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Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…

Statistical Mechanics · Physics 2024-01-08 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…

Statistical Mechanics · Physics 2009-10-31 N. B. Wilding , A. D. Bruce

We introduce the Quantization Monte Carlo method to solve thermal radiative transport equations with possibly several collision regimes, ranging from few collisions to massive number of collisions per time unit. For each particle in a given…

Computational Physics · Physics 2024-09-13 Laetitia Laguzet , Gabriel Turinici

A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…

Soft Condensed Matter · Physics 2009-11-07 Qiliang Yan , Roland Faller , Juan J. de Pablo

We give a new sampling algorithm for the Potts model based on the Fortuin-Kasteleyn transformation. The method produces independent samples and sums up a large number of configurations for each sweep. The partition function and…

Statistical Mechanics · Physics 2011-12-30 Jian-Sheng Wang , Oner Kozan , Robert H. Swendsen

The replica exchange method is a powerful tool for overcoming slow relaxation in molecular simulations, but its efficiency depends strongly on the choice of the number and interval of replicas and their exchange probabilities. Here, we…

Statistical Mechanics · Physics 2025-06-04 Akie Kowaguchi , Katsuhiro Endo , Kentaro Nomura , Shuichi Kurabayashi , Paul E. Brumby , Kenji Yasuoka

This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to…

Other Condensed Matter · Physics 2015-05-18 Firas Hamze , Neil Dickson , Kamran Karimi

In many systems, the time scales of the microscopic dynamics and macroscopic dynamics of interest are separated by many orders of magnitude. Examples abound, for instance nucleation, protein folding, and chemical reactions. For these…

Other Condensed Matter · Physics 2009-11-13 J. Kuipers , G. T. Barkema

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…

Statistical Mechanics · Physics 2007-06-27 P. A. McClarty

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

Strongly Correlated Electrons · Physics 2016-06-10 Kensaku Takai , Kota Ido , Takahiro Misawa , Youhei Yamaji , Masatoshi Imada

Interacting spin systems are of fundamental relevance in different areas of physics, as well as in quantum information science, and biology. These spin models represent the simplest, yet not fully understood, manifestation of quantum…

Quantum Physics · Physics 2015-02-27 Johannes Schachenmayer , Alexander Pikovski , Ana Maria Rey

We propose a new Monte Carlo algorithm for the free energy calculation based on configuration space sampling. We implement this algorithm for Ising model. Comparison with the exact free energy shows an excellent agreement. We analyse the…

Strongly Correlated Electrons · Physics 2015-08-05 Sheng Bi , Ning-Hua Tong

We present an efficient Monte Carlo algorithm for determining the density of states which is based on the statistics of transition probabilities between states. By measuring the infinite temperature transition probabilities--that is, the…

Soft Condensed Matter · Physics 2009-11-10 M. S. Shell , P. G. Debenedetti , A. Z. Panagiotopoulos

This paper proposes an efficient method for the simultaneous estimation of the state of a quantum system and the classical parameters that govern its evolution. This hybrid approach benefits from efficient numerical methods for the…

Quantum Physics · Physics 2017-11-08 Jason F Ralph , Simon Maskell , Kurt Jacobs

Binary magnetic square lattice Ising system with nearest neighbour interactions were simulated using the Monte Carlo technique. Two types of ions were randomly distributed on the lattice sites, one type interacting ferromagnetic and the…

Statistical Mechanics · Physics 2013-01-23 Ike Q. Sikakana

We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…

Data Structures and Algorithms · Computer Science 2024-09-23 Nicolas L. Guidotti , Juan A. Acebrón , José Monteiro

Simulating transition dynamics between metastable states is a fundamental challenge in dynamical systems and stochastic processes with wide real-world applications in understanding protein folding, chemical reactions and neural activities.…

Machine Learning · Computer Science 2024-10-22 Haibo Wang , Yuxuan Qiu , Yanze Wang , Rob Brekelmans , Yuanqi Du

We discuss a sampling algorithm which generates flat histogram in energy. In combination with transition matrix Monte Carlo, the density of states and derived quantities such as entropy and free energy as a function of temperature can be…

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

A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…

Mathematical Physics · Physics 2015-05-28 Guillaume Bal , Anthony Davis , Ian Langmore
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