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We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

A simple algorithm is described to sample permutations of identical particles in Path Integral Monte Carlo (PIMC) simulations of continuum many-body systems. The sampling strategy illustrated here is fairly general, and can be easily…

Computational Physics · Physics 2009-11-11 Massimo Boninsegni

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

Transition pathways of stochastic dynamical systems are typically approximated by instantons. Here we show, using a dynamical system containing two competing pathways, that at low-to-intermediate temperatures, instantons can fail to capture…

Statistical Mechanics · Physics 2022-08-05 Lukas Kikuchi , Ronojoy Adhikari , Julian Kappler

We present a new Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix. It extends the power method and uses a new sampling method, the sewing method, that does a large state…

Statistical Mechanics · Physics 2008-07-09 T. E. Booth , J. E. Gubernatis

We propose here some new sampling algorithms for Path Sampling in the case when stochastic dynamics are used. In particular, we present a new proposal function for equilibrium sampling of paths with a Monte-Carlo dynamics (the so-called…

Statistical Mechanics · Physics 2009-11-11 Gabriel Stoltz

Monte Carlo methods are widely used importance sampling techniques for studying complex physical systems. Integrating these methods with deep learning has significantly improved efficiency and accuracy in high-dimensional problems and…

Disordered Systems and Neural Networks · Physics 2024-12-24 Yixiong Ren , Jianhui Zhou

Molecular dynamics is a powerful tool for studying the thermodynamics and kinetics of complex molecular events. However, these simulations can rarely sample the required time scales in practice. Transition path sampling overcomes this…

Chemical Physics · Physics 2023-07-31 Gianmarco Lazzeri , Hendrik Jung , Peter G. Bolhuis , Roberto Covino

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

This paper presents a tool for addressing a key component in many algorithms for planning robot trajectories under uncertainty: evaluation of the safety of a robot whose actions are governed by a closed-loop feedback policy near a nominal…

Robotics · Computer Science 2017-06-05 Edward Schmerling , Marco Pavone

Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…

Statistical Mechanics · Physics 2015-07-01 Todd R. Gingrich , Phillip L. Geissler

We present three algorithms for calculating rate constants and sampling transition paths for rare events in simulations with stochastic dynamics. The methods do not require a priori knowledge of the phase space density and are suitable for…

Soft Condensed Matter · Physics 2009-11-11 Rosalind J. Allen , Daan Frenkel , Pieter Rein ten Wolde

Sampling-based approaches are widely used in systems without analytic models to estimate risk or find optimal control. However, gathering sufficient data in such scenarios can be prohibitively costly. On the other hand, in many situations,…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Zhuoyuan Wang , Takashi Tanaka , Yongxin Chen , Yorie Nakahira

We describe a novel simulation method that eliminates the slowing-down problem in the Monte Carlo simulations of imaginary-time path integrals near the continuum limit. This method combines a stochastic blocking procedure with the multigrid…

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

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

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

We present an algorithm to sample stochastic differential equations conditioned on rather general constraints, including integral constraints, endpoint constraints, and stochastic integral constraints. The algorithm is a pathspace…

Machine Learning · Statistics 2025-06-23 Tobias Grafke

We propose a machine learning framework based on Flow Matching (FM) to identify critical properties in many-body systems efficiently. Using the 2D XY model as a benchmark, we demonstrate that a single network, trained only on configurations…

Statistical Mechanics · Physics 2026-01-06 Qian-Rui Lee , Daw-Wei Wang

We provide a detailed description of the path-integral Monte Carlo worm algorithm used to exactly calculate the thermodynamics of Bose systems in the canonical ensemble. The algorithm is fully consistent with periodic boundary conditions,…

Quantum Gases · Physics 2022-03-31 G. Spada , S. Giorgini , S. Pilati