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We investigate the first-order phase transitions of the $q$-state Potts models with $q = 5, 6, 7$, and $8$ on the two-dimensional square lattice, using Monte Carlo simulations. At the very weakly first-order transition of the $q=5$ system,…

Statistical Mechanics · Physics 2019-03-05 Shumpei Iino , Satoshi Morita , Anders W. Sandvik , Naoki Kawashima

Monte Carlo simulation techniques, like simulated annealing and parallel tempering, are often used to evaluate low-temperature properties and find ground states of disordered systems. Here we compare these methods using direct calculations…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. J. Moreno , H. G. Katzgraber , Alexander K. Hartmann

We have developed a technique to accelerate the acquisition of effectively uncorrelated configurations for off-lattice models of dense polymer melts which makes use of both parallel tempering and large scale Monte Carlo moves. The method is…

Soft Condensed Matter · Physics 2009-10-31 Alex Bunker , Burkhard Duenweg

The tempered Lefschetz thimble method is a parallel-tempering algorithm towards solving the numerical sign problem. It uses the flow time of the gradient flow as a tempering parameter and is expected to tame both the sign and multimodal…

Strongly Correlated Electrons · Physics 2019-12-25 Masafumi Fukuma , Nobuyuki Matsumoto , Naoya Umeda

This work proposes an adaptive sequential Monte Carlo sampling algorithm to solve Bayesian inverse problems in scenarios where likelihood evaluations are costly but can be approximated using a surrogate model built from previous evaluations…

Computation · Statistics 2025-08-26 Frederic Cerou , Patrick Heas , Mathias Rousset

Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…

Materials Science · Physics 2015-05-13 Sander Pronk , Phillip L. Geissler

Simulated annealing is an effective and general means of optimization. It is in fact inspired by metallurgy, where the temperature of a material determines its behavior in thermodynamics. Likewise, in simulated annealing, the actions that…

Machine Learning · Computer Science 2020-07-01 Avrim Blum , Chen Dan , Saeed Seddighin

In a typical finite temperature quantum Monte Carlo (QMC) simulation, estimators for simple static observables such as specific heat and magnetization are known. With a great deal of system-specific manual labor, one can sometimes also…

Statistical Mechanics · Physics 2026-01-30 Nic Ezzell , Itay Hen

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

The problem of simulating the thermal behavior of quantum systems remains a central open challenge in quantum computing. Unlike well-established quantum algorithms for unitary dynamics, \emph{provably efficient} algorithms for preparing…

Quantum Physics · Physics 2026-05-14 Dominik Hahn , Ryan Sweke , Abhinav Deshpande , Oles Shtanko

The study of animal behavioural states inferred through hidden Markov models and similar state switching models has seen a significant increase in popularity in recent years. The ability to account for varying levels of behavioural scale…

Computation · Statistics 2021-05-06 Giada Sacchi , Ben Swallow

The kinetics of collective rearrangements in solution, such as protein folding and nanocrystal phase transitions, often involve free energy barriers that are both long and rough. Applying methods of transition path sampling to harvest…

Statistical Mechanics · Physics 2009-11-13 M. Grünwald , P. L. Geissler , C. Dellago

We propose an efficient, accurate and reliable simulation scheme for the stochastic-alpha-beta-rho (SABR) model. The two challenges of the SABR simulation lie in sampling (i) integrated variance conditional on terminal volatility and (ii)…

Computational Finance · Quantitative Finance 2025-10-06 Jaehyuk Choi , Lilian Hu , Yue Kuen Kwok

Importance sampling is a Monte Carlo method that introduces a proposal distribution to sample the space according to the target distribution. Yet calibration of the proposal distribution is essential to achieving efficiency, thus the resort…

Computation · Statistics 2022-06-17 Grégoire Aufort , Pierre Pudlo , Denis Burgarella

Stochastic simulation algorithms such as likelihood weighting often give fast, accurate approximations to posterior probabilities in probabilistic networks, and are the methods of choice for very large networks. Unfortunately, the special…

Artificial Intelligence · Computer Science 2016-11-26 Keiji Kanazawa , Daphne Koller , Stuart Russell

In this article, we propose an efficient method for sampling the relevant state space in condensed phase reactions. In the present method, the reaction is described by solving the electronic Schr\"{o}dinger equation for the solute atoms in…

Chemical Physics · Physics 2009-11-10 Radu Iftimie , Dennis Salahub , Jeremy Schofield

Higher-fidelity entry simulations can be enabled by integrating finer thermo-chemistry models into compressible flow physics. One such class of models are State-to-State (StS) kinetics, which explicitly track species populations among…

Computational Physics · Physics 2024-03-15 Ayoub Gouasmi , Scott Murman

Scanning transmission electron microscopy (STEM) is an extremely versatile method for studying materials on the atomic scale. Many STEM experiments are supported or validated with electron scattering simulations. However, using the…

Realistic finite temperature simulations of matter are a formidable challenge for first principles methods. Long simulation times and large length scales are required, demanding years of compute time. Here we present an on-the-fly machine…

Materials Science · Physics 2019-06-12 Ryosuke Jinnouchi , Jonathan Lahnsteiner , Ferenc Karsai , Georg Kresse , Menno Bokdam

Bayesian methods are critical for quantifying the behaviors of systems. They capture our uncertainty about a system's behavior using probability distributions and update this understanding as new information becomes available. Probabilistic…

Computation · Statistics 2018-04-25 Thomas A. Catanach , James L. Beck
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