Related papers: Comparative Monte Carlo Efficiency by Monte Carlo …
Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…
Fitting stochastic kinetic models represented by Markov jump processes within the Bayesian paradigm is complicated by the intractability of the observed data likelihood. There has therefore been considerable attention given to the design of…
By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…
We analyze the mixing time of Metropolized Hamiltonian Monte Carlo (HMC) with the leapfrog integrator to sample from a distribution on $\mathbb{R}^d$ whose log-density is smooth, has Lipschitz Hessian in Frobenius norm and satisfies…
Near-infrared spectroscopy (NIRS) including diffuse optical tomography is an imaging modality which makes use of diffuse light propagation in random media. When optical properties of a random medium is investigated from boundary…
Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…
Strongly interacting electrons in solids are generically described by Hubbardtype models, and the impact of solar light can be modeled by an additional time-dependence. This yields a finite dimensional system of ordinary differential…
A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…
Monte Carlo calculations of the irreducible particle-particle interaction on a two-leg Hubbard ladder doped near half-filling are reported. As the temperature is lowered, this interaction develops structure in momentum space similar to the…
While the 3d Ising model has defied analytic solution, various numerical methods like Monte Carlo, MCRG and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff…
Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…
While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…
The multilevel Monte Carlo (MLMC) method for continuous-time Markov chains, first introduced by Anderson and Higham (SIAM Multiscal Model. Simul. 10(1), 2012), is a highly efficient simulation technique that can be used to estimate various…
A systematically improvable wave function is proposed for the numerical solution of strongly correlated systems. With a stochastic optimization method, based on the auxiliary field quantum Monte Carlo technique, an effective temperature…
With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…
In this paper, we present a parallel algorithm for Monte Carlo simulation of the 2D Ising Model to perform efficiently on a cluster computer using MPI. We use C++ programming language to implement the algorithm. In our algorithm, every…
The approach to the ergodic limit in Monte Carlo simulations is studied using both analytic and numerical methods. With the help of a stochastic model, a metric is defined that enables the examination of a simulation in both the ergodic and…
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…
Three sampling methods are compared for efficiency on a number of test problems of various complexity for which analytic quadratures are available. The methods compared are Monte Carlo with pseudo-random numbers, Latin Hypercube Sampling,…
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…