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We present a reduced-dimension, ballistic deposition, Monte Carlo particle packing algorithm and discuss its application to the analysis of the microstructure of hard-sphere systems with broad particle size distributions. We extend our…

Materials Science · Physics 2007-05-23 M. D. Webb , I. L. Davis

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…

Statistical Mechanics · Physics 2014-02-10 Manon Michel , Sebastian C. Kapfer , Werner Krauth

The reptation Monte Carlo algorithm is a simple, physically motivated and efficient method for equilibrating semi-dilute solutions of linear polymers. Here we propose two simple generalizations for the analogue {\it Amoeba} algorithm for…

Soft Condensed Matter · Physics 2024-10-30 Pieter H. W. van der Hoek , Angelo Rosa , Ralf Everaers

We review the basic outline of the highly successful diffusion Monte Carlo technique commonly used in contexts ranging from electronic structure calculations to rare event simulation and data assimilation, and propose a new class of…

Numerical Analysis · Mathematics 2017-10-10 Lek-Heng Lim , Jonathan Weare

Due to the complex characteristics of bottle-brush polymers, it became a challenge to develop an efficient algorithm for studying such macromolecules under various solvent conditions or some constraints in the space by using computer…

Soft Condensed Matter · Physics 2011-07-08 Hsiao-Ping Hsu

We present a promising coarse-graining strategy for linking micro- and mesoscales of soft matter systems. The approach is based on effective pairwise interaction potentials obtained from detailed atomistic molecular dynamics (MD)…

Soft Condensed Matter · Physics 2007-05-23 A. P. Lyubartsev , M. Karttunen , I. Vattulainen , A. Laaksonen

We propose a new class of robust and Fisher-consistent estimators for mixture models. These estimators can be used to construct robust model-based clustering procedures. We study in detail the case of multivariate normal mixtures and…

Methodology · Statistics 2021-06-09 Juan D. Gonzalez , Ricardo Maronna , Victor J. Yohai , Ruben H. Zamar

We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…

Numerical Analysis · Mathematics 2022-07-27 A. Kalinov , A. I. Osinsky , S. A. Matveev , W. Otieno , N. V. Brilliantov

A novel technique to identify and split clusters created by multiple charged particles in the ATLAS pixel detector using a set of artificial neural networks is presented. Such merged clusters are a common feature of tracks originating from…

High Energy Physics - Experiment · Physics 2014-09-23 ATLAS collaboration

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

From basic considerations of the Lie group that preserves a target probability measure, we derive the Barker, Metropolis, and ensemble Markov chain Monte Carlo (MCMC) algorithms, as well as variants of waste-recycling Metropolis-Hastings…

Statistics Theory · Mathematics 2020-01-29 Steve Huntsman

We demonstrate the feasibility of performing sufficient configurational sampling of disordered oxides directly from first principles without resorting to the use of fitted models such as cluster expansion. This is achieved by harnessing the…

Materials Science · Physics 2019-01-30 Shusuke Kasamatsu , Osamu Sugino

This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for these models, Sequential Monte Carlo offers extensive…

Econometrics · Economics 2025-01-08 Gianluca Cubadda , Francesco Giancaterini , Stefano Grassi

We present the explicit bonding Reaction ensemble Monte Carlo (eb-RxMC) method, designed to sample reversible bonding reactions in macromolecular systems in thermodynamic equilibrium. Our eb-RxMC method is based on the Reaction ensemble…

Soft Condensed Matter · Physics 2024-09-13 Pablo M. Blanco , Peter Košovan

We use a reactive Monte Carlo simulation method and primitive model of electrolyte to study acid-base equilibrium that controls charge regulation in colloidal systems. The simulations are performed in a semi-grand canonical ensemble in…

Soft Condensed Matter · Physics 2021-12-21 Amin Bakhshandeh , Derek Frydel , Yan Levin

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

Nuclear Theory · Physics 2013-06-06 Zhen-Xiang Xu , Chong Qi

Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…

Chemical Physics · Physics 2020-02-04 Martín Leandro Paleico , Jörg Behler

We develop a simulation-based method for the online updating of Gaussian process regression and classification models. Our method exploits sequential Monte Carlo to produce a fast sequential design algorithm for these models relative to the…

Computation · Statistics 2010-07-07 Robert B. Gramacy , Nicholas G. Polson
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