English
Related papers

Related papers: Single temperature for Monte Carlo optimization on…

200 papers

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

Materials Science · Physics 2007-05-23 M. A. Novotny , Shannon M. Wheeler

Simulated annealing solves global optimization problems by means of a random walk in a cooling energy landscape based on the objective function and a temperature parameter. However, if the temperature is decreased too quickly, this…

Optimization and Control · Mathematics 2025-04-14 Vincent Molin , Axel Ringh , Moritz Schauer , Akash Sharma

Atmospheric motion vectors (AMVs) extracted from satellite imagery are the only wind observations with good global coverage. They are important features for feeding numerical weather prediction (NWP) models. Several Bayesian models have…

Methodology · Statistics 2023-10-26 Patrick Héas , Frédéric Cérou , Mathias Rousset

We present iterative Monte Carlo algorithm for which the temperature variable is attracted by a critical point. The algorithm combines techniques of single histogram reweighting and linear filtering. The 2d Ising model of ferromagnet is…

Statistical Mechanics · Physics 2015-06-24 M. Gmitra , D. Horvath

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

Soft Condensed Matter · Physics 2007-05-23 Yu-Pin Luo , Ming-Chang Huang , Yen-Liang Chou , Tsong-Ming Liaw

While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…

Statistical Mechanics · Physics 2009-10-31 Parthapratim Biswas , G. T. Barkema , Normand Mousseau , W. F. van der Weg

We discuss a rejectionless global optimization technique which, while being technically similar to the recently introduced method of Extremal Optimization, still relies on a physical analogy with a thermalizing system. Our waiting time…

Statistical Mechanics · Physics 2009-11-07 Jesper Dall , Paolo Sibani

We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…

Statistics Theory · Mathematics 2026-01-13 Ruiyu Han , Gautam Iyer , Dejan Slepčev

Parallel tempering is a meta-algorithm for Markov Chain Monte Carlo that uses multiple chains to sample from tempered versions of the target distribution, enhancing mixing in multi-modal distributions that are challenging for traditional…

Computation · Statistics 2024-12-30 Daniel Zhao , Natesh S. Pillai

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

Metadynamics is a powerful computational tool to obtain the free energy landscape of complex systems. The Monte Carlo algorithm has proven useful to calculate thermodynamic quantities associated with simplified models of proteins, and thus…

Statistical Mechanics · Physics 2007-10-04 F. Marini , C. Camilloni , D. Provasi , R. A. Broglia , G. Tiana

We investigate, both analytically and with numerical simulations, a Monte Carlo dynamics at zero temperature, where a random walker evolving in continuous space and discrete time seeks to minimize its potential energy, by decreasing this…

Statistical Mechanics · Physics 2021-10-12 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

We implement a standard Monte Carlo algorithm to study the slow, equilibrium dynamics of a silica melt in a wide temperature regime, from 6100 K down to 2750 K. We find that the average dynamical behaviour of the system is in quantitative…

Disordered Systems and Neural Networks · Physics 2009-11-13 Ludovic Berthier

Monte Carlo statistical ray-tracing methods are commonly employed to simulate carrier transport in nanostructured materials. In the case of a large degree of nanostructuring and under linear response (small driving fields), these…

Mesoscale and Nanoscale Physics · Physics 2023-02-09 Pankaj Priyadarshi , Neophytos Neophytou

The swap Monte Carlo algorithm introduces non-physical dynamic rules to accelerate the exploration of the configuration space of supercooled liquids. Its success raises deep questions regarding the nature and physical origin of the slow…

Soft Condensed Matter · Physics 2024-12-17 Kumpei Shiraishi , Ludovic Berthier

We propose a new ensemble for Monte Carlo simulations, in which each state is assigned a statistical weight $1/k$, where $k$ is the number of states with smaller or equal energy. This ensemble has robust ergodicity properties and gives…

Condensed Matter · Physics 2016-08-31 Bobby Hesselbo , R. B. Stinchcombe

We study an induced dynamics in the space of energy of single-spin-flip Monte Carlo algorithm. The method gives an efficient reweighting technique. This dynamics is shown to have relaxation times proportional to the specific heat. Thus, it…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang , Tien Kiat Tay , Robert H. Swendsen

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…