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In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature/energy range around the critical point. By combining the replica-exchange algorithm with cluster updates…

Statistical Mechanics · Physics 2011-08-20 Wolfhard Janke , Elmar Bittner

We present the algorithmic details of the dynamical cluster approximation (DCA) algorithm. The DCA is a fully-causal approach which systematically restores non-local correlations to the dynamical mean field approximation (DMFA). The DCA is…

Strongly Correlated Electrons · Physics 2007-05-23 S. Moukouri , C. Huscroft , M. Jarrell

As in other estimation scenarios, likelihood based estimation in the normal mixture set-up is highly non-robust against model misspecification and presence of outliers (apart from being an ill-posed optimization problem). A robust…

Methodology · Statistics 2023-12-20 Soumya Chakraborty , Ayanendranath Basu , Abhik Ghosh

Multicanonical ensemble sampling simulations have been performed to calculate the phase diagram of a Lennard-Jones fluid embedded in a fractal random matrix generated through diffusion limited cluster aggregation. The study of the system at…

Statistical Mechanics · Physics 2015-06-25 V. De Grandis , P. Gallo , M. Rovere

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

The symmetrical restricted Gibbs ensemble (RGE) is a version of the Gibbs ensemble in which particles are exchanged between two boxes of fixed equal volumes. It has recently come to prominence because -- when combined with specialized…

Statistical Mechanics · Physics 2015-05-14 Douglas J. Ashton , Nigel B. Wilding , Peter Sollich

We consider a system of classical particles confined in a box $\Lambda\subset\mathbb{R}^d$ with zero boundary conditions interacting via a stable and regular pair potential. Based on the validity of the cluster expansion for the canonical…

Probability · Mathematics 2021-03-30 Giuseppe Scola

We report the results of simulations of the Lebwohl-Lasher model of the nematic-isotropic transition using a new cluster Monte Carlo algorithm. The algorithm is a modification of the Wolff algorithm for spin systems, and greatly reduces…

Soft Condensed Matter · Physics 2009-10-31 N. Priezjev , Robert A. Pelcovits

We develop a biased Monte Carlo algorithm to measure probabilities of rare events in cluster-cluster aggregation for arbitrary collision kernels. Given a trajectory with a fixed number of collisions, the algorithm modifies both the waiting…

Statistical Mechanics · Physics 2023-05-24 Rahul Dandekar , R. Rajesh , V. Subashri , Oleg Zaboronski

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman

We report a scalable Fortran implementation of the phaseless auxiliary-field quantum Monte Carlo (ph-AFQMC) and demonstrate its excellent performance and beneficial scaling with respect to system size. Furthermore, we investigate…

Chemical Physics · Physics 2024-02-09 Z. Sukurma , M. Schlipf , M. Humer , A. Taheridehkordi , G. Kresse

We investigate solid-solid and solid-liquid transitions of elastic flexible off-lattice polymers with Lennard-Jones monomer-monomer interaction and anharmonic springs by means of sophisticated variants of multicanonical Monte Carlo methods.…

Soft Condensed Matter · Physics 2010-07-23 Stefan Schnabel , Michael Bachmann , Wolfhard Janke

Recent progress on the theory of variational hypocoercivity established that Randomized Hamiltonian Monte Carlo -- at criticality -- can achieve pronounced acceleration in its convergence and hence sampling performance over diffusive…

Statistics Theory · Mathematics 2025-07-18 Stefan Oberdörster

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

Coulomb collisions in particle simulations for weakly coupled plasmas are modeled by the Landau-Fokker-Planck equation, which is typically solved by Monte-Carlo (MC) methods. One of the main disadvantages of MC is the timestep accuracy…

Computational Physics · Physics 2025-01-03 G. Chen , A. J. Stanier , L. Chacón , S. E. Anderson , B. Philip

We propose a new Monte Carlo scheme to study the late-time dynamics of a 2-dim hard sphere fluid, modeled by a tethered network of hard spheres. Fluidity is simulated by breaking and reattaching the flexible tethers. We study the diffusion…

Condensed Matter · Physics 2007-05-23 P. B. Sunil Kumar , Madan Rao

The entropy change that occurs upon mixing two fluids has remained an intriguing topic since the dawn of statistical mechanics. In this work, we generalize the grand-isobaric ensemble to mixtures, and develop a Monte Carlo algorithm for the…

Statistical Mechanics · Physics 2023-02-02 Caroline Desgranges , Jerome Delhommelle

Clustering is essential in data analysis and machine learning, but traditional algorithms like $k$-means and Gaussian Mixture Models (GMM) often fail with nonconvex clusters. To address the challenge, we introduce the Flexible Bivariate…

Machine Learning · Computer Science 2025-02-28 Yung-Peng Hsu , Hung-Hsuan Chen

Modeling complex physical systems such as they arise in civil engineering applications requires finding a trade-off between physical fidelity and practicality. Consequently, deviations of simulation from measurements are ubiquitous even…

Computational Engineering, Finance, and Science · Computer Science 2026-03-18 Paolo Villani , Daniel Andrés Arcones , Jörg F. Unger , Martin Weiser