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In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…

Applications · Statistics 2026-04-29 Xianghao Meng , James L. Beck , Yong Huang , Hui Li

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…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

Coarse graining (CG) is an important task for efficient modeling and simulation of complex multi-scale systems, such as the conformational dynamics of biomolecules. This work presents a projection-based coarse-graining formalism for general…

Computational Physics · Physics 2026-05-28 Vahid Nateghi , Lara Neureither , Selma Moqvist , Carsten Hartmann , Simon Olsson , Feliks Nüske

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…

Computation · Statistics 2019-05-03 Khue-Dung Dang , Matias Quiroz , Robert Kohn , Minh-Ngoc Tran , Mattias Villani

We study the performance of an automated hybrid Monte Carlo (HMC) approach for conditional simulation of a recently proposed, single-parameter Gibbs Markov random field (Gibbs MRF). The MRF is based on a modified version of the planar…

Computational Physics · Physics 2020-07-08 Milan Žukovič , Dionissios T. Hristopulos

We propose a hierarchy of multi-level kinetic Monte Carlo methods for sampling high-dimensional, stochastic lattice particle dynamics with complex interactions. The method is based on the efficient coupling of different spatial resolution…

Numerical Analysis · Mathematics 2012-08-06 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

We present a promising coarse-graining strategy for linking micro- and mesoscales of soft matter systems. The approach is based on effective pairwise interaction potentials obtained from detailed atomistic molecular dynamics (MD)…

Soft Condensed Matter · Physics 2007-05-23 A. P. Lyubartsev , M. Karttunen , I. Vattulainen , A. Laaksonen

Simulations of condensed matter systems often focus on the dynamics of a few distinguished components but require integrating the dynamics of the full system. A prime example is a molecular dynamics simulation of a (macro)molecule in…

Computational Physics · Physics 2024-03-12 Mauricio J. del Razo , Daan Crommelin , Peter G. Bolhuis

Understanding the dynamics of phase boundaries in fluids requires quantitative knowledge about the microscale processes at the interface. We consider the sharp-interface motion of compressible two-component flow, and propose a heterogeneous…

Numerical Analysis · Mathematics 2023-09-06 Jim Magiera , Christian Rohde

Coarse-graining (CG) enables molecular dynamics (MD) simulations of larger systems and longer timescales that are otherwise infeasible with atomistic models. Machine learning potentials (MLPs), with their capacity to capture many-body…

Chemical Physics · Physics 2025-12-01 Weilong Chen , Franz Görlich , Paul Fuchs , Julija Zavadlav

Various Markov chain Monte Carlo (MCMC) methods are studied to improve upon random walk Metropolis sampling, for simulation from complex distributions. Examples include Metropolis-adjusted Langevin algorithms, Hamiltonian Monte Carlo, and…

Computation · Statistics 2020-05-19 Zexi Song , Zhiqiang Tan

We present a new Subset Simulation approach using Hamiltonian neural network-based Monte Carlo sampling for reliability analysis. The proposed strategy combines the superior sampling of the Hamiltonian Monte Carlo method with…

Machine Learning · Statistics 2024-01-11 Denny Thaler , Somayajulu L. N. Dhulipala , Franz Bamer , Bernd Markert , Michael D. Shields

This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…

Numerical Analysis · Mathematics 2023-09-22 G. Baxevani , V. Harmandaris , E. Kalligiannaki , I. Tsantili

The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic…

Numerical Analysis · Mathematics 2007-05-23 Markos A. Katsoulakis , Petr Plechac , Luc Rey-Bellet , Dimitrios K. Tsagkarogiannis

Recently, Stochastic Gradient Markov Chain Monte Carlo (SG-MCMC) methods have been proposed for scaling up Monte Carlo computations to large data problems. Whilst these approaches have proven useful in many applications, vanilla SG-MCMC…

Machine Learning · Statistics 2016-12-13 Umut Şimşekli , Roland Badeau , A. Taylan Cemgil , Gaël Richard

The most popular and universally predictive protein simulation models employ all-atom molecular dynamics (MD), but they come at extreme computational cost. The development of a universal, computationally efficient coarse-grained (CG) model…

Efficient sampling from high-dimensional distributions is a challenging issue which is encountered in many large data recovery problems involving Markov chain Monte Carlo schemes. In this context, sampling using Hamiltonian dynamics is one…

Methodology · Statistics 2015-02-02 Lotfi Chaari , Jean-Yves Tourneret , Caroline Chaux , Hadj Batatia

Coarse-grained (CG) molecular dynamics simulations extend the length and time scale of atomistic simulations by replacing groups of correlated atoms with CG beads. Machine-learned coarse-graining (MLCG) has recently emerged as a promising…

Chemical Physics · Physics 2025-06-25 Leon Klein , Atharva Kelkar , Aleksander Durumeric , Yaoyi Chen , Frank Noé

This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…

Optimization and Control · Mathematics 2017-11-08 Andreas Van Barel , Stefan Vandewalle

The Hybrid Monte Carlo (HMC) algorithm currently is the favorite scheme to simulate quantum chromodynamics including dynamical fermions. In this talk-which is intended for a non-expert audience--I want to bring together methodical and…

High Energy Physics - Lattice · Physics 2009-10-30 Thomas Lippert