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We introduce a new method to simulate the physics of rare events. The method, an extension of the Temperature Accelerated Molecular Dynamics, comes in use when the collective variables introduced to characterize the rare events are either…

Computational Physics · Physics 2017-09-13 Giovanni Ciccotti , Simone Meloni

We propose a new Monte Carlo method for sampling from multimodal distributions. The idea of this technique is based on splitting the task into two: finding the modes of a target distribution $\pi$ and sampling, given the knowledge of the…

Computation · Statistics 2019-01-14 Emilia Pompe , Chris Holmes , Krzysztof Łatuszyński

Land surface temperature (LST) is vital for land-atmosphere interactions and climate processes. Accurate LST retrieval remains challenging under heterogeneous land cover and extreme atmospheric conditions. Traditional split window (SW)…

Atmospheric and Oceanic Physics · Physics 2025-09-08 Tian Xie , Huanfeng Shen , Menghui Jiang , Juan-Carlos Jiménez-Muñoz , José A. Sobrino , Huifang Li , Chao Zeng

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

We propose an algorithmic strategy for improving the efficiency of Monte Carlo searches for the low-energy states of proteins. Our strategy is motivated by a model of how proteins alter their shapes. In our model when proteins fold under…

Soft Condensed Matter · Physics 2009-11-07 Michael Cahill , Sean Cahill , Kevin Cahill

A new Monte Carlo algorithm for 2-dimensional spin glasses is presented. The use of clusters makes possible global updates and leads to a gain in speed of several orders of magnitude. As an example, we study the 2-dimensional +/-J…

Disordered Systems and Neural Networks · Physics 2009-11-07 J. Houdayer

Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…

Computation · Statistics 2020-10-23 Simon Tindemans , Goran Strbac

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

Parallel tempering is popular method for allowing MCMC algorithms to properly explore a $d$-dimensional multimodal target density. One problem with traditional power-based parallel tempering for multimodal targets is that the proportion of…

Computation · Statistics 2018-10-16 Nicholas G. Tawn , Gareth O. Roberts

We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…

Statistical Mechanics · Physics 2015-03-17 Zsolt Bertalan , Hidetoshi Nishimori , Henri Orland

The density matrix quantum Monte Carlo (DMQMC) set of methods stochastically samples the exact $N$-body density matrix for interacting electrons at finite temperature. We introduce a simple modification to the interaction picture DMQMC…

Chemical Physics · Physics 2022-05-25 William Van Benschoten , James J. Shepherd

We present a self-consistent representation of the atmosphere and implement the interactions of light with the atmosphere using a photon Monte Carlo approach. We compile global climate distributions based on historical data, self-consistent…

Instrumentation and Methods for Astrophysics · Physics 2024-03-26 J. R. Peterson , G. Sembroski , A. Dutta , C. Remacaldo

In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…

Soft Condensed Matter · Physics 2025-09-05 Till Böhmer , Jeppe C. Dyre , Lorenzo Costigliola

We introduce a general Monte Carlo scheme for achieving atomistic simulations with monoelectronic Hamiltonians including the thermalization of both nuclear and electronic degrees of freedom. The kinetic Monte Carlo algorithm is used to…

Materials Science · Physics 2009-11-07 F. Calvo , F. Spiegelman

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

Statistical Mechanics · Physics 2010-08-23 Mykyta V. Chubynsky , Gary W. Slater

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

Classical algorithms in numerical analysis for numerical integration (quadrature/cubature) follow the principle of approximate and integrate: the integrand is approximated by a simple function (e.g. a polynomial), which is then integrated…

Numerical Analysis · Mathematics 2018-06-15 Yuji Nakatsukasa

The low-temperature quasi-universal behavior of amorphous solids has been attributed to the existence of spatially-localized tunneling defects found in the low-energy regions of the potential energy landscape. Computational models of…

Disordered Systems and Neural Networks · Physics 2023-01-05 Felix C. Mocanu , Ludovic Berthier , Simone Ciarella , Dmytro Khomenko , David R. Reichman , Camille Scalliet , Francesco Zamponi

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov