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We perform Monte Carlo simulations to study the elastic properties of the helix-coil worm-like chain model of alpha-helical polypeptides. In this model the secondary structure enters as a scalar (Ising like) variable that controls the local…

Soft Condensed Matter · Physics 2007-05-23 Buddhapriya Chakrabarti , Alex J. Levine

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

Crystal plasticity theory is often employed to predict the mesoscopic states of polycrystalline metals, and is well-known to be costly to simulate. Using a neural network with convolutional layers encoding correlations in time and space, we…

Computational Physics · Physics 2019-10-09 Ari Frankel , Kousuke Tachida , Reese Jones

A numerical model able to simulate solid-state constrained sintering is presented. The model couples an existing kinetic Monte Carlo (kMC) model for free sintering with a finite element model (FEM) for calculating stresses on a…

Materials Science · Physics 2016-05-10 R. Bjørk , H. L. Frandsen , N. Pryds

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…

Methodology · Statistics 2023-07-04 David Gunawan , Chris Carter , Robert Kohn

Significance: Monte Carlo (MC) methods are the gold-standard for modeling light-tissue interactions due to their accuracy. Mesh-based MC (MMC) offers enhanced precision for complex tissue structures using tetrahedral mesh models. Despite…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-01 Shijie Yan , Douglas Dwyer , David R. Kaeli , Qianqian Fang

Crystal plasticity models connect macroscopic deformation with the physics of microscale slip in polycrystalline materials. These models can be calibrated using global stress-strain curves, but the resulting parametrization is often not…

Materials Science · Physics 2026-03-24 Joshua D. Pribe , Patrick E. Leser , Saikumar R. Yeratapally , George Weber

Self-learning hybrid Monte Carlo (SLHMC) is a first-principles simulation that allows for exact ensemble generation on potential energy surfaces based on density functional theory. The statistical sampling can be accelerated with the…

Disordered Systems and Neural Networks · Physics 2021-07-28 Keita Kobayashi , Yuki Nagai , Mitsuhiro Itakura , Motoyuki Shiga

This paper studies a non-random-walk Markov Chain Monte Carlo method, namely the Hamiltonian Monte Carlo (HMC) method in the context of Subset Simulation used for structural reliability analysis. The HMC method relies on a deterministic…

Computation · Statistics 2018-04-20 Ziqi Wang , Marco Broccardo , Junho Song

Hamiltonian Monte Carlo (HMC) has been progressively incorporated within the statistician's toolbox as an alternative sampling method in settings when standard Metropolis-Hastings is inefficient. HMC generates a Markov chain on an augmented…

Computation · Statistics 2026-02-09 Julien Stoehr , Alan Benson , Nial Friel

We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…

Statistical Mechanics · Physics 2024-11-19 Werner Krauth

The need to calibrate increasingly complex statistical models requires a persistent effort for further advances on available, computationally intensive Monte Carlo methods. We study here an advanced version of familiar Markov Chain Monte…

Methodology · Statistics 2015-03-20 Alexandros Beskos , Konstantinos Kalogeropoulos , Erik Pazos

A high-fidelity kinetic Monte Carlo (KMC) simulation method (T. Treeratanaphitak, M. Pritzker, N. M. Abukhdeir, Electrochim. Acta 121 (2014) 407--414) using the semi-empirical multi-body embedded-atom method (EAM) potential has been…

Chemical Physics · Physics 2014-07-22 Tanyakarn Treeratanaphitak , Mark D. Pritzker , Nasser Mohieddin Abukhdeir

Parallel tempering simulates at many quark masses simultaneously, by changing the mass during the simulation while remaining in equilibrium. The algorithm is faster than pure HMC if more than one mass is needed, and works better the smaller…

High Energy Physics - Lattice · Physics 2009-10-30 G. Boyd

Hamiltonian Monte Carlo (HMC) is a powerful Markov chain Monte Carlo (MCMC) algorithm for estimating expectations with respect to continuous un-normalized probability distributions. MCMC estimators typically have higher variance than…

Computation · Statistics 2020-03-04 Dan Piponi , Matthew D. Hoffman , Pavel Sountsov

The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible,…

Soft Condensed Matter · Physics 2012-07-18 Stefan Schnabel , Michael Bachmann , Wolfhard Janke

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Computational Physics · Physics 2019-10-29 G. Margazoglou , L. Biferale , R. Grauer , K. Jansen , D. Mesterházy , T. Rosenow , R. Tripiccione

We introduce an algorithm for treating growth on surfaces which combines important features of continuum methods (such as the level-set method) and Kinetic Monte Carlo (KMC) simulations. We treat the motion of adatoms in continuum theory,…

Materials Science · Physics 2009-11-10 G. Russo , L. M. Sander , P. Smereka

The hybrid Monte Carlo (HMC) algorithm is applied for the Bayesian inference of the stochastic volatility (SV) model. We use the HMC algorithm for the Markov chain Monte Carlo updates of volatility variables of the SV model. First we…

Computational Finance · Quantitative Finance 2010-12-30 Tetsuya Takaishi

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