Related papers: Designed-walk replica-exchange method for simulati…
We study random walk on complex networks with transition probabilities which depend on the current and previously visited nodes. By using an absorbing Markov chain we derive an exact expression for the mean first passage time between pairs…
Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…
We present a novel Exchange Monte Carlo (EMC) method designed for application in continuous-space Path Integral Monte Carlo (PIMC) simulations at finite temperature. Traditional PIMC methods for bosonic systems suffer from long…
We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that…
An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…
Applied to statistical physics models, the random cost algorithm enforces a Random Walk (RW) in energy (or possibly other thermodynamic quantities). The dynamics of this procedure is distinct from fixed weight updates. The probability for a…
Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…
Despite the increasing prevalence of vector observations, computation of optimal experimental design for multi-response models has received limited attention. To address this problem within the framework of approximate designs, we introduce…
This work is motivated by the study of some two-dimensional random walks in random environment (RWRE) with transition probabilities independent of one coordinate of the walk. These are non-reversible models and can not be treated by…
The computational study of conformational transitions in RNA and proteins with atomistic molecular dynamics often requires suitable enhanced sampling techniques. We here introduce a novel method where concurrent metadynamics are integrated…
In the superparamagnetic regime, magnetic tunnel junctions switch between two resistance states due to random thermal fluctuations. The dwell time distribution in each state is exponential. We sample this distribution using a temporal…
Bayesian data analysis is widely used across many disciplines, and representative examples in materials science include spectral analysis and sparse modeling. In such applications, the underlying models often become complex and yield…
We describe the study of thermodynamics of materials using replica-exchange Wang-Landau (REWL) sampling, a generic framework for massively parallel implementations of the Wang-Landau Monte Carlo method. To evaluate the performance and…
The jump-walking Monte-Carlo algorithm is revisited and updated to study the equilibrium properties of systems exhibiting quasi-ergodicity. It is designed for a single processing thread as opposed to currently predominant algorithms for…
Efficient computational methods that are capable of supporting experimental measures obtained at constant values of pH and redox potential are important tools as they serve to, among other things, provide additional atomic level information…
Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications. Inspired by recent advances in deep neural network-based normalizing…
Transition interface sampling (TIS) and replica exchange TIS (RETIS) are powerful methods for computing rates of rare events inaccessible to straightforward molecular dynamics (MD) simulations. Path reweighting extends their output,…
Parallel tempering, or replica exchange, is a popular method for simulating complex systems. The idea is to run parallel simulations at different temperatures, and at a given swap rate exchange configurations between the parallel…
In nested simulation literature, a common assumption is that the experimenter can choose the number of outer scenarios to sample. This paper considers the case when the experimenter is given a fixed set of outer scenarios from an external…
We generalize the Metropolis et al. random walk algorithm to the situation where the energy is noisy and can only be estimated. Two possible applications are for long range potentials and for mixed quantum-classical simulations. If the…