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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

We present a path integral Monte Carlo study of the global superfluid fraction and local superfluid density in cylindrically-symmetric reservoirs of liquid $^{4}$He separated by nanoaperture arrays. The superfluid response to both…

Quantum Gases · Physics 2016-10-26 Tyler Volkoff , Yongkyung Kwon , K. Birgitta Whaley

We consider the first exit point distribution from a bounded domain $\Omega$ of the stochastic process $(X_t)_{t\ge 0}$ solution to the overdamped Langevin dynamics $$d X_t = -\nabla f(X_t) d t + \sqrt{h} \ d B_t$$ starting from the…

Analysis of PDEs · Mathematics 2019-02-12 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

We address the possibility of performing numerical Monte Carlo simulations for the thermodynamics of quantum dissipative systems. Dissipation is considered within the Caldeira-Leggett formulation, which describes the system in the…

Statistical Mechanics · Physics 2007-05-23 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

Markov chain Monte Carlo methods such as Gibbs sampling and simple forms of the Metropolis algorithm typically move about the distribution being sampled via a random walk. For the complex, high-dimensional distributions commonly encountered…

bayes-an · Physics 2008-02-03 R. M. Neal

The author's presentation of multilevel Monte Carlo path simulation at the MCQMC 2006 conference stimulated a lot of research into multilevel Monte Carlo methods. This paper reviews the progress since then, emphasising the simplicity,…

Numerical Analysis · Mathematics 2013-04-22 Michael B. Giles

The direct integration of the harmonic oscillator path integral obscures the fundamental structure of its discrete, imaginary time propagator (density matrix). This work, by first proving an operator identity for contracting two free…

Computational Physics · Physics 2023-10-31 Siu A. Chin

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

When a Brownian particle, initially being in the potential well, overcomes the barrier and moves to the absorptive border, it still has a chance to be scattered back to the well by thermal fluctuations. We study this phenomenon carefully…

Nuclear Theory · Physics 2018-03-21 Maria Chushnyakova , Igor Gontchar

We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

Transition of a system between two states is an important but difficult problem in natural science. In this article we study the transition problem in the framework of transition path ensemble. Using the overdamped Langevin method, we…

Statistical Mechanics · Physics 2023-02-01 De-Zhang Li , Jia-Rui Zeng , Wei-Jie Huang , Yao Yao , Xiao-Bao Yang

A simple Monte Carlo procedure is described for simulating the multiple scattering and absorption of electrons with the incident energy in the range 1-50 keV moving through a slab of uniformly distributed material of given atomic number,…

Materials Science · Physics 2007-05-23 Nima Ghal-eh , Mohammad Farhad Rahimi , Mehrnoush Manouchehri

We have developed a path integral Monte Carlo method for simulating helium films and apply it to the second layer of helium adsorbed on graphite. We use helium-helium and helium-graphite interactions that are found from potentials which…

Condensed Matter · Physics 2009-10-31 Marlon Pierce , Efstratios Manousakis

Algorithms based on discretizing Langevin diffusion are popular tools for sampling from high-dimensional distributions. We develop novel connections between such Monte Carlo algorithms, the theory of Wasserstein gradient flow, and the…

Computation · Statistics 2019-05-13 Espen Bernton

A novel method for simulating the statistical mechanics of molecular systems in which both nuclear and electronic degrees of freedom are treated quantum mechanically is presented. The scheme combines a path integral description of the…

Computational Physics · Physics 2009-10-31 Ruben O. Weht , Jorge Kohanoff , Dario A. Estrin , Charusita Chakravarty

The interactions between a group of components are commonly studied in several areas of science (social science, biology, material science, complex dynamical systems, among others) using the methods of thermodynamics and statistical…

Statistical Mechanics · Physics 2021-07-28 Constanza Farías , Sergio Davis

Motivated by the study of rare events for a typical genetic switching model in systems biology, in this paper we aim to establish the general two-scale large deviations for chemical reaction systems. We build a formal approach to explicitly…

Statistical Mechanics · Physics 2016-04-13 Tiejun Li , Feng Lin

We present a method to sample Markov-chain trajectories constrained to both the initial and final conditions, which we term Markov bridges. The trajectories are conditioned to end in a specific state at a given time. We derive the master…

Statistical Mechanics · Physics 2025-01-07 Guillaume Le Treut , Sarah Ancheta , Greg Huber , Henri Orland , David Yllanes

We present a path integral formulation of Darcy's equation in one dimension with random permeability described by a correlated multi-variate lognormal distribution. This path integral is evaluated with the Markov chain Monte Carlo method to…

Computational Physics · Physics 2018-04-18 Marise J. E. Westbroek , Gil-Arnaud Coche , Peter R. King , Dimitri D. Vvedensky

Path integral Monte Carlo approach is used to study the coupled quantum dynamics of the electron and nuclei in hydrogen molecule ion. The coupling effects are demonstrated by comparing differences in adiabatic Born--Oppenheimer and…

Chemical Physics · Physics 2008-12-29 I. Kylänpää , M. Leino , T. T. Rantala
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