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Many spin systems affected by critical slowing down can be efficiently simulated using cluster algorithms. Where such systems have long-range interactions, suitable formulations can additionally bring down the computational effort for each…

Statistical Mechanics · Physics 2017-04-07 Emilio Flores-Sola , Martin Weigel , Ralph Kenna , Bertrand Berche

The simulation of spin models close to critical points of continuous phase transitions is heavily impeded by the occurrence of critical slowing down. A number of cluster algorithms, usually based on the Fortuin-Kasteleyn representation of…

Statistical Mechanics · Physics 2013-10-04 Eren Metin Elçi , Martin Weigel

In this paper we present a dynamical Monte Carlo algorithm which is applicable to systems satisfying a clustering condition: during the dynamical evolution the system is mostly trapped in deep local minima (as happens in glasses, pinning…

Condensed Matter · Physics 2009-10-22 Werner Krauth , Olivier Pluchery

We review the background of the cluster algorithms in Monte Carlo simulation of statistical physics problems. One of the first such successful algorithm was developed by Swendsen and Wang eight years ago. In contrast to the local…

Condensed Matter · Physics 2007-05-23 Jian-Sheng Wang

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

Monte Carlo simulation studies are at the core of the modern applied, computational, and theoretical statistical literature. Simulation is a broadly applicable research tool, used to collect data on the relative performance of methods or…

Computation · Statistics 2026-01-21 Erik-Jan van Kesteren

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

The standard kinetic Monte Carlo algorithm is an extremely efficient method to carry out serial simulations of dynamical processes such as thin-film growth. However, in some cases it is necessary to study systems over extended time and…

Materials Science · Physics 2007-05-23 Yunsic Shim , Jacques G. Amar

We present an efficient and exact Monte Carlo algorithm to simulate reversible aggregation of particles with dedicated binding sites. This method introduces a novel data structure of dynamic bond tree to record clusters and sequences of…

Quantitative Methods · Quantitative Biology 2011-09-27 Qiang Chang , Jin Yang

While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…

Statistical Mechanics · Physics 2009-10-31 Parthapratim Biswas , G. T. Barkema , Normand Mousseau , W. F. van der Weg

Dynamic Connectivity is a fundamental algorithmic graph problem, motivated by a wide range of applications to social and communication networks and used as a building block in various other algorithms, such as the bi-connectivity and the…

Data Structures and Algorithms · Computer Science 2021-05-19 Alexander Fedorov , Nikita Koval , Dan Alistarh

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…

Machine Learning · Statistics 2026-04-17 Connie Trojan , Pavel Myshkov , Paul Fearnhead , James Hensman , Tom Minka , Christopher Nemeth

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

We review the local Monte Carlo dynamics and Swendsen-Wang cluster algorithm. We introduce and analyze a new Monte Carlo dynamics known as transitional Monte Carlo. The transitional Monte Carlo algorithm samples energy probability…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…

Statistical Mechanics · Physics 2009-11-11 Philipp Werner , Matthias Troyer

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…

Numerical Analysis · Mathematics 2024-02-13 Paweł Przybyłowicz

Importance sampling is a technique that is commonly used to speed up Monte Carlo simulation of rare events. However, little is known regarding the design of efficient importance sampling algorithms in the context of queueing networks. The…

Probability · Mathematics 2009-09-29 Paul Dupuis , Ali Devin Sezer , Hui Wang

Dynamic Monte Carlo simulations are used to study coupled transport (co-transport) through sub-nanometer-diameter pores. In this classic Hodgkin-Keynes mechanism, an ion species uses the large flux of an abundant ion species to move against…

Soft Condensed Matter · Physics 2013-11-27 Dezső Boda , Éva Csányi , Dirk Gillespie , Tamás Kristóf
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