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We introduce a quantum Monte Carlo method to simulate the reversible dynamics of correlated many-body systems. Our method is based on the Laplace transform of the time-evolution operator which, as opposed to most quantum Monte Carlo…

Quantum Physics · Physics 2022-09-14 Romain Chessex , Massimo Borrelli , Hans Christian Öttinger

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera

We describe an algorithm for dynamic load balancing of geometrically parallelized synchronous Monte Carlo simulations of physical models. This algorithm is designed for a (heterogeneous) multiprocessor system of the MIMD type with…

High Energy Physics - Lattice · Physics 2009-10-22 P. Altevogt , A. Linke

We present a consensus Monte Carlo algorithm that scales existing Bayesian nonparametric models for clustering and feature allocation to big data. The algorithm is valid for any prior on random subsets such as partitions and latent feature…

Computation · Statistics 2020-02-26 Yang Ni , Yuan Ji , Peter Mueller

We introduce a powerful Monte Carlo (MC) algorithm for the atomistic simulation of bulk models of oligo- and poly-thiophenes by redesigning MC moves originally developed for considerably simpler polymer structures and architectures, such as…

Soft Condensed Matter · Physics 2019-03-06 Flora D. Tsourtou , Stavros D. Peroukidis , Loukas D. Peristeras , Vlasis G. Mavrantzas

An efficient O(N) cluster Monte Carlo method for Ising models with long-range interactions is presented. Our novel algorithm does not introduce any cutoff for interaction range and thus it strictly fulfills the detailed balance. The…

Statistical Mechanics · Physics 2009-11-13 Kouki Fukui , Synge Todo

A cell lists method based on doubly linked lists and with complexity O(N) is developed for particle deletion and insertion in reaction ensemble Monte Carlo simulation. Because the random move in Metropolis algorithm can be reduced to…

Computational Physics · Physics 2020-03-13 Shaoyun Wang , Chaohui Tong

The linked cell list algorithm is an essential part of molecular simulation software, both molecular dynamics and Monte Carlo. Though it scales linearly with the number of particles, there has been a constant interest in increasing its…

Computational Physics · Physics 2013-03-19 Ulrich Welling , Guido Germano

In this paper, we reduce the complexity of approximating the correlation clustering problem from $O(m\times\left( 2+ \alpha (G) \right)+n)$ to $O(m+n)$ for any given value of $\varepsilon$ for a complete signed graph with $n$ vertices and…

Data Structures and Algorithms · Computer Science 2025-06-03 Ali Shakiba

We present an new sequential Monte Carlo sampler for coalescent based Bayesian hierarchical clustering. Our model is appropriate for modeling non-i.i.d. data and offers a substantial reduction of computational cost when compared to the…

Machine Learning · Statistics 2012-04-23 Ricardo Henao , Joseph E. Lucas

A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program {\tt Foam} is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the…

Computational Physics · Physics 2009-11-07 S. Jadach

We develop a scalable multi-step Monte Carlo algorithm for inference under a large class of nonparametric Bayesian models for clustering and classification. Each step is "embarrassingly parallel" and can be implemented using the same Markov…

Computation · Statistics 2018-06-08 Yang Ni , Peter Müller , Maurice Diesendruck , Sinead Williamson , Yitan Zhu , Yuan Ji

We introduce a novel multi-discontinuity algorithm for efficient global update of world-line configurations in Monte Carlo simulations of interacting quantum systems. This new algorithm is a generalization of the two-discontinuity…

Statistical Mechanics · Physics 2013-02-01 Yasuyuki Kato

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…

Statistical Mechanics · Physics 2009-11-11 A. C. Maggs

We present a detailed discussion of our novel diagrammatic coupled cluster Monte Carlo (diagCCMC) [Scott et al. J. Phys. Chem. Lett. 2019, 10, 925]. The diagCCMC algorithm performs an imaginary-time propagation of the similarity-transformed…

Chemical Physics · Physics 2020-10-28 Charles J. C. Scott , Roberto Di Remigio , T. Daniel Crawford , Alex J. W. Thom

Finding a good clustering of vertices in a network, where vertices in the same cluster are more tightly connected than those in different clusters, is a useful, important, and well-studied task. Many clustering algorithms scale well,…

Social and Information Networks · Computer Science 2011-10-18 Thomas DuBois , Jennifer Golbeck , Aravind Srinivasan

We combine parallelization and cluster Monte Carlo for hard sphere systems and present a parallelized event chain algorithm for the hard disk system in two dimensions. For parallelization we use a spatial partitioning approach into…

Statistical Mechanics · Physics 2014-12-18 Tobias Alexander Kampmann , Horst-Holger Boltz , Jan Kierfeld

We generalize the rejection-free event-chain Monte Carlo algorithm from many particle systems with pairwise interactions to systems with arbitrary three- or many-particle interactions. We introduce generalized lifting probabilities between…

Statistical Mechanics · Physics 2017-05-01 Julian Harland , Manon Michel , Tobias A. Kampmann , Jan Kierfeld

Tensor networks have proven to be a valuable tool, for instance, in the classical simulation of (strongly correlated) quantum systems. As the size of the systems increases, contracting larger tensor networks becomes computationally…

Quantum Physics · Physics 2025-07-29 Manuel Geiger , Qunsheng Huang , Christian B. Mendl

We present Monte Carlo estimates for site and bond percolation thresholds in simple hypercubic lattices with 4 to 13 dimensions. For d<6 they are preliminary, for d >= 6 they are between 20 to 10^4 times more precise than the best previous…

Statistical Mechanics · Physics 2009-11-07 Peter Grassberger