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We develop a new algorithm for the Brownian dynamics of soft matter systems that evolves time by spatially correlated Monte Carlo moves. The algorithm uses vector wavelets as its basic moves and produces hydrodynamics in the low Reynolds…

Soft Condensed Matter · Physics 2017-04-26 Oliver T Dyer , Robin C Ball

We investigate Monte Carlo simulation strategies for determining the effective ("depletion") potential between a pair of hard spheres immersed in a dense sea of much smaller hard spheres. Two routes to the depletion potential are…

Soft Condensed Matter · Physics 2015-06-16 D. J. Ashton , V. Sanchez-Gil , N. B. Wilding

We discuss non-reversible Markov-chain Monte Carlo algorithms that, for particle systems, rigorously sample the positional Boltzmann distribution and that have faster than physical dynamics. These algorithms all feature a non-thermal…

Statistical Mechanics · Physics 2025-10-28 Brune Massoulié , Clément Erignoux , Cristina Toninelli , Werner Krauth

Monte Carlo methods have become increasingly relevant for control of non-differentiable systems, approximate dynamics models and learning from data. These methods scale to high-dimensional spaces and are effective at the non-convex…

Machine Learning · Computer Science 2022-10-10 Joe Watson , Jan Peters

In this paper we develop a direct simulation Monte Carlo (DSMC) method for simulating highly nonequilibrium dynamics of nearly degenerate ultra-cold gases. We show that our method can simulate the high-energy collision of two thermal clouds…

Quantum Gases · Physics 2012-10-16 A. C. J. Wade , D. Baillie , P. B. Blakie

Uncertainty propagation of large scale discrete supply chains can be prohibitive when a large number of events occur during the simulated period and discrete event simulations (DES) are costly. We present a time bucket method to approximate…

Computation · Statistics 2019-01-17 Nai-Yuan Chiang , Yinqing Lin , Quan Long

We describe the development of a new object kinetic Monte Carlo code where the elementary defect objects are off-lattice atomistic configurations. Atomic-level transitions are used to transform and translate objects, to split objects and to…

Materials Science · Physics 2019-09-04 Daniel R. Mason , Andrea E. Sand , Sergei L. Dudarev

We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…

Statistical Mechanics · Physics 2024-11-19 Werner Krauth

Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…

Computation · Statistics 2013-12-31 Douglas N. VanDerwerken , Scott C. Schmidler

The reptation Monte Carlo algorithm is a simple, physically motivated and efficient method for equilibrating semi-dilute solutions of linear polymers. Here we propose two simple generalizations for the analogue {\it Amoeba} algorithm for…

Soft Condensed Matter · Physics 2024-10-30 Pieter H. W. van der Hoek , Angelo Rosa , Ralf Everaers

We present a lattice Monte Carlo simulation for a multiblock copolymer chain of length N=240 and microarchitecture $(10-10)_{12}$.The simulation was performed using the Monte Carlo method with the Metropolis algorithm. We measured average…

Soft Condensed Matter · Physics 2017-08-24 Jakub Krajniak , Michal Banaszak

We present a detailed study of the static and dynamic behavior of long semiflexible polymer chains in a melt. Starting from previously obtained fully equilibrated high molecular weight polymer melts [{\it Zhang et al.} ACS Macro Lett. 3,…

Soft Condensed Matter · Physics 2016-05-25 Hsiao-Ping Hsu , Kurt Kremer

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

Effective and fast convergence toward an equilibrium state for long-chain polymer melts is realized by a hybrid method coupling molecular dynamics and the elastic continuum. The required simulation time to achieve the equilibrium state is…

Materials Science · Physics 2012-10-23 Yasuhiro Senda , Miyuki Fujio , Shuji Shimamura , Janne Blomqvist , Risto M Nieminen

We propose new polymer models for Monte Carlo simulation and apply them to a polymer chain confined in a relatively thin box which has both curved and flat sides, and show that either an ideal or an excluded-volume chain spends more time in…

Soft Condensed Matter · Physics 2007-05-23 Y. Y. Suzuki , T. Dotera , M. Hirabayashi

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Machine Learning · Statistics 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…

Statistical Mechanics · Physics 2015-06-12 Alan R. Denton , Michael P. Schmidt

We present an efficient computational approach to sample the histories of nonlinear stochastic processes. This framework builds upon recent work on casting a $d$-dimensional stochastic dynamical system into a $d+1$-dimensional equilibrium…

Statistical Mechanics · Physics 2009-11-11 Natali Gulbahce , Francis J. Alexander , Gregory Johnson

In this paper we establish a new efficient method for simulating polymer-solvent systems which combines a lattice Boltzmann approach for the fluid with a continuum molecular dynamics (MD) model for the polymer chain. The two parts are…

Soft Condensed Matter · Physics 2009-10-31 Patrick Ahlrichs , Burkhard Duenweg

The efficiency of Monte Carlo samplers is dictated not only by energetic effects, such as large barriers, but also by entropic effects that are due to the sheer volume that is sampled. The latter effects appear in the form of an entropic…

Computational Physics · Physics 2009-11-13 Cristian Predescu