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The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

We present a kinetic Monte Carlo method for simulating chemical transformations specified by reaction rules, which can be viewed as generators of chemical reactions, or equivalently, definitions of reaction classes. A rule identifies the…

Quantitative Methods · Quantitative Biology 2010-07-09 Jin Yang , Michael I. Monine , James R. Faeder , William S. Hlavacek

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…

Condensed Matter · Physics 2009-10-28 N. V. Prokof'ev , B. V. Svistunov , I. S. Tupitsyn

In this contribution we derive and analyze a new numerical method for kinetic equations based on a variable transformation of the moment approximation. Classical minimum-entropy moment closures are a class of reduced models for kinetic…

Numerical Analysis · Mathematics 2021-09-22 Tobias Leibner , Mario Ohlberger

The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…

Soft Condensed Matter · Physics 2023-07-24 Monika Angwani , Tushar Mahendrakar , Kaustubh Rane

The stochastic-gauge representation is a method of mapping the equation of motion for the quantum mechanical density operator onto a set of equivalent stochastic differential equations. One of the stochastic variables is termed the…

Quantum Physics · Physics 2010-11-02 Mark R. Dowling , Matthew J. Davis , Peter D. Drummond , Joel F. Corney

A highly efficient formulation of moment equations for stochastic reaction networks is introduced. It is based on a set of binomial moments that capture the combinatorics of the reaction processes. The resulting set of equations can be…

Statistical Mechanics · Physics 2015-05-20 Baruch Barzel , Ofer Biham

Monte Carlo studies involving real time dynamics are severely restricted by the sign problem that emerges from highly oscillatory phase of the path integral. In this letter, we present a new method to compute real time quantities on the…

High Energy Physics - Lattice · Physics 2016-08-24 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Sohan Vartak , Neill C. Warrington

Monte Carlo is a versatile and frequently used tool in statistical physics and beyond. Correspondingly, the number of algorithms and variants reported in the literature is vast, and an overview is not easy to achieve. In this pedagogical…

Statistical Mechanics · Physics 2010-01-04 Michael Kastner

The development of efficient numerical methods for kinetic equations with stochastic parameters is a challenge due to the high dimensionality of the problem. Recently we introduced a multiscale control variate strategy which is capable to…

Numerical Analysis · Mathematics 2018-12-14 Giacomo Dimarco , Lorenzo Pareschi

In this work, we develop a novel Monte Carlo method for solving the electromagnetic scattering problem. The method is based on a formal solution of the scattering problem as a modified Born series whose coefficients are found by a conformal…

Computational Physics · Physics 2022-05-25 Hector Lopez-Menchon , Juan M. Rius , Alexander Heldring , Eduard Ubeda

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

A continuous-time path integral Quantum Monte Carlo method using the directed-loop algorithm is developed to simulate the Anderson single-impurity model in the occupation number basis. Although the method suffers from a sign problem at low…

Strongly Correlated Electrons · Physics 2009-11-10 Jaebeom Yoo , Shailesh Chandrasekharan , Harold U. Baranger

In order to find the equilibrium geometries of molecules and solids and to perform ab initio molecular dynamics, it is necessary to calculate the forces on the nuclei. We present a correlated sampling method to efficiently calculate…

Condensed Matter · Physics 2009-10-31 Claudia Filippi , C. J. Umrigar

We propose a hierarchy of multi-level kinetic Monte Carlo methods for sampling high-dimensional, stochastic lattice particle dynamics with complex interactions. The method is based on the efficient coupling of different spatial resolution…

Numerical Analysis · Mathematics 2012-08-06 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

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

Moment equations offer a compelling alternative to the kinetic description of plasmas, gases, and liquids. Their simulation requires fewer degrees of freedom than phase space models, yet it can still incorporate kinetic effects to a certain…

Plasma Physics · Physics 2026-02-16 Tileuzhan Mukhamet , Katharina Kormann

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

Soft Condensed Matter · Physics 2007-05-23 Yu-Pin Luo , Ming-Chang Huang , Yen-Liang Chou , Tsong-Ming Liaw