Related papers: Cell-veto Monte Carlo algorithm for long-range sys…
A review of the Loop Algorithm, its generalizations, and its relation to some other Monte Carlo techniques is given. The loop algorithm is a Quantum Monte Carlo procedure which employs nonlocal changes of worldline configurations,…
We study the dynamics of one-dimensional (1D) interacting particles simulated with the event-chain Monte Carlo algorithm (ECMC). We argue that previous versions of the algorithm suffer from a mismatch in the factor potential between…
By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…
We propose a new class of interacting Markov chain Monte Carlo (MCMC) algorithms designed for increasing the efficiency of a modified multiple-try Metropolis (MTM) algorithm. The extension with respect to the existing MCMC literature is…
We present several implementations of the Metropolis method, an adaptive Monte Carlo algorithm, which allow for the calculation of multi-dimensional integrals over arbitrary on-shell four-momentum phase space. The Metropolis technique…
We present numerically exact continuous-time Quantum Monte Carlo algorithm for fermions with a general non-local in space-time interaction. The new determinantal grand-canonical scheme is based on a stochastic series expansion for the…
The system-level dynamics of multivalent biomolecular interactions can be simulated using a rule-based kinetic Monte Carlo method in which a rejection sampling strategy is used to generate reaction events. This method becomes inefficient…
We present Tethered Monte Carlo, a simple, general purpose method of computing the effective potential of the order parameter (Helmholtz free energy). This formalism is based on a new statistical ensemble, closely related to the…
A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…
A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program {\tt Foam} is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the…
The Monte Carlo Hamiltonian method developed recently allows to investigate ground state and low-lying excited states of a quantum system, using Monte Carlo algorithm with importance sampling. However, conventional MC algorithm has some…
Markov chain Monte Carlo is an inherently serial algorithm. Although likelihood calculations for individual steps can sometimes be parallelized, the serial evolution of the process is widely viewed as incompatible with parallelization,…
Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…
This paper introduces a new Monte Carlo algorithm to invert large matrices. It is based on simultaneous coupled draws from two random vectors whose covariance is the required inverse. It can be considered a generalization of a previously…
We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
We discuss the rejection-free event-chain Monte-Carlo algorithm and several applications to dense soft matter systems. Event-chain Monte-Carlo is an alternative to standard local Markov-chain Monte-Carlo schemes, which are based on detailed…
Numerically exact continuous-time Quantum Monte Carlo algorithm for finite fermionic systems with non-local interactions is proposed. The scheme is particularly applicable for general multi-band time-dependent correlations since it does not…
We propose an efficient Monte Carlo algorithm for the off-lattice simulation of dense hard sphere polymer melts using cluster moves, called event chains, which allow for a rejection-free treatment of the excluded volume. Event chains also…
The linked cell list algorithm is an essential part of molecular simulation software, both molecular dynamics and Monte Carlo. Though it scales linearly with the number of particles, there has been a constant interest in increasing its…