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We extend the event-chain Monte Carlo algorithm from hard-sphere interactions to the micro-canonical ensemble (constant potential energy) for general potentials. This event-driven Monte Carlo algorithm is non-local, rejection-free, and…

Statistical Mechanics · Physics 2022-08-31 Etienne P. Bernard , Werner Krauth

We present, in a unifying way, the main components of three asynchronous event-driven algorithms for simulating physical systems of interacting particles. The first example, hard-particle molecular dynamics, is well-known. We also present a…

Other Computer Science · Computer Science 2008-09-09 Aleksandar Donev

We present a multithreaded event-chain Monte Carlo algorithm (ECMC) for hard spheres. Threads synchronize at infrequent breakpoints and otherwise scan for local horizon violations. Using a mapping onto absorbing Markov chains, we rigorously…

Computational Physics · Physics 2022-08-31 Botao Li , Synge Todo , A. C. Maggs , Werner Krauth

Efficient matching of incoming events of data streams to persistent queries is fundamental to event stream processing systems. These applications require dealing with high volume and continuous data streams with fast processing time on…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-05 Fuyuan Xiao , Masayoshi Aritsugi

The hard-disk problem, the statics and the dynamics of equal two-dimensional hard spheres in a periodic box, has had a profound influence on statistical and computational physics. Markov-chain Monte Carlo and molecular dynamics were first…

Statistical Mechanics · Physics 2014-02-10 Sebastian C. Kapfer , Werner Krauth

We present an optimized version of a cluster labeling algorithm previously introduced by the authors. This algorithm is well suited for large-scale Monte Carlo simulations of spin models using cluster dynamics on parallel computers with…

High Energy Physics - Lattice · Physics 2015-06-25 M. Flanigan , P. Tamayo

A new algorithm for Monte Carlo calculation of the double exchange model is studied. The algorithm is commonly applicable to wide classes of strongly correlated electron systems which involve itinerant electrons coupled with…

Strongly Correlated Electrons · Physics 2009-11-07 Nobuo Furukawa , Yukitoshi Motome , Hisaho Nakata

The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…

Mathematical Software · Computer Science 2023-05-24 Santiago Badia , Jerrad Hampton , Javier Principe

Massively parallel desktop computing capabilities now well within the reach of individual academics modify the environment for posterior simulation in fundamental and potentially quite advantageous ways. But to fully exploit these benefits…

Computation · Statistics 2013-04-17 Garland Durham , John Geweke

Applications that require substantial computational resources today cannot avoid the use of heavily parallel machines. Embracing the opportunities of parallel computing and especially the possibilities provided by a new generation of…

Computational Physics · Physics 2017-09-14 Martin Weigel

We present a cluster kinetic Monte-Carlo algorithm for active matter systems of self-propelled particles with special focus on steric interactions. The kinetic event-chain algorithm is based on the event-chain Monte-Carlo method and is…

Soft Condensed Matter · Physics 2026-05-07 Nico Schaffrath , Thevashangar Sathiyanesan , Tobias A. Kampmann , Jan Kierfeld

In this paper, we present a cluster algorithm for the simulation of hard spheres and related systems. In this algorithm, a copy of the configuration is rotated with respect to a randomly chosen pivot point. The two systems are then…

Statistical Mechanics · Physics 2008-02-03 Christophe Dress , Werner Krauth

We describe a new parallel approach to the evaluation of phase space for Monte-Carlo event generation, implemented within the framework of the WHIZARD package. The program realizes a twofold self-adaptive multi-channel parameterization of…

High Energy Physics - Phenomenology · Physics 2019-04-18 Simon Braß , Wolfgang Kilian , Jürgen Reuter

The scalability of massively parallel algorithms is a fundamental question in computer science. We study the scalability and the efficiency of a conservative massively parallel algorithm for discrete-event simulations where the discrete…

Statistical Mechanics · Physics 2007-05-23 G. Korniss , M. A. Novotny , Z. Toroczkai , P. A. Rikvold

The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

We have developed a technique to accelerate the acquisition of effectively uncorrelated configurations for off-lattice models of dense polymer melts which makes use of both parallel tempering and large scale Monte Carlo moves. The method is…

Soft Condensed Matter · Physics 2009-10-31 Alex Bunker , Burkhard Duenweg

We perform simulations for long hard-sphere polymer chains using a recently developed binary-tree based Monte Carlo method. Systems in two to five dimensions with free and periodic boundary conditions and up to $10^7$ repeat units are…

Soft Condensed Matter · Physics 2023-12-01 Stefan Schnabel , Wolfhard Janke

Event-chain Monte Carlo (ECMC) accelerates the sampling of hard-sphere systems, and has been generalized to the potentials used in classical molecular simulation. Rather than imposing detailed balance on transition probabilities, the method…

Statistical Mechanics · Physics 2022-08-31 A. C. Maggs , Werner Krauth

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer

We develop a biased Monte Carlo algorithm to measure probabilities of rare events in cluster-cluster aggregation for arbitrary collision kernels. Given a trajectory with a fixed number of collisions, the algorithm modifies both the waiting…

Statistical Mechanics · Physics 2023-05-24 Rahul Dandekar , R. Rajesh , V. Subashri , Oleg Zaboronski