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The Multilevel Monte Carlo method is an efficient variance reduction technique. It uses a sequence of coarse approximations to reduce the computational cost in uncertainty quantification applications. The method is nowadays often considered…

Numerical Analysis · Mathematics 2018-06-15 Pieterjan Robbe , Dirk Nuyens , Stefan Vandewalle

Tailoring the performance of next-generation high entropy materials requires a deep understanding of the competition between entropy-driven random solid solution and enthalpy-driven chemical ordering. Investigating such order and disorder…

Materials Science · Physics 2026-03-24 Fanli Zhou , Hao Chen , Pengxiang Xu , Kai Yang , Zongrui Pei , Xianglin Liu

The swap Monte Carlo algorithm allows the preparation of highly stable glassy configurations for a number of glass-formers, but is inefficient for some models, such as the much studied binary Kob-Andersen (KA) mixture. We have recently…

Statistical Mechanics · Physics 2020-10-07 Anshul D. S. Parmar , Benjamin Guiselin , Ludovic Berthier

We investigate Monte Carlo updating algorithms for simulating $SU(N)$ Yang-Mills fields on a single-site lattice, such as for the Twisted Eguchi-Kawai model (TEK). We show that performing only over-relaxation (OR) updates of the gauge links…

High Energy Physics - Lattice · Physics 2015-05-22 Margarita García Pérez , Antonio González-Arroyo , Liam Keegan , Masanori Okawa , Alberto Ramos

The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a…

Strongly Correlated Electrons · Physics 2009-10-31 J. L. Alonso , L. A. Fernandez , F. Guinea , V. Laliena , V. Martin-Mayor

An off-lattice Monte Carlo algorithm for solutions of equilibrium polymers (EP) is proposed. At low and moderate densities this is shown to reproduce faithfully the (static) properties found recently for flexible linear EP using a lattice…

Statistical Mechanics · Physics 2009-10-31 A. Milchev , J. P. Wittmer , D. P. Landau

We present a novel Ensemble Monte Carlo Growth method to sample the equilibrium thermodynamic properties of random chains. The method is based on the multicanonical technique of computing the density of states in the energy space. Such a…

Statistical Mechanics · Physics 2020-03-04 Graziano Vernizzi , Trung Dac Nguyen , Henri Orland , Monica Olvera de la Cruz

Monte Carlo simulation is an unbiased numerical tool for studying classical and quantum many-body systems. One of its bottlenecks is the lack of general and efficient update algorithm for large size systems close to phase transition or with…

Strongly Correlated Electrons · Physics 2017-01-11 Junwei Liu , Yang Qi , Zi Yang Meng , Liang Fu

We propose here a method to generate random networked amorphous structure using only readily available short-range properties like bond lengths, bond angles and connectivity of the constituents. This method is a variant of Monte-Carlo (MC)…

Materials Science · Physics 2022-05-26 Shakti Singh , Sharat Chandra

Molecular simulations in an open environment, involving ion exchange, are necessary to study various systems, from biosystems to confined electrolytes. However, grand-canonical simulations are often computationally demanding in condensed…

Chemical Physics · Physics 2023-11-13 Jeongmi Kim , Luc Belloni , Benjamin Rotenberg

The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a fast convergence rate. However, the numerical cost is…

Machine Learning · Statistics 2025-03-07 Zhiyan Ding , Qin Li

We review a recent approach for the simulation of many-body interacting systems based on an efficient generalization of the Lanczos method for Quantum Monte Carlo simulations. This technique allows to perform systematic corrections to a…

Strongly Correlated Electrons · Physics 2007-05-23 Sandro Sorella

The equilibrium properties of a single quantum particle (qp) interacting with a classical gas for a wide range of temperatures that explore the system's behavior in the classical as well as in the quantum regime is investigated. Both the…

Quantum Physics · Physics 2015-06-18 Mark O'Callaghan , Bruce N. Miller

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

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

Lattice-switch Monte Carlo is an efficient method for calculating the free energy difference between two solid phases, or a solid and a fluid phase. Here, we provide a brief introduction to the method, and list its applications since its…

Statistical Mechanics · Physics 2015-10-05 T. L. Underwood , G. J. Ackland

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

We present a new non-local updating scheme for quantum Monte Carlo simulations, which conserves particle number and other symmetries. It allows exact symmetry projection and direct evaluation of the equal-time Green's function and other…

Statistical Mechanics · Physics 2009-11-11 Stefan Rombouts , Kris Van Houcke , Lode Pollet

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