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Nested sampling (NS) has emerged as a powerful tool for exploring thermodynamic properties in materials science. However, its efficiency is often hindered by the limitations of Markov chain Monte Carlo (MCMC) sampling. In strongly…

Statistical Mechanics · Physics 2025-07-31 Nico Unglert , Livia Bartók Pártay , Georg K. H. Madsen

This is the third in a series of papers in which we consider one-dimensional Random Walk in Cooling Random Environment (RWCRE). The latter is obtained by starting from one-dimensional Random Walk in Random Environment (RWRE) and resampling…

Probability · Mathematics 2019-07-26 Luca Avena , Yuki Chino , Conrado da Costa , Frank den Hollander

A method to generate reactive trajectories, namely equilibrium trajectories leaving a metastable state and ending in another one is proposed. The algorithm is based on simulating in parallel many copies of the system, and selecting the…

Statistical Mechanics · Physics 2015-05-19 Frédéric Cérou , Arnaud Guyader , Tony Lelièvre , David Pommier

We recently introduced a novel replica-exchange scheme in which an individual replica can sample from states encountered by other replicas at any previous time by way of a global configuration database, enabling the fast propagation of…

Computational Physics · Physics 2015-12-15 Thomas Vogel , Danny Perez

We present an efficient sampling method for computing a partition function and accelerating configuration sampling. The method performs a random walk in the $\lambda$ space, with $\lambda$ being any thermodynamic variable that characterizes…

Computational Physics · Physics 2010-03-02 Cheng Zhang , Jianpeng Ma

We propose a class of subspace ascent methods for computing optimal approximate designs that covers both existing as well as new and more efficient algorithms. Within this class of methods, we construct a simple, randomized exchange…

Computation · Statistics 2018-01-18 Radoslav Harman , Lenka Filová , Peter Richtárik

The nematic-isotropic (NI) phase transition of 4-cyano-4'-pentylbiphenyl (5CB) was simulated using the generalized replica-exchange method (gREM) based on molecular dynamics simulations. The effective temperature is introduced in gREM,…

Soft Condensed Matter · Physics 2022-01-04 Kengo Takemoto , Yoshiki Ishii , Hitoshi Washizu , Kang Kim , Nobuyuki Matubayasi

In the replica-exchange molecular dynamics method, where constant-temperature molecular dynamics simulations are performed in each replica, one usually rescales the momentum of each particle after replica exchange. This rescaling method had…

Statistical Mechanics · Physics 2010-04-14 Yoshiharu Mori , Yuko Okamoto

In this paper we present analytical and random walk based solutions to diffusion in semi-permeable layered media with varying diffusivity. We propose a new random walk transit model (hybrid model) based on treating the membrane permeability…

Biological Physics · Physics 2022-01-27 Ignasi Alemany , Jan N. Rose , Jérôme Garnier-Brun , Andrew D. Scott , Denis J. Doorly

We propose a model of a one-dimensional random walk in dynamic random environment that interpolates between two classical settings: (I) the random environment is sampled at time zero only; (II) the random environment is resampled at every…

Probability · Mathematics 2017-08-07 L. Avena , F. den Hollander

We present a study of the parallel tempering (replica exchange) Monte Carlo method, with special focus on the feedback-optimized parallel tempering algorithm, used for generating an optimal set of simulation temperatures. This method is…

Statistical Mechanics · Physics 2014-10-15 Krzysztof Lewandowski , Piotr Knychala , Michal Banaszak

The replica-exchange Monte-Carlo (RXMC) method is a powerful Markov-chain Monte-Carlo algorithm for sampling from multi-modal distributions, which are challenging for conventional methods. The sampling efficiency of the RXMC method depends…

Computational Physics · Physics 2026-01-21 Tatsuya Miyata , Shunta Arai , Satoshi Takabe

We investigate to what extend the replica-exchange Monte Carlo method is able to equilibrate a simple liquid in its supercooled state. We find that this method does indeed allow to generate accurately the canonical distribution function…

Soft Condensed Matter · Physics 2009-10-31 Ryoichi Yamamoto , Walter Kob

We introduce an exactly-solvable model of random walk in random environment that we call the Beta RWRE. This is a random walk in $\mathbb{Z}$ which performs nearest neighbour jumps with transition probabilities drawn according to the Beta…

Probability · Mathematics 2021-05-19 Guillaume Barraquand , Ivan Corwin

We discuss the possibility of implementing asynchronous replica-exchange (or parallel tempering) molecular dynamics. In our scheme, the exchange attempts are driven by asynchronous messages sent by one of the computing nodes, so that…

Computational Physics · Physics 2009-11-23 Giovanni Bussi

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…

High Energy Physics - Lattice · Physics 2010-12-17 Enzo Marinari , Giorgio Parisi

We consider reversible random walks in random environment obtained from symmetric long--range jump rates on a random point process. We prove almost sure transience and recurrence results under suitable assumptions on the point process and…

Probability · Mathematics 2015-11-30 P. Caputo , A. Faggionato , A. Gaudilliere

Sampling complex potential energies is one of the most pressing challenges of contemporary computational science. Inspired by recent efforts that use quantum effects and discretized Feynman's path integrals to overcome large barriers we…

Statistical Mechanics · Physics 2016-07-19 Marco Nava , Ferruccio Palazzesi , Claudio Perego , Michele Parrinello

Disordered systems such as spin glasses have been used extensively as models for high-dimensional random landscapes and studied from the perspective of optimization algorithms. In a recent paper by L. Addario-Berry and the second author,…

Probability · Mathematics 2022-06-17 Fu-Hsuan Ho , Pascal Maillard

We investigate a generic, parallel replica-exchange framework for Monte Carlo simulations based on the Wang-Landau method. To demonstrate its advantages and general applicability for massively parallel simulations of complex systems, we…

Computational Physics · Physics 2015-06-22 Thomas Vogel , Ying Wai Li , Thomas Wüst , David P. Landau