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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

The safety concern for unmanned systems, namely the concern for the potential casualty caused by system abnormalities, has been a bottleneck for their development, especially in populated areas. Evidently, the collision between the unmanned…

Robotics · Computer Science 2020-03-10 Zhang Hepeng , Quan Quan

While recent work towards the development of tight-binding and ab-initio algorithms has focused on molecular dynamics, Monte Carlo methods can often lead to better results with relatively little effort. We present here a multi-step Monte…

Statistical Mechanics · Physics 2009-10-31 Parthapratim Biswas , G. T. Barkema , Normand Mousseau , W. F. van der Weg

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

In this paper we investigate how the complexity of chaotic phase spaces affect the efficiency of importance sampling Monte Carlo simulations. We focus on a flat-histogram simulation of the distribution of finite-time Lyapunov exponent in a…

Chaotic Dynamics · Physics 2015-06-22 Jorge C. Leitão , Eduardo G. Altmann , J. M. Viana Parente Lopes

Variational Monte Carlo with neural network quantum states has proven to be a promising avenue for evaluating the ground state energy of spin Hamiltonians. However, despite continuous efforts the performance of the method on frustrated…

Quantum Physics · Physics 2022-11-04 Chae-Yeun Park , Michael J. Kastoryano

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

Due to the complex characteristics of bottle-brush polymers, it became a challenge to develop an efficient algorithm for studying such macromolecules under various solvent conditions or some constraints in the space by using computer…

Soft Condensed Matter · Physics 2011-07-08 Hsiao-Ping Hsu

In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the…

Computational Physics · Physics 2023-02-09 Emanuel Casiano-Diaz , Kipton Barros , Ying Wai Li , Adrian Del Maestro

A novel procedure is described for accelerating the convergence of Markov chain Monte Carlo computations. The algorithm uses an adaptive bootstrap technique to generate candidate steps in the Markov Chain. It is efficient for symmetric,…

Numerical Analysis · Computer Science 2010-12-13 Greg Kochanski , Burton S. Rosner

The directed-loop quantum Monte Carlo method is generalized to the case of retarded interactions. Using the path integral, fermion-boson or spin-boson models are mapped to actions with retarded interactions by analytically integrating out…

Strongly Correlated Electrons · Physics 2017-09-06 Manuel Weber , Fakher F. Assaad , Martin Hohenadler

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

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

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the…

High Energy Physics - Lattice · Physics 2011-07-15 Stefan Schaefer , Francesco Virotta

Machine learning and deep learning have revolutionized computational physics, particularly the simulation of complex systems. Equivariance is essential for simulating physical systems because it imposes a strong inductive bias on the…

Strongly Correlated Electrons · Physics 2024-11-13 Yuki Nagai , Akio Tomiya

The auxiliary-field quantum Monte Carlo (AFQMC) method is a general numerical method for correlated many-electron systems, which is being increasingly applied in lattice models, atoms, molecules, and solids. Here we introduce the theory and…

Computational Physics · Physics 2021-02-24 Hao Shi , Shiwei Zhang

Optimizing or sampling complex cost functions of combinatorial optimization problems is a longstanding challenge across disciplines and applications. When employing family of conventional algorithms based on Markov Chain Monte Carlo (MCMC)…

Machine Learning · Computer Science 2025-08-15 Dmitrii Dobrynin , Masoud Mohseni , John Paul Strachan

Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…

Physics Education · Physics 2022-01-03 Parasuraman Swaminathan
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