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We use a graphics processing unit (GPU) for fast computations of Monte Carlo integrations. Two widely used Monte Carlo integration programs, VEGAS and BASES, are parallelized on GPU. By using $W^{+}$ plus multi-gluon production processes at…

Computational Physics · Physics 2011-03-03 J. Kanzaki

We develop Monte Carlo methods for sampling random states and corresponding bit strings in qubit systems. To this end, we derive exact probability density functions that yield the Porter-Thomas distribution in the limit of large systems. We…

Quantum Physics · Physics 2025-09-05 Andreas Raab

Monte Carlo simulation is widely used to numerically solve stochastic differential equations. Although the method is flexible and easy to implement, it may be slow to converge. Moreover, an inaccurate solution will result when using large…

Numerical Analysis · Mathematics 2023-02-13 Shuaiqiang Liu , Graziana Colonna , Lech A. Grzelak , Cornelis W. Oosterlee

Process variations are a major concern in today's chip design since they can significantly degrade chip performance. To predict such degradation, existing circuit and MEMS simulators rely on Monte Carlo algorithms, which are typically too…

Computational Engineering, Finance, and Science · Computer Science 2016-11-18 Zheng Zhang , Xiu Yang , Giovanni Marucci , Paolo Maffezzoni , Ibrahim , M. Elfadel , George Em Karniadakis , Luca Daniel

We describe how quantum Monte Carlo calculations using the CASINO software can be accelerated using graphics processing units (GPUs) and OpenACC. In particular we consider offloading Ewald summation, the evaluation of long-range two-body…

Computational Physics · Physics 2025-12-24 B. Thorpe , M. J. Smith , P. J. Hasnip , N. D. Drummond

We release a set of GPU programs for the study of the Quantum ($S=1/2$) Spin Glass on a square lattice, with binary couplings. The library contains two main codes: MCQSG (that carries out Monte Carlo simulations using both the Metropolis…

We present a computer-assisted approach to approximating coarse optimal switching policies for systems described by microscopic/stochastic evolution rules. The coarse timestepper constitutes a bridge between the underlying kinetic Monte…

Cellular Automata and Lattice Gases · Physics 2007-05-23 Antonios Armaou , Ioannis G. Kevrekidis

Using the random-cluster representation of the $q$-state Potts models we consider the pooling of data from cluster-update Monte Carlo simulations for different thermal couplings $K$ and number of states per spin $q$. Proper combination of…

Statistical Mechanics · Physics 2009-11-07 Martin Weigel , Wolfhard Janke , Chin-Kun Hu

Parallel tempering Monte Carlo has proven to be an efficient method in optimization and sampling applications. Having an optimized temperature set enhances the efficiency of the algorithm through more-frequent replica visits to the…

Computational Physics · Physics 2019-11-11 Ignacio Rozada , Maliheh Aramon , Jonathan Machta , Helmut G. Katzgraber

We consider generalized quantum Ising models, including those which could describe disordered materials or quantum annealers, and we prove that for all temperatures above a system-size independent threshold the path integral Monte Carlo…

Quantum Physics · Physics 2025-07-16 Elizabeth Crosson , Samuel Slezak

Graphics Processing Units (GPUs) are now powerful and flexible systems adapted and used for other purposes than graphics calculations (General Purpose computation on GPU -- GPGPU). We present here a prototype to be integrated into…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-06-13 Sylvain Collange , Marc Daumas , David Defour

We implemented a parallel version of the multicanonical algorithm and applied it to a variety of systems with phase transitions of first and second order. The parallelization relies on independent equilibrium simulations that only…

Computational Physics · Physics 2015-01-27 Johannes Zierenberg , Martin Marenz , Wolfhard Janke

We develop a classical Monte Carlo algorithm based on a quasi-classical approximation for a pseudospin S=1 Hamiltonian in real space to construct a phase diagram of a model cuprate with a high Tc. A model description takes into account both…

Strongly Correlated Electrons · Physics 2021-10-25 Yu. D. Panov , A. S. Moskvin , A. A. Chikov , V. A. Ulitko

We perform Monte Carlo simulations using the Wolff cluster algorithm of the q=2 (Ising), 3, 4 and q=10 Potts models on dynamical phi-cubed graphs of spherical topology with up to 5000 nodes. We find that the measured critical exponents are…

High Energy Physics - Lattice · Physics 2015-06-25 C. F. Baillie , D. A. Johnston

This paper presents two conceptually simple methods for parallelizing a Parallel Tempering Monte Carlo simulation in a distributed volunteer computing context, where computers belonging to the general public are used. The first method uses…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-31 Kamran Karimi , Neil G. Dickson , Firas Hamze

Maximizing the performance potential of the modern day GPU architecture requires judicious utilization of available parallel resources. Although dramatic reductions can often be obtained through straightforward mappings, further performance…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-08-19 Loren Schwiebert , Eyad Hailat , Kamel Rushaidat , Jason Mick , Jeffrey Potoff

While the ground-state problem for the random-field Ising model is polynomial, and can be solved using a number of well-known algorithms for maximum flow or graph cut, the analogue random-field Potts model corresponds to a multi-terminal…

Disordered Systems and Neural Networks · Physics 2018-05-23 Manoj Kumar , Ravinder Kumar , Martin Weigel , Varsha Banerjee , Wolfhard Janke , Sanjay Puri

Modern graphics processing units (GPUs) provide impressive computing resources, which can be accessed conveniently through the CUDA programming interface. We describe how GPUs can be used to considerably speed up molecular dynamics (MD)…

Computational Physics · Physics 2011-04-08 Peter H. Colberg , Felix Höfling

We study the the non-equilibrium ageing behaviour of the +/-J Edwards-Anderson model in three dimensions for samples of size up to N=128^3 and for up to 10^8 Monte Carlo sweeps. In particular we are interested in the change of the ageing…

Statistical Mechanics · Physics 2015-06-03 Markus Manssen , Alexander K. Hartmann

We consider the ferromagnetic q-state Potts model on a finite grid graph with non-zero external field and periodic boundary conditions. The system evolves according to Glauber-type dynamics described by the Metropolis algorithm, and we…

Probability · Mathematics 2024-05-09 Gianmarco Bet , Anna Gallo , Francesca R. Nardi