Related papers: Adaptive Multi-GPU Exchange Monte Carlo for the 3D…
We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…
Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…
We present a highly scalable Monte Carlo (MC) three-dimensional photon transport simulation platform designed for heterogeneous computing systems. Through the development of a massively parallel MC algorithm using the Open Computing…
We present a case-study on the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods. Graphics cards, containing multiple Graphics Processing Units (GPUs), are self-contained parallel…
We implemented a fast Reciprocal Monte Carlo algorithm, to accurately solve radiative heat transfer in turbulent flows of non-grey participating media that can be coupled to fully resolved turbulent flows, namely to Direct Numerical…
We discuss the efficiency of parallelization on graphical processing units (GPUs) for the simulation of the one dimensional Potts model with long range interactions via parallel tempering. We investigate the behaviour of some thermodynamic…
Parallel tempering is a generic Markov chain Monte Carlo sampling method which allows good mixing with multimodal target distributions, where conventional Metropolis-Hastings algorithms often fail. The mixing properties of the sampler…
Application of the replica exchange (i.e., parallel tempering) technique to Langevin Monte Carlo algorithms, especially stochastic gradient Langevin dynamics (SGLD), has scored great success in non-convex learning problems, but one…
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…
Parallel tempering and population annealing are both effective methods for simulating equilibrium systems with rough free energy landscapes. Parallel tempering, also known as replica exchange Monte Carlo, is a Markov chain Monte Carlo…
We report a novel Monte Carlo scheme that greatly enhances the power of parallel-tempering simulations. In this method, we boost the accumulation of statistical averages by including information about all potential parallel tempering trial…
This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to…
Parallel tempering Monte Carlo has proven to be an efficient method in optimization and sampling applications. Having an optimized temperature set enhances the efficiency of the algorithm through more-frequent replica visits to the…
The random field Ising model with Gaussian disorder is studied using a new Monte Carlo algorithm. The algorithm combines the advantanges of the replica exchange method and the two-replica cluster method and is much more efficient than the…
We implemented a GPU based parallel code to perform Monte Carlo simulations of the two dimensional q-state Potts model. The algorithm is based on a checkerboard update scheme and assigns independent random numbers generators to each thread.…
Implementation of basic local Monte-Carlo algorithms on ATI Graphics Processing Units (GPU) is investigated. The Ising model and pure SU(2) gluodynamics simulations are realized with the Compute Abstraction Layer (CAL) of ATI Stream…
We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…
In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature/energy range around the critical point. By combining the replica-exchange algorithm with cluster updates…
Modern problems in astronomical Bayesian inference require efficient methods for sampling from complex, high-dimensional, often multi-modal probability distributions. Most popular methods, such as Markov chain Monte Carlo sampling, perform…
An algoritm for the simulation of the 3--dimensional random field Ising model with a binary distribution of the random fields is presented. It uses multi-spin coding and simulates 64 physically different systems simultaneously. On one…