it is not clear how many steps need to be performed for optimal performance. In addition, the output of…

Computation · Statistics 2021-08-24 Hai-Dang Dau , Nicolas Chopin

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

We provide a pedagogical introduction to the two main variants of real-space quantum Monte Carlo methods for electronic-structure calculations: variational Monte Carlo (VMC) and diffusion Monte Carlo (DMC). Assuming no prior knowledge on…

Chemical Physics · Physics 2015-08-13 Julien Toulouse , Roland Assaraf , C. J. Umrigar

Ab initio quantum Monte Carlo (QMC) is a stochastic approach for solving the many-body Schr\"odinger equation without resorting to one-body approximations. QMC algorithms are readily parallelizable via ensembles of $N_w$ walkers, making…

Chemical Physics · Physics 2025-08-19 Kousuke Nakano , Sandro Sorella , Michele Casula

The Diffusion Monte Carlo method with constant number of walkers, also called Stochastic Reconfiguration as well as Sequential Monte Carlo, is a widely used Monte Carlo methodology for computing the ground-state energy and wave function of…

Statistics Theory · Mathematics 2024-12-09 Michel Caffarel , Pierre del Moral , Luc de Montella

The basic idea of fast Monte Carlo (MC) simulations is to perform particle-based MC simulations with the excluded-volume interactions modeled by "soft" repulsive potentials that allow particle overlapping. This gives much faster system…

Soft Condensed Matter · Physics 2012-01-24 Qiang Wang

We present a cluster kinetic Monte-Carlo algorithm for active matter systems of self-propelled particles with special focus on steric interactions. The kinetic event-chain algorithm is based on the event-chain Monte-Carlo method and is…

Soft Condensed Matter · Physics 2026-05-07 Nico Schaffrath , Thevashangar Sathiyanesan , Tobias A. Kampmann , Jan Kierfeld

The present study addresses the challenge of enhancing computational efficiency without compromising accuracy in numerical simulations of vacuum gas dynamics using the direct simulation Monte Carlo (DSMC) method. A technique termed "fixed…

Fluid Dynamics · Physics 2024-07-03 Moslem Sabouri , Ramin Zakeri , Amin Ebrahimi

We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…

Computation · Statistics 2015-07-10 Pierre Del Moral , Lawrence M. Murray

We present Diffusion Restore, a real-time framework for diffusion-based MCMC light transport. MCMC methods are highly suitable for sampling from complex high-dimensional distributions and for approximating integrals over them. In practice,…

Computational Engineering, Finance, and Science · Computer Science 2026-05-21 Sascha Holl , Gurprit Singh , Hans-Peter Seidel

The accurate description of non-ideal quantum many-body systems is of prime importance for a host of applications within physics, quantum chemistry, material science, and related disciplines. At finite temperatures, the gold standard is…

We propose an improved Path Integral Monte Carlo (PIMC) algorithm called Harmonic PIMC (H-PIMC) and its generalization, Mixed PIMC (M-PIMC). PIMC is a powerful tool for studying quantum condensed phases. However, it often suffers from a low…

Computational Physics · Physics 2026-05-22 Sourav Karmakar , Sutirtha Paul , Adrian Del Maestro , Barak Hirshberg

Here, we review the basic concepts and applications of the phase-field-crystal (PFC) method, which is one of the latest simulation methodologies in materials science for problems, where atomic- and microscales are tightly coupled. The PFC…

We propose an efficient Monte Carlo algorithm for the off-lattice simulation of dense hard sphere polymer melts using cluster moves, called event chains, which allow for a rejection-free treatment of the excluded volume. Event chains also…

Soft Condensed Matter · Physics 2015-09-24 Tobias Alexander Kampmann , Horst-Holger Boltz , Jan Kierfeld

Hamiltonian Monte Carlo (HMC) is an efficient and effective means of sampling posterior distributions on Euclidean space, which has been extended to manifolds with boundary. However, some applications require an extension to more general…

Populations and Evolution · Quantitative Biology 2017-06-26 Vu Dinh , Arman Bilge , Cheng Zhang , Frederick A. Matsen

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

For predicting the kinetics of nucleic acid reactions, continuous-time Markov chains (CTMCs) are widely used. The rate of a reaction can be obtained through the mean first passage time (MFPT) of its CTMC. However, a typical issue in CTMCs…

Quantitative Methods · Quantitative Biology 2021-09-23 Sedigheh Zolaktaf , Frits Dannenberg , Mark Schmidt , Anne Condon , Erik Winfree

In low-temperature high-density plasmas quantum effects of the electrons are becoming increasingly important. This requires the development of new theoretical and computational tools. Quantum Monte Carlo methods are among the most…

Statistical Mechanics · Physics 2014-08-12 T. Schoof , S. Groth , M. Bonitz

We study the first order phase transition of the fixed-connectivity triangulated surface model using the Parallel Tempering Monte Carlo (PTMC) technique on relatively large lattices. From the PTMC results, we find that the transition is…

Soft Condensed Matter · Physics 2016-01-29 Satoshi Usui , Hiroshi Koibuchi