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Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…

Statistical Mechanics · Physics 2009-11-07 A. van de Walle , M. Asta

The problem of self-tuning control of cooperative manipulators forming a closed kinematic chain in the presence of an inaccurate kinematics model is addressed using adaptive machine learning. The kinematic parameters pertaining to the…

Robotics · Computer Science 2022-09-07 Farhad Aghili

Markov Chain Monte Carlo (MCMC) methods are employed to sample from a given distribution of interest, whenever either the distribution does not exist in closed form, or, if it does, no efficient method to simulate an independent sample from…

Computation · Statistics 2008-07-22 Ioana A. Cosma , Masoud Asgharian

We introduce the energy-stepping Monte Carlo (ESMC) method, a Markov chain Monte Carlo (MCMC) algorithm based on the conventional dynamical interpretation of the proposal stage but employing an energy-stepping integrator. The…

Mathematical Physics · Physics 2023-12-13 Ignacio Romero , Michael Ortiz

We propose kernel sequential Monte Carlo (KSMC), a framework for sampling from static target densities. KSMC is a family of sequential Monte Carlo algorithms that are based on building emulator models of the current particle system in a…

Computation · Statistics 2017-07-26 Ingmar Schuster , Heiko Strathmann , Brooks Paige , Dino Sejdinovic

We present a method to model the interaction and the dynamics of atoms excited to Rydberg states. We show a way to solve the optical Bloch equations for laser excitation of the frozen gas in good agreement with the experiment. A second…

Atomic Physics · Physics 2009-11-13 Amodsen Chotia , Matthieu Viteau , Thibault Vogt , Daniel Comparat , Pierre Pillet

Simulating stochastic systems with feedback control is challenging due to the complex interplay between the system's dynamics and the feedback-dependent control protocols. We present a single-step-trajectory probability analysis to…

Statistical Mechanics · Physics 2024-12-19 Supraja S. Chittari , Zhiyue Lu

We consider Monte Carlo approximations to the maximum likelihood estimator in models with intractable norming constants. This paper deals with adaptive Monte Carlo algorithms, which adjust control parameters in the course of simulation. We…

Methodology · Statistics 2016-12-08 Blazej Miasojedow , Wojciech Niemiro , Jan Palczewski , Wojciech Rejchel

This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…

Computation · Statistics 2015-10-12 Christopher Nemeth , Paul Fearnhead , Lyudmila Mihaylova

In several implementations of Sequential Monte Carlo (SMC) methods it is natural, and important in terms of algorithmic efficiency, to exploit the information of the history of the samples to optimally tune their subsequent propagations. In…

Computation · Statistics 2014-02-07 Alexandros Beskos , Ajay Jasra , Nikolas Kantas , Alexandre Thiery

We present a comparison of the kinetic Activation-Relaxation Technique (k-ART) and the Self-Evolving Atomistic Kinetic Monte Carlo (SEAKMC), two off-lattice, on-the-fly kinetic Monte Carlo (KMC) techniques that were recently used to solve…

Computational Physics · Physics 2014-09-05 Laurent K Béland , Yuri Osetskiy , Roger Stoller , Haixuan Xu

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…

Numerical Analysis · Mathematics 2020-02-24 Hannes Vandecasteele , Giovanni Samaey

Quasi-Monte Carlo (QMC) methods for estimating integrals are attractive since the resulting estimators typically converge at a faster rate than pseudo-random Monte Carlo. However, they can be difficult to set up on arbitrary posterior…

Statistics Theory · Mathematics 2018-10-03 Tobias Schwedes , Ben Calderhead

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

Soft Condensed Matter · Physics 2007-05-23 Yu-Pin Luo , Ming-Chang Huang , Yen-Liang Chou , Tsong-Ming Liaw

We report developments of the kinetic Monte Carlo (KMC) method with improved accuracy and increased versatility for the description of atomic diffusivity on metal surfaces. The on-lattice constraint built into our recently proposed…

Materials Science · Physics 2008-11-27 Oleg Trushin , Handan Yildirim , Abdelkader Kara , Talat S. Rahman

We report an accessible and robust tool for evaluating the effects of Coulomb collisions on a test particle in a plasma that obeys Maxwell-J\"uttner statistics. The implementation is based on the Beliaev-Budker collision integral which…

Plasma Physics · Physics 2018-01-17 Konsta Särkimäki , Eero Hirvijoki , Juuso Terävä

Adaptive and interacting Markov Chains Monte Carlo (MCMC) algorithms are a novel class of non-Markovian algorithms aimed at improving the simulation efficiency for complicated target distributions. In this paper, we study a general…

Statistics Theory · Mathematics 2011-07-15 Gersende Fort , Eric Moulines , Pierre Priouret , Pierre Vandekerkhove

This review article is intended as a practical guide for newcomers to the field of kinetic Monte Carlo (KMC) simulations, and specifically to lattice KMC simulations as prevalently used for surface and interface applications. We will…

Computational Physics · Physics 2019-04-05 Mie Andersen , Chiara Panosetti , Karsten Reuter

The kinetic Monte Carlo method is a standard approach for simulating physical systems whose dynamics are stochastic or that evolve in a probabilistic manner. Here we show how to calculate the system time for such simulations.

Computational Physics · Physics 2008-01-14 Clinton DeW. Van Siclen