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We consider dynamically constrained Monte-Carlo dynamics and show that this leads to the generation of long ranged effective interactions. This allows us to construct a local algorithm for the simulation of charged systems without ever…

Statistical Mechanics · Physics 2009-11-10 L. Levrel , F. Alet , J. Rottler , A. C. Maggs

Monte Carlo simulation based on Metropolis algorithm has been used with a great success to analyze the dynamic phase transition properties of a single spherical core-shell nanoparticle system with a spin-3/2 core surrounded by a spin-1…

Statistical Mechanics · Physics 2015-06-15 Erol Vatansever , Hamza Polat

Local constraint is closely related to the gauge field, so constrained models are usually effective low energy descriptions and important in condensed matter physics. On the other hand, local restriction hinders the application of numerical…

Statistical Mechanics · Physics 2022-10-11 Zheng Yan

We propose the clock Monte Carlo technique for sampling each successive chain step in constant time. It is built on a recently proposed factorized transition filter and its core features include its O(1) computational complexity and its…

Statistical Mechanics · Physics 2019-10-17 Manon Michel , Xiaojun Tan , Youjin Deng

We describe a novel switching algorithm based on a ``reverse'' Monte Carlo method, in which the potential is stochastically modified before the system configuration is moved. This new algorithm facilitates a generalized formulation of…

Soft Condensed Matter · Physics 2009-11-13 C. H. Mak , Arun K. Sharma

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

We propose a Monte Carlo method which performs a random walk in energy space using cluster-like collective updates. By imposing that bond probabilities depend continuously on the microcanonical temperature, we obtain dynamic exponents close…

Statistical Mechanics · Physics 2007-05-23 Sylvain Reynal , Hung-The Diep

The hybrid Monte Carlo (HMC) algorithm is a ubiquitous method in computational physics with applications ranging from condensed matter to lattice QCD and beyond. However, HMC simulations often suffer from long autocorrelation times,…

High Energy Physics - Lattice · Physics 2025-05-07 Johann Ostmeyer , Pavel Buividovich

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…

Statistical Mechanics · Physics 2007-05-23 S. Trebst , D. A. Huse , E. Gull , H. G. Katzgraber , U. H. E. Hansmann , M. Troyer

Decentralized algorithms have gained substantial interest owing to advancements in cloud computing, Internet of Things (IoT), intelligent transportation networks, and parallel processing over sensor networks. The convergence of such…

Social and Information Networks · Computer Science 2024-07-02 Mohammadreza Doostmohammadian , Shahaboddin Kharazmi , Hamid R. Rabiee

The study of spin systems with disorder and frustration is known to be a computationally hard task. Standard heuristics developed for optimizing and sampling from general Ising Hamiltonians tend to produce correlated solutions due to their…

Disordered Systems and Neural Networks · Physics 2022-11-22 Adrien Vandenbroucque , Ezequiel Ignacio Rodríguez Chiacchio , Ewan Munro

We prove that for any Monte Carlo algorithm of Metropolis type, the autocorrelation time of a suitable ``energy''-like observable is bounded below by a multiple of the corresponding ``specific heat''. This bound does not depend on whether…

High Energy Physics - Lattice · Physics 2010-11-11 Sergio Caracciolo , Andrea Pelissetto , Alan D. Sokal

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

We consider a microcanonical local algorithm to be applied on the $\pm J$ spin glass model. We have compared the results coming from a microcanonical Monte Carlo simulation with those from a canonical one: Thermalization times, spin glass…

Disordered Systems and Neural Networks · Physics 2009-10-31 J. J. Ruiz-Lorenzo , C. L. Ullod

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…

Statistical Mechanics · Physics 2009-05-21 L. A. Fernandez , V. Martin-Mayor , P. Verrocchio

We introduce a general Monte Carlo scheme for achieving atomistic simulations with monoelectronic Hamiltonians including the thermalization of both nuclear and electronic degrees of freedom. The kinetic Monte Carlo algorithm is used to…

Materials Science · Physics 2009-11-07 F. Calvo , F. Spiegelman

We study a sequential Monte Carlo algorithm to sample from the Gibbs measure with a non-convex energy function at a low temperature. We use the practical and popular geometric annealing schedule, and use a Langevin diffusion at each…

Statistics Theory · Mathematics 2026-01-13 Ruiyu Han , Gautam Iyer , Dejan Slepčev
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