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A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…

Computational Physics · Physics 2015-06-15 Zecheng Gan , Zhenli Xu

Long-range interactions are relevant for a large variety of quantum systems in quantum optics and condensed matter physics. In particular, the control of quantum-optical platforms promises to gain deep insights in quantum-critical…

Strongly Correlated Electrons · Physics 2024-03-04 P. Adelhardt , J. A. Koziol , A. Langheld , K. P. Schmidt

This review treats the mathematical and algorithmic foundations of non-reversible Markov chains in the context of event-chain Monte Carlo (ECMC), a continuous-time lifted Markov chain that employs the factorized Metropolis algorithm. It…

Soft Condensed Matter · Physics 2022-08-31 Werner Krauth

A new Monte-Carlo method for long-range interacting systems is presented. This method consists of eliminating interactions stochastically with the detailed balance condition satisfied. When a pairwise interaction $V_{ij}$ of a $N$-particle…

Disordered Systems and Neural Networks · Physics 2015-05-13 Munetaka Sasaki , Fumitaka Matsubara

The Metropolis Monte Carlo algorithm with the Finite Element method applied to compute electrostatic interaction energy between charge densities is described in this work. By using the Finite Element method to integrate numerically the…

Statistical Mechanics · Physics 2010-09-08 Martial Mazars

We present an implementation of Quantum Computing for a Markov Chain Monte Carlo method with an application to cosmological functions, to derive posterior distributions from cosmological probes. The algorithm proposes new steps in the…

Monte Carlo methods play an important role in scientific computation, especially when problems have a vast phase space. In this lecture an introduction to the Monte Carlo method is given. Concepts such as Markov chains, detailed balance,…

Statistical Mechanics · Physics 2011-05-05 Helmut G. Katzgraber

We propose a novel stochastic algorithm that randomly samples entire rows and columns of the matrix as a way to approximate an arbitrary matrix function using the power series expansion. This contrasts with existing Monte Carlo methods,…

Data Structures and Algorithms · Computer Science 2024-09-23 Nicolas L. Guidotti , Juan A. Acebrón , José Monteiro

We develop a biased Monte Carlo algorithm to measure probabilities of rare events in cluster-cluster aggregation for arbitrary collision kernels. Given a trajectory with a fixed number of collisions, the algorithm modifies both the waiting…

Statistical Mechanics · Physics 2023-05-24 Rahul Dandekar , R. Rajesh , V. Subashri , Oleg Zaboronski

A Monte Carlo method for computing the action of a matrix exponential for a certain class of matrices on a vector is proposed. The method is based on generating random paths, which evolve through the indices of the matrix, governed by a…

Numerical Analysis · Mathematics 2019-06-19 Juan A. Acebron

The Metropolis implementation of the Monte Carlo algorithm has been developed to study the equilibrium thermodynamics of many-body systems. Choosing small trial moves, the trajectories obtained applying this algorithm agree with those…

Other Quantitative Biology · Quantitative Biology 2009-11-13 G. Tiana , L. Sutto , R. A. Broglia

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

A number of problems arise when long-range forces, such as those governed by Bessel functions, are used in particle-particle simulations. If a simple cut-off for the interaction is used, the system may find an equilibrium configuration at…

Computational Physics · Physics 2009-11-06 Hans Fangohr , Andrew R. Price , Simon J. Cox , Peter A. J. de Groot , Geoffrey J. Daniell , Ken S. Thomas

An efficient continuous-time path-integral Quantum Monte Carlo algorithm for the lattice polaron is presented. It is based on Feynman's integration of phonons and subsequent simulation of the resulting single-particle self-interacting…

Strongly Correlated Electrons · Physics 2009-10-31 P E Kornilovitch

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…

Mesoscale and Nanoscale Physics · Physics 2016-02-03 Alexei Filinov , Jens Böning , Michael Bonitz

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

Nuclear Theory · Physics 2013-06-06 Zhen-Xiang Xu , Chong Qi