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In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…

Statistical Mechanics · Physics 2015-05-28 Elmar Bittner , Wolfhard Janke

A cluster Monte Carlo method for systems of classical spins with purely dipolar couplings is presented. It is tested and applied for finite arrays of perpendicular Ising dipoles on the triangular lattice. This model is a modification with…

Statistical Mechanics · Physics 2009-11-07 Ulrich K. Roessler

In this paper, three efficient ensemble algorithms are proposed for fast-solving the random fluid-fluid interaction model. Such a model can be simplified as coupling two heat equations with random diffusion coefficients and a friction…

Numerical Analysis · Mathematics 2023-01-24 Yizhong Sun , Jiangshan Wang , Haibiao Zheng

We present a Markov Chain Monte Carlo algorithm based on the Metropolis algorithm for simulation of the flow of two immiscible fluids in a porous medium under macroscopic steady-state conditions using a dynamical pore network model that…

Fluid Dynamics · Physics 2016-12-20 Isha Savani , Santanu Sinha , Alex Hansen , Dick Bedeaux , Signe Kjelstrup , Morten Vassvik

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

Parallel tempering is a generic Markov chain Monte Carlo sampling method which allows good mixing with multimodal target distributions, where conventional Metropolis-Hastings algorithms often fail. The mixing properties of the sampler…

Computation · Statistics 2012-05-08 Blazej Miasojedow , Eric Moulines , Matti Vihola

We consider Monte Carlo algorithms for the simulation of charged lattice gases with purely local dynamics. We study the mobility of particles as a function of temperature and show that the poor mobility of particles at low temperatures is…

Statistical Mechanics · Physics 2007-05-23 L. Levrel , A. C. Maggs

A novel family of dynamical Monte Carlo algorithms for lattice polymers is proposed. Our central idea is to simulate an extended ensemble in which the self-avoiding condition is systematically weakened. The degree of the self-overlap is…

Condensed Matter · Physics 2009-10-31 Yukito Iba , George Chikenji , Macoto Kikuchi

Experimental calibration of dynamic thermal models is required for model predictive control and characterization of building energy performance. In these applications, the uncertainty assessment of the parameter estimates is decisive; this…

Applications · Statistics 2019-04-25 L. Raillon , Christian Ghiaus

We calculate the efficiency of a rejection-free dynamic Monte Carlo method for $d$-dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential $r^{-p}$. Theoretically we find the algorithmic efficiency…

Statistical Mechanics · Physics 2009-11-13 Marta L. Guerra , M. A. Novotny , Hiroshi Watanabe , Nobuyasu Ito

We develop a parallel algorithm that calculates the exact partition function of a lattice polymer, by enumerating the number of conformations for each energy level. An efficient parallelization of the calculation is achieved by classifying…

Statistical Mechanics · Physics 2012-09-27 Jae Hwan Lee , Seung-Yeon Kim , Julian Lee

In industrial applications, complex tasks require human collaboration since the robot doesn't have enough dexterity. However, the robots are still implemented as tools and not as collaborative intelligent systems. To ensure safety in the…

Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…

Instrumentation and Methods for Astrophysics · Physics 2016-03-16 Will Vousden , Will M. Farr , Ilya Mandel

We propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is…

Condensed Matter · Physics 2009-10-28 Koji Hukushima , Koji Nemoto

We propose a fast and general predecision scheme for Metropolis Monte Carlo simulation of $d$-dimensional long-range interacting lattice models. For potentials of the form $V(r)=r^{-d-\sigma}$, this reduces the computational complexity from…

Statistical Mechanics · Physics 2025-08-14 Fabio Müller , Wolfhard Janke

We investigate the collective behavior of an Ising lattice gas, driven to non-equilibrium steady states by being coupled to {\em two} thermal baths. Monte Carlo methods are applied to a two-dimensional system in which one of the baths is…

Statistical Mechanics · Physics 2009-10-31 E. L. Praestgaard , B. Schmittmann , R. K. P. Zia

Improving the efficiency and accuracy of energy calculations has been of significant and continued interest in the area of materials informatics, a field that applies machine learning techniques to computational materials data. Here, we…

Quantum Physics · Physics 2021-02-03 Tanvi P. Gujarati , Tyler Takeshita , Andreas Hintennach , Eunseok Lee

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We show how a Monte Carlo method for generating self-avoiding walks on lattice geometries which employs a binary-tree data structure can be adapted for hard-sphere polymers with continuous degrees of freedom. Data suggests that the time per…

Statistical Mechanics · Physics 2023-12-01 Stefan Schnabel , Wolfhard Janke

Recent years have seen a growing interest in the thermodynamic cost of dissipative structures formed by active particles. Given the strong finite-size effects of such systems, it is essential to develop efficient numerical approaches that…

Soft Condensed Matter · Physics 2025-03-24 Ki-Won Kim , Euijoon Kwon , Yongjoo Baek