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We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

The development of new algorithms for simulations in physics is as important as the development of new analytical methods. In this paper, we present a comparison of the recently developed microcanonical population annealing (MCPA) algorithm…

Statistical Mechanics · Physics 2024-10-21 Vyacheslav Mozolenko , Marina Fadeeva , Lev Shchur

The multiple range random walk algorithm recently proposed by Wang and Landau [Phys. Rev. Lett. 86, 2050 (2001)] is adapted to the computation of free energy profiles for molecular systems along reaction coordinates. More generally, we show…

Statistical Mechanics · Physics 2009-11-07 F. Calvo

Efficient and accurate algorithm for partition function, free energy and thermal entropy calculations is of great significance in statistical physics and quantum many-body physics. Here we present an unbiased but low-technical-barrier…

Statistical Mechanics · Physics 2024-11-19 Yi-Ming Ding , Jun-Song Sun , Nvsen Ma , Gaopei Pan , Chen Cheng , Zheng Yan

By combining two generalized-ensemble algorithms, Replica-Exchange Wang-Landau (REWL) method and Multicanonical Replica-Exchange Method (MUCAREM), we propose an effective simulation protocol to determine the density of states with high…

Statistical Mechanics · Physics 2019-10-23 Takuya Hayashi , Yuko Okamoto

This paper is concerned with differentiable resampling in the context of sequential Monte Carlo (e.g., particle filtering). Drawing on reparametrisation, we propose a new resampling method that is informative and instantly differentiable,…

Machine Learning · Statistics 2026-05-29 Jennifer Rosina Andersson , Zheng Zhao

Generative diffusions are a powerful class of Monte Carlo samplers that leverage bridging Markov processes to approximate complex, high-dimensional distributions, such as those found in image processing and language models. Despite their…

Machine Learning · Statistics 2025-02-20 Zheng Zhao , Ziwei Luo , Jens Sjölund , Thomas B. Schön

Despite their formal simplicity, most lattice spin models cannot be easily solved, even under the simplifying assumptions of mean field theory. In this manuscript, we present a method for generating mean field solutions to classical…

Statistical Mechanics · Physics 2022-06-22 Yizhi Shen , Adam P. Willard

Here we review the approach to glassy systems based on the replica method and we introduce the main ingredients of replica symmetry breaking. We explain why the replica method has been successful in spin glass and why it should be…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

In any valid Monte Carlo sampling that realizes microcanonical property we can collect statistics for a transition matrix in energy. This matrix is used to determine the density of states, from which most of the thermodynamical averages can…

Statistical Mechanics · Physics 2009-11-10 Jian-Sheng Wang

Path sampling approaches have become invaluable tools to explore the mechanisms and dynamics of so-called rare events that are characterized by transitions between metastable states separated by sizeable free energy barriers. Their…

Statistical Mechanics · Physics 2022-06-08 Steven W. Hall , Grisell Díaz Leines , Sapna Sarupria , Jutta Rogal

A method based on Monte Carlo sampling of the probability flows projected onto the subspace of one or more slow variables is proposed for investigation of dynamic and static properties of lattice spin systems. We illustrate the method by…

Condensed Matter · Physics 2016-08-31 M. Kolesik , M. A. Novotny , P. A. Rikvold

Recent results have demonstrated that samplers constructed with flow-based generative models are a promising new approach for configuration generation in lattice field theory. In this paper, we present a set of training- and…

Diffusion models enable the synthesis of highly accurate samples from complex distributions and have become foundational in generative modeling. Recently, they have demonstrated significant potential for solving Bayesian inverse problems by…

Machine Learning · Computer Science 2025-10-17 Yazid Janati , Alain Durmus , Jimmy Olsson , Eric Moulines

In this Letter, we use a general renormalization-group algorithm to implement Propp and Wilson's "coupling from the past" approach to complex physical systems. Our algorithm follows the evolution of the entire configuration space under the…

Statistical Mechanics · Physics 2008-02-17 Cedric Chanal , Werner Krauth

Variational Monte Carlo studies employing projected entangled-pair states (PEPS) have recently shown that they can provide answers on long-standing questions such as the nature of the phases in the two-dimensional $J_1 - J_2$ model. The…

Strongly Correlated Electrons · Physics 2022-06-10 Tom Vieijra , Jutho Haegeman , Frank Verstraete , Laurens Vanderstraeten

I discuss optimized data analysis and Monte Carlo methods. Reweighting methods are discussed through examples, like Lee-Yang zeroes in the Ising model and the absence of deconfinement in QCD. I discuss reweighted data analysis and…

Disordered Systems and Neural Networks · Physics 2008-02-03 Enzo Marinari

Computational models of complex systems are usually elaborate and sensitive to implementation details, characteristics which often affect their verification and validation. Model replication is a possible solution to this issue. It avoids…

Other Computer Science · Computer Science 2017-01-09 Nuno Fachada , Vitor V. Lopes , Rui C. Martins , Agostinho C. Rosa

Temporal point processes are powerful generative models for event sequences that capture complex dependencies in time-series data. They are commonly specified using autoregressive models that learn the distribution of the next event from…

Machine Learning · Computer Science 2025-10-24 Marin Biloš , Anderson Schneider , Yuriy Nevmyvaka

We combine replica exchange (parallel tempering) with normalizing flows, a class of deep generative models. These two sampling strategies complement each other, resulting in an efficient strategy for sampling molecular systems characterized…

Computational Physics · Physics 2022-12-14 Michele Invernizzi , Andreas Krämer , Cecilia Clementi , Frank Noé