Related papers: Scaling properties of multiscale equilibration

We compare the performance of the Kramers Equation Monte Carlo (KMC) Algorithm with that of the Hybrid Monte Carlo (HMC) algorithm for numerical simulations with dynamical Kogut-Susskind fermions. Using the lattice Gross-Neveu model in 2…

We study the time evolution of correlation functions in long-range interacting quantum Ising models. For a large class of initial conditions, exact analytic results are obtained in arbitrary lattice dimension, both for ferromagnetic and…

By using the lattice Monte-Carlo simulation, we investigate the finite temperature (T) chiral phase transition at color SU(3) gauge theories with various species of fundamental fermions, and discuss the signal of the (pre-)conformality at…

This paper studies the mixing time of certain adaptive Markov Chain Monte Carlo algorithms. Under some regularity conditions, we show that the convergence rate of Importance Resampling MCMC (IRMCMC) algorithm, measured in terms of the total…

Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…

The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…

Performing numerical integration when the integrand itself cannot be evaluated point-wise is a challenging task that arises in statistical analysis, notably in Bayesian inference for models with intractable likelihood functions. Markov…

Monte Carlo renormalization group methods were designed to study the phase structure and critical behavior of statistical systems. They are well suited to determine the running coupling and to investigate the properties of fixed points of…

Scaling behavior is studied of several dominant eigenvalues of spectra of Markov matrices and the associated correlation times governing critical slowing down in models in the universality class of the two-dimensional Ising model. A scheme…

A number of problems in a variety of fields are characterised by target distributions with a multimodal structure in which the presence of several isolated local maxima dramatically reduces the efficiency of Markov Chain Monte Carlo…

We investigate lattice simulations of scalar and nonabelian gauge fields in Minkowski space-time. For SU(2) gauge-theory expectation values of link variables in 3+1 dimensions are constructed by a stochastic process in an additional (5th)…

In this paper, we study the mixing time of Markov Chain Monte Carlo (MCMC) for integer least-square (LS) optimization problems. It is found that the mixing time of MCMC for integer LS problems depends on the structure of the underlying…

In this article, we prove that a small random perturbation of dynamical system with multiple stable equilibria converges to a Markov chain whose states are neighborhoods of the deepest stable equilibria, under a suitable time-rescaling,…

We present a massive equilibrium simulation of the three-dimensional Ising spin glass at low temperatures. The Janus special-purpose computer has allowed us to equilibrate, using parallel tempering, L=32 lattices down to T=0.64 Tc. We…

We have studied the thermal conductivity of confined superfluids on a bar-like geometry. We use the planar magnet lattice model on a lattice $H\times H\times L$ with $L \gg H$. We have applied open boundary conditions on the bar sides (the…

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

The thermal dynamics in thermo-mechanical systems exhibits a much slower time scale compared to the structural dynamics. In this work, we use the method of multiple scales to reduce the thermo-mechanical structural models with a…

We present extensive Monte Carlo simulations on a two-dimensional XY model with a modified form of interaction potential. Thermodynamic quantities other than energy, specific heat etc (such as magnetization, susceptibility, fourth order…

We study decimation procedures and effective (improved) actions in the framework of Monte Carlo Renormalization Group (MCRG). Particular attention is paid to matching the form of the effective action to the decimation procedure parameters.…

We propose two algorithms for simulating continuous time Markov chains in the presence of metastability. We show that the algorithms correctly estimate, under the ergodicity assumption, stationary averages of the process. Both algorithms,…