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Simulated annealing solves global optimization problems by means of a random walk in a cooling energy landscape based on the objective function and a temperature parameter. However, if the temperature is decreased too quickly, this…

Optimization and Control · Mathematics 2025-04-14 Vincent Molin , Axel Ringh , Moritz Schauer , Akash Sharma

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

This paper presents two conceptually simple methods for parallelizing a Parallel Tempering Monte Carlo simulation in a distributed volunteer computing context, where computers belonging to the general public are used. The first method uses…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-31 Kamran Karimi , Neil G. Dickson , Firas Hamze

Correlated sampling has wide-ranging applications in Monte Carlo calculations. When branching random walks are involved, as commonly found in many algorithms in quantum physics and electronic structure, population control is typically not…

Computational Physics · Physics 2023-11-28 Siyuan Chen , Yiqi Yang , Miguel Morales , Shiwei Zhang

This paper addresses the problem of Monte Carlo approximation of posterior probability distributions. In particular, we have considered a recently proposed technique known as population Monte Carlo (PMC), which is based on an iterative…

Computation · Statistics 2016-06-03 Eugenia Koblents , Joaquín Míguez

The development of new algorithms for simulations in physics is as important as the development of new analytical methods. In this paper, we present a comparison of the recently developed microcanonical population annealing (MCPA) algorithm…

Statistical Mechanics · Physics 2024-10-21 Vyacheslav Mozolenko , Marina Fadeeva , Lev Shchur

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…

Statistical Mechanics · Physics 2015-05-28 Elmar Bittner , Wolfhard Janke

We present a fast Monte-Carlo algorithm for simulating epitaxial surface growth, based on the continuous-time Monte-Carlo algorithm of Bortz, Kalos and Lebowitz. When simulating realistic growth regimes, much computational time is consumed…

Materials Science · Physics 2009-11-11 J. P. DeVita , L. M. Sander , P. Smereka

We consider the problem of efficiently simulating population protocols. In the population model, we are given a distributed system of $n$ agents modeled as identical finite-state machines. In each time step, a pair of agents is selected…

Data Structures and Algorithms · Computer Science 2020-05-08 Petra Berenbrink , David Hammer , Dominik Kaaser , Ulrich Meyer , Manuel Penschuck , Hung Tran

We review a family of local algorithms that permit the simulation of charged particles with purely local dynamics. Molecular dynamics formulations lead to discretizations similar to those of ``particle in cell'' methods in plasma physics.…

Statistical Mechanics · Physics 2009-11-10 A. C. Maggs , J. Rottler

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

We analyze the performance of quantum annealing as a heuristic optimization method to find the absolute minimum of various continuous models, including landscapes with only two wells and also models with many competing minima and with…

Statistical Mechanics · Physics 2015-11-25 E. M. Inack , S. Pilati

Annealing-based neural samplers seek to amortize sampling from unnormalized distributions by training neural networks to transport a family of densities interpolating from source to target. A crucial design choice in the training phase of…

Machine Learning · Computer Science 2025-09-03 Ezra Erives , Bowen Jing , Peter Holderrieth , Tommi Jaakkola

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical…

Machine Learning · Statistics 2022-06-08 Yi-An Ma , Yuansi Chen , Chi Jin , Nicolas Flammarion , Michael I. Jordan

Parallel tempering simulates at many quark masses simultaneously, by changing the mass during the simulation while remaining in equilibrium. The algorithm is faster than pure HMC if more than one mass is needed, and works better the smaller…

High Energy Physics - Lattice · Physics 2009-10-30 G. Boyd

Adiabatic quantum computers, such as the quantum annealers commercialized by D-Wave Systems Inc., are routinely used to tackle combinatorial optimization problems. In this article, we show how to exploit them to accelerate equilibrium…

Disordered Systems and Neural Networks · Physics 2023-07-12 Giuseppe Scriva , Emanuele Costa , Benjamin McNaughton , Sebastiano Pilati

We put forward a simple procedure for extracting dynamical information from Monte Carlo simulations, by appropriate matching of the short-time diffusion tensor with its infinite-dilution limit counterpart, which is supposed to be known.…

Statistical Mechanics · Physics 2015-06-04 Sara Jabbari-Farouji , Emmanuel Trizac

Randomized smoothing has emerged as a potent certifiable defense against adversarial attacks by employing smoothing noises from specific distributions to ensure the robustness of a smoothed classifier. However, the utilization of Monte…

Machine Learning · Computer Science 2025-04-01 Devansh Bhardwaj , Kshitiz Kaushik , Sarthak Gupta

Markov Chain Monte Carlo methods are algorithms used to sample probability distributions, commonly used to sample the Boltzmann distribution of physical/chemical models (e.g., protein folding, Ising model, etc.). This allows us to study…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-04 Aingeru Ramos , Jose A Pascual , Javier Navaridas , Ivan Coluzza