Related papers: Event-chain Monte Carlo algorithms for three- and …
We generalize the multilevel Monte Carlo (MLMC) method of Giles to the simulation of systems of particles that interact via a mean field. When the number of particles is large, these systems are described by a McKean-Vlasov process - a…
The Monte Carlo algorithm is increasingly utilized, with its central step involving computer-based random sampling from stochastic models. While both Markov Chain Monte Carlo (MCMC) and Reject Monte Carlo serve as sampling methods, the…
Sherpa is a general-purpose Monte Carlo event generator for the simulation of particle collisions in high-energy collider experiments. We summarise new developments, essential features, and ongoing improvements within the Sherpa 3 release…
The construction of a Monte Carlo generator for high energy hadronic and nuclear collisions is discussed in detail. Interactions are treated in the framework of the Reggeon Field Theory, taking into consideration enhanced Pomeron diagrams…
We study the approach to equilibrium of the event-chain Monte Carlo (ECMC) algorithm for the one-dimensional hard-sphere model. Using the connection to the coupon-collector problem, we prove that a specific version of this local…
We consider several issues related to the multidimensional integration using a network of heterogeneous computers. Based on these considerations, we develop a new general purpose scheme which can significantly reduce the time needed for…
We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…
In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…
Successful computer studies of glass-forming materials need to overcome both the natural tendency to structural ordering and the dramatic increase of relaxation times at low temperatures. We present a comprehensive analysis of eleven…
A microscopic model of adsorption in cluster forming systems with competing interaction is considered. The adsorption process is described by the master equation and modelled by a kinetic Monte Carlo method. The evolution of the particle…
We introduce an efficient, scalable Monte Carlo algorithm to simulate cross-linked architectures of freely-jointed and discrete worm-like chains. Bond movement is based on the discrete tractrix construction, which effects conformational…
The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…
A new Monte Carlo algorithm for 2-dimensional spin glasses is presented. The use of clusters makes possible global updates and leads to a gain in speed of several orders of magnitude. As an example, we study the 2-dimensional +/-J…
We investigate as a member of the Ising universality class the Next-Nearest Neighbour Ising model without external field on a simple cubic lattice by using the Monte Carlo Metropolis Algorithm. The Binder cumulant and the susceptibility…
The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of this algorithm is proposed. The algorithm is based on…
The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…
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…
We perform simulations for long hard-sphere polymer chains using a recently developed binary-tree based Monte Carlo method. Systems in two to five dimensions with free and periodic boundary conditions and up to $10^7$ repeat units are…
We consider the design of a non-local MonteCarlo algorithm for $SU(3)$ lattice systems according to the idea of {\em embedding} the degrees of freedom corresponding to the center of the group $Z(3)$. As a crucial ingredient to reach this…
In complex systems with many degrees of freedom such as spin glass and biomolecular systems, conventional simulations in canonical ensemble suffer from the quasi-ergodicity problem. A simulation in generalized ensemble performs a random…