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A generic algorithm for the extraction of probabilistic (Bayesian) information about model parameters from data is presented. The algorithm propagates an ensemble of particles in the product space of model parameters and outputs. Each…

Computation · Statistics 2015-09-18 Carlo Albert

We give a cross-disciplinary survey on ``population'' Monte Carlo algorithms. In these algorithms, a set of ``walkers'' or ``particles'' is used as a representation of a high-dimensional vector. The computation is carried out by a random…

Statistical Mechanics · Physics 2015-06-24 Yukito IBA

Quantum annealing provides a powerful platform for simulating magnetic materials and realizing statistical physics models, presenting a compelling alternative to classical Monte Carlo methods. We demonstrate that quantum annealers can…

We consider population dynamics as implemented by the cloning algorithm for analysis of large deviations of time-averaged quantities. Using the simple symmetric exclusion process as a prototypical example, we investigate the convergence of…

Statistical Mechanics · Physics 2018-05-11 Tobias Brewer , Stephen R. Clark , Russell Bradford , Robert L. Jack

This article introduces a highly parallel algorithm for molecular dynamics simulations with short-range forces on single node multi- and many-core systems. The algorithm is designed to achieve high parallel speedups for strongly…

Computational Physics · Physics 2013-11-20 R. Meyer

Metastability is a common obstacle to performing long molecular dynamics simulations. Many numerical methods have been proposed to overcome it. One method is parallel replica dynamics, which relies on the rapid convergence of the underlying…

Numerical Analysis · Mathematics 2015-05-20 Andrew Binder , Tony Lelièvre , Gideon Simpson

Molecular dynamics (MD) simulation is a widely used technique to simulate molecular systems, most commonly at the all-atom resolution where equations of motion are integrated with timesteps on the order of femtoseconds…

We study the 38-atom Lennard-Jones cluster with parallel tempering Monte Carlo methods in the microcanonical and molecular dynamics ensembles. A new Monte Carlo algorithm is presented that samples rigorously the molecular dynamics ensemble…

Chemical Physics · Physics 2009-11-06 F. Calvo , J. P. Neirotti , David L. Freeman , J. D. Doll

Computer simulation methods, such as Monte Carlo or Molecular Dynamics, are very powerful computational techniques that provide detailed and essentially exact information on classical many-body problems. With the advent of ab-initio…

Chemical Physics · Physics 2014-06-23 Thomas D. Kühne

As one of the most robust global optimization methods, simulated annealing has received considerable attention, with many variations that attempt to improve the cooling schedule. This paper introduces a variant of simulated annealing that…

Chemical Physics · Physics 2020-02-17 Mariia Karabin , Steven J. Stuart

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and…

Methodology · Statistics 2016-07-15 Charles Matthews , Jonathan Weare , Benedict Leimkuhler

We present and apply a general-purpose, multi-start algorithm for improving the performance of low-energy samplers used for solving optimization problems. The algorithm iteratively fixes the value of a large portion of the variables to…

Discrete Mathematics · Computer Science 2017-11-02 Hamed Karimi , Gili Rosenberg , Helmut G. Katzgraber

Exascale computing holds great opportunities for molecular dynamics (MD) simulations. However, to take full advantage of the new possibilities, we must learn how to focus computational power on the discovery of complex molecular mechanisms,…

Chemical Physics · Physics 2019-01-16 Hendrik Jung , Roberto Covino , Gerhard Hummer

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

Population Monte Carlo (PMC) sampling methods are powerful tools for approximating distributions of static unknowns given a set of observations. These methods are iterative in nature: at each step they generate samples from a proposal…

Computation · Statistics 2022-01-17 Víctor Elvira , Luca Martino , David Luengo , Mónica F. Bugallo

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

We provide an overview of Monte Carlo algorithms based on Markovian stochastic dynamics of interacting and reacting many-particle systems not in thermal equilibrium. These agent-based simulations are an effective way of introducing students…

Statistical Mechanics · Physics 2025-07-24 Mohamed Swailem , Ulrich Dobramysl , Ruslan Mukhamadiarov , Uwe C. Täuber

Quantum annealing is a promising technique which leverages quantum mechanics to solve hard optimization problems. Considerable progress has been made in the development of a physical quantum annealer, motivating the study of methods to…

Quantum Physics · Physics 2017-04-21 Maritza Hernandez , Maliheh Aramon

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera