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We present a generic reweighting method for nonequilibrium Markov processes. With nonequilibrium Monte Carlo simulations at a single temperature, one calculates the time evolution of physical quantities at different temperatures, which…

Statistical Mechanics · Physics 2009-11-10 Hwee Kuan Lee , Yutaka Okabe

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

A real-time path integral Monte Carlo approach is developed to study the dynamics in a many-body quantum system until reaching a nonequilibrium stationary state. The approach is based on augmenting an exact reduced equation for the…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Lothar Mühlbacher , Eran Rabani

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

We use an efficient method that eases the daunting task of simulating dynamics in spin systems with long-range interaction. Our Monte Carlo simulations of the long-range Ising model for the nonequilibrium phase ordering dynamics in two…

Statistical Mechanics · Physics 2019-01-23 Henrik Christiansen , Suman Majumder , Wolfhard Janke

Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

Computational Physics · Physics 2009-11-10 D. M. Ceperley

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

We present a Markov Chain Monte Carlo algorithm based on the Metropolis algorithm for simulation of the flow of two immiscible fluids in a porous medium under macroscopic steady-state conditions using a dynamical pore network model that…

Fluid Dynamics · Physics 2016-12-20 Isha Savani , Santanu Sinha , Alex Hansen , Dick Bedeaux , Signe Kjelstrup , Morten Vassvik

A Monte Carlo method to sample the classical configurational canonical ensemble is introduced. In contrast to the Metropolis algorithm, where trial moves can be rejected, in this approach collisions take place. The implementation is…

Statistical Mechanics · Physics 2015-03-19 E. A. J. F. Peters , G. de With

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…

Mesoscale and Nanoscale Physics · Physics 2016-02-03 Alexei Filinov , Jens Böning , Michael Bonitz

Policy-guided Monte Carlo is an adaptive method to simulate classical interacting systems. It adjusts the proposal distribution of the Metropolis-Hastings algorithm to maximize the sampling efficiency, using a formalism inspired by…

Soft Condensed Matter · Physics 2024-08-23 Leonardo Galliano , Riccardo Rende , Daniele Coslovich

The probability of accepting a candidate move in the hybrid Monte Carlo algorithm can be increased by considering a transition to be between windows of several states at the beginning and end of the trajectory, with a state within the…

High Energy Physics - Lattice · Physics 2008-02-03 R. M. Neal

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

Hamiltonian dynamics can be used to produce distant proposals for the Metropolis algorithm, thereby avoiding the slow exploration of the state space that results from the diffusive behaviour of simple random-walk proposals. Though…

Computation · Statistics 2021-06-30 Radford M. Neal

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

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

A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…

Statistical Mechanics · Physics 2009-10-31 Ronald Dickman

Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…

Computational Physics · Physics 2007-05-23 Charles F. F. Karney , Jason E. Ferrara