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The nonequilibrium work fluctuation theorem provides the way for calculations of (equilibrium) free energy based on work measurements of nonequilibrium, finite-time processes and their reversed counterparts by applying Bennett's acceptance…

Statistical Mechanics · Physics 2010-04-26 Aljoscha M. Hahn , Holger Then

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib

The Monte Carlo (MC) estimates of thermal averages are usually functions of system control parameters $\lambda $, such as temperature, volume, interaction couplings, etc. Given the MC average at a set of prescribed control parameters…

Chemical Physics · Physics 2012-06-11 Sharif D. Kunikeev , Kwang S. Kim

Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…

Probability · Mathematics 2012-06-14 Paul Dupuis , Yufei Liu , Nuria Plattner , J. D. Doll

An analytic method for deriving the free energy of a three-dimensional Ising-like system near the critical point in a homogeneous external field is developed in the $\rho^6$ model approximation. The mathematical description proposed for…

Statistical Mechanics · Physics 2007-11-21 I. V. Pylyuk

We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…

Statistical Mechanics · Physics 2012-12-04 B. M. Rubenstein , J. E. Gubernatis , J. D. Doll

We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang

Markov Chain Monte Carlo methods are algorithms used to sample probability distributions, commonly used to sample the Boltzmann distribution of physical/chemical models (e.g., protein folding, Ising model, etc.). This allows us to study…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-04 Aingeru Ramos , Jose A Pascual , Javier Navaridas , Ivan Coluzza

Monte Carlo simulations are performed for the S = 1/2 XY and ferro- and antiferromagnetic Heisenberg model in two dimensions using the loop algorithm. Thermodynamic properties of all these models are investigated in wide temperature range.…

Statistical Mechanics · Physics 2013-02-07 A. K. Murtazaev , M. A. Magomedov

Recent progress in simulation methodologies and in computer power allow first principle simulations of condensed systems with Born-Oppenheimer electronic energies obtained by Quantum Monte Carlo methods. Computing free energies and…

Statistical Mechanics · Physics 2015-05-30 Elisa Liberatore , Miguel A. Morales , David M. Ceperley , Carlo Pierleoni

Calculations of topological observables in lattice gauge theories with traditional Monte Carlo algorithms have long been known to be a difficult task, owing to the effects of long autocorrelations times. Several mitigation strategies have…

High Energy Physics - Lattice · Physics 2023-10-19 Claudio Bonanno , Alessandro Nada , Davide Vadacchino

Parallel tempering is popular method for allowing MCMC algorithms to properly explore a $d$-dimensional multimodal target density. One problem with traditional power-based parallel tempering for multimodal targets is that the proportion of…

Computation · Statistics 2018-10-16 Nicholas G. Tawn , Gareth O. Roberts

We study the statistical physics of the classical Ising model in the so-called $\alpha$-R\'enyi ensemble, a finite-temperature thermal state approximation that minimizes a modified free energy based on the $\alpha$-R\'enyi entropy. We begin…

Statistical Mechanics · Physics 2025-09-23 Andrew Jreissaty , Juan Carrasquilla

Monte Carlo simulation using a cluster algorithm is used to compute the scaling part of the free energy for a three dimensional O(4) spin model. The results are relevant for analysis of lattice studies of high temperature QCD.

High Energy Physics - Lattice · Physics 2009-10-28 Doug Toussaint

We discuss multi-dimensional generalizations of multicanonical algorithm, simulated tempering, and replica-exchange method. We generalize the original potential energy function $E_0$ by adding any physical quantity $V$ of interest as a new…

Statistical Mechanics · Physics 2008-10-08 Ayori Mitsutake , Yuko Okamoto

We describe a novel method to obtain thermodynamic properties of quantum systems using Baysian Inference -- Maximum Entropy techniques. The method is applicable to energy values sampled at a discrete set of temperatures from Quantum Monte…

Condensed Matter · Physics 2009-10-31 Carey Huscroft , Richard Gass , Mark Jarrell

A central endeavor of thermodynamics is the measurement of free energy changes. Regrettably, although we can measure the free energy of a system in thermodynamic equilibrium, typically all we can say about the free energy of a…

Statistical Mechanics · Physics 2012-04-10 David A. Sivak , Gavin E. Crooks

The success of the "Cluster Variation Method" (CVM) in reproducing quite accurately the free energies of Monte Carlo (MC) calculations on Ising models is explained in terms of identifying a cancellation of errors: We show that the CVM…

Materials Science · Physics 2009-10-31 Luiz G. Ferreira , C. Wolverton , Alex Zunger

We describe a technique for constraining macroscopic fluctuations in thermodynamic variables well-suited for Monte Carlo (MC) simulations of multiphase equilibria. In particular for multicomponent systems this amounts to a statistical…

Materials Science · Physics 2013-11-20 Babak Sadigh , Paul Erhart

We develop a parallel rejection algorithm to tackle the problem of low acceptance in Monte Carlo methods, and apply it to the simulation of the hopping conduction in Coulomb glasses using Graphics Processing Units, for which we also…

Disordered Systems and Neural Networks · Physics 2014-08-19 Ezequiel E. Ferrero , Alejandro B. Kolton , Matteo Palassini