Related papers: Analysis of estimators for adaptive Kinetic Monte …
The approach to the ergodic limit in Monte Carlo simulations is studied using both analytic and numerical methods. With the help of a stochastic model, a metric is defined that enables the examination of a simulation in both the ergodic and…
Sequential Monte Carlo (SMC) algorithms were originally designed for estimating intractable conditional expectations within state-space models, but are now routinely used to generate approximate samples in the context of general-purpose…
It is a challenge to obtain an accurate model of the state-to-state dynamics of a complex biological system from molecular dynamics (MD) simulations. In recent years, Markov State Models have gained immense popularity for computing…
While the 3d Ising model has defied analytic solution, various numerical methods like Monte Carlo, MCRG and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff…
Properties of the self-adjusted Monte Carlo algorithm applied to 2d Ising ferromagnet are studied numerically. The endogenous feedback form expressed in terms of the instant running averages is suggested in order to generate a biased random…
With the recently increased interest in probabilistic models, the efficiency of an underlying sampler becomes a crucial consideration. Hamiltonian Monte Carlo (HMC) is one popular option for models of this kind. Performance of the method,…
The kinetic Monte Carlo (kMC) method is used in many scientific fields in applications involving rare-event transitions. Due to its discrete stochastic nature, efforts to parallelize kMC approaches often produce unbalanced time evolutions…
Sequential Monte Carlo algorithms (also known as particle filters) are popular methods to approximate filtering (and related) distributions of state-space models. However, they converge at the slow $1/\sqrt{N}$ rate, which may be an issue…
The multi-reference coupled-cluster Monte Carlo (MR-CCMC) algorithm is a determinant-based quantum Monte Carlo (QMC) algorithm that is conceptually similar to Full Configuration Interaction QMC (FCIQMC). It has been shown to offer a…
The reverse Monte Carlo (RMC) method is widely used in structural modelling and analysis of experimental data. More recently, RMC has been applied to the calculation of equilibrium thermodynamic properties and dynamic problems. These…
An extension of the synchronous parallel kinetic Monte Carlo (pkMC) algorithm developed by Martinez {\it et al} [{\it J.\ Comp.\ Phys.} {\bf 227} (2008) 3804] to discrete lattices is presented. The method solves the master equation…
Machine learning and deep learning have revolutionized computational physics, particularly the simulation of complex systems. Equivariance is essential for simulating physical systems because it imposes a strong inductive bias on the…
The Markov chain Monte Carlo (MCMC) method is used to evaluate the imaginary-time path integral of a quantum oscillator with a potential that includes both a quadratic term and a quartic term whose coupling is varied by several orders of…
We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…
While lateral interaction models for reactions at surfaces have steadily gained popularity and grown in terms of complexity, their use in chemical kinetics has been impeded by the low performance of current KMC algorithms. The origins of…
The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…
Methods of approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on…
There is a tension between robustness and efficiency when designing Markov chain Monte Carlo (MCMC) sampling algorithms. Here we focus on robustness with respect to tuning parameters, showing that more sophisticated algorithms tend to be…
Dynamic relaxation of the XY model quenched from a high temperature state to the critical temperature or below is investigated with Monte Carlo methods. When a non-zero initial magnetization is given, in the short-time regime of the dynamic…
Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…