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Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…

Computation · Statistics 2014-04-17 Peter Neal

We present a new method to couple the Direct Simulation Monte Carlo (DSMC) algorithm with molecular dynamics (MD). The coupling approach generalizes prior coupling methods using a cell-based decision. The approach is supported by a lifting…

Computational Physics · Physics 2025-06-03 Tim Linke , Dane Sterbentz , Niels Grønbech-Jensen , Jean-Pierre Delplanque , Jonathan Belof

We present a new Monte Carlo scheme for the efficient simulation of multi-polymer systems. The method permits chains to be inserted into the system using a biased growth technique. The growth proceeds via the use of a retractable feeler,…

Statistical Mechanics · Physics 2009-10-31 S. Consta , N. B. Wilding , D. Frenkel , Z. Alexandrowicz

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

Despite their exceptional flexibility and popularity, the Monte Carlo methods often suffer from slow mixing times for challenging statistical physics problems. We present a general strategy to overcome this difficulty by adopting ideas and…

Computational Physics · Physics 2017-01-06 Li Huang , Lei Wang

We present an efficient parallel algorithm for statistical Molecular Dynamics simulations of ion tracks in solids. The method is based on the Rare Event Enhanced Domain following Molecular Dynamics (REED-MD) algorithm, which has been…

Computational Physics · Physics 2009-05-04 Byoungseon Jeon , Niels Grønbech-Jensen

Approximate Bayesian computation (ABC) methods can be used to sample from posterior distributions when the likelihood function is unavailable or intractable, as is often the case in biological systems. ABC methods suffer from inefficient…

Machine Learning · Statistics 2019-12-03 Charlie Rogers-Smith , Henri Pesonen , Samuel Kaski

We investigate operator dynamics and entanglement growth in dual-unitary circuits, a class of locally scrambled quantum systems that enables efficient simulation beyond the exponential complexity of the Hilbert space. By mapping the…

Quantum Physics · Physics 2025-04-02 Menghan Song , Zhaoyi Zeng , Ting-Tung Wang , Yi-Zhuang You , Zi Yang Meng , Pengfei Zhang

Molecular dynamics (MD) simulations are useful in obtaining thermodynamic and kinetic properties of bio-molecules but are limited by the timescale barrier, i.e., we may be unable to efficiently obtain properties because we need to run…

Chemical Physics · Physics 2017-08-23 Surl-Hee Ahn , Jay W. Grate , Eric F. Darve

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

We present and analyse a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with separation between the (fast) time-scale of individual trajectories and the (slow) time-scale of the…

Numerical Analysis · Mathematics 2017-12-04 Kristian Debrabant , Giovanni Samaey , Przemysław Zieliński

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 A. Bandrivskyy , S. Beri , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

In this talk I discuss the general question of the portability of Molecular Dynamics codes for diffusive systems on parallel computers of the APE family. The intrinsic single precision arithmetics of the today available APE platforms does…

Biological Physics · Physics 2009-10-30 G. La Penna , S. Letardi , V. Minicozzi , S. Morante , G. C. Rossi , G. Salina

We report a fast, efficient and credible statistical reconstruction of any two-phase patterns of islands of miscellaneous shapes and poly-dispersed in sizes. In the proposed multi-scale approach called a weighted doubly-hybrid, two…

Statistical Mechanics · Physics 2015-03-24 W. Olchawa , R. Piasecki

Monte Carlo simulations are an essential tool in particle physics data analysis. Events are typically generated alongside weights that redistribute the cross section of the simulated process across the phase space. These weights can be…

High Energy Physics - Phenomenology · Physics 2026-05-13 Benjamin Nachman , Dennis Noll

Simulating the dynamics of ions near polarizable nanoparticles (NPs) using coarse-grained models is extremely challenging due to the need to solve the Poisson equation at every simulation timestep. Recently, a molecular dynamics (MD) method…

Computational Physics · Physics 2019-11-01 JCS Kadupitiya , Geoffrey C. Fox , Vikram Jadhao

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…

Computation · Statistics 2016-04-13 Chris J. Maddison

Molecular dynamics simulations are an important tool for describing the evolution of a chemical system with time. However, these simulations are inherently held back either by the prohibitive cost of accurate electronic structure theory…

Chemical Physics · Physics 2018-12-20 Michael Gastegger , Philipp Marquetand

Quantum Monte Carlo (QMC) techniques are widely used in a variety of scientific problems and much work has been dedicated to developing optimized algorithms that can accelerate QMC on standard processors (CPU). With the advent of various…

Quantum Physics · Physics 2023-04-28 Shuvro Chowdhury , Kerem Y. Camsari , Supriyo Datta
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