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We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like…

Statistical Mechanics · Physics 2013-05-20 Karsten Schwarz , Heiko Rieger

Parallel tempering is a generic Markov chain Monte Carlo sampling method which allows good mixing with multimodal target distributions, where conventional Metropolis-Hastings algorithms often fail. The mixing properties of the sampler…

Computation · Statistics 2012-05-08 Blazej Miasojedow , Eric Moulines , Matti Vihola

The evaluation of the performance of adiabatic annealers is hindered by lack of efficient algorithms for simulating their behaviour. We exploit the analyticity of the standard model for the adiabatic quantum process to develop an efficient…

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

The class of $\alpha$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails,…

Methodology · Statistics 2016-06-03 Eugenia Koblents , Joaquin Miguez , Marco A. Rodriguez , Alexandra M. Schmidt

We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…

Statistical Mechanics · Physics 2015-03-17 Zsolt Bertalan , Hidetoshi Nishimori , Henri Orland

We apply the optimization algorithm Adaptive Simulated Annealing (ASA) to the problem of analyzing data on a large population and selecting the best model to predict that an individual with various traits will have a particular disease. We…

Artificial Intelligence · Computer Science 2007-05-23 Darin Goldstein , William Murray , Binh Yang

We introduce a novel approach to solving dynamic programming problems, such as those in many economic models, on a quantum annealer, a specialized device that performs combinatorial optimization. Quantum annealers attempt to solve an…

General Economics · Economics 2023-06-08 Jesús Fernández-Villaverde , Isaiah Hull

A number of problems arise when long-range forces, such as those governed by Bessel functions, are used in particle-particle simulations. If a simple cut-off for the interaction is used, the system may find an equilibrium configuration at…

Computational Physics · Physics 2009-11-06 Hans Fangohr , Andrew R. Price , Simon J. Cox , Peter A. J. de Groot , Geoffrey J. Daniell , Ken S. Thomas

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

An efficient approach of measuring the absolute free energy in parallel tempering Monte Carlo using the exponential averaging method is discussed and the results are compared with those of population annealing Monte Carlo using the…

Disordered Systems and Neural Networks · Physics 2015-05-20 Wenlong Wang

Classical molecular dynamics (MD) simulations are important tools in life and material sciences since they allow studying chemical and biological processes in detail. However, the inherent scalability problem of particle-particle…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-08-14 Michael Schaffner , Luca Benini

In ab initio molecular dynamics simulations of real-world problems, the simple Verlet method is still widely used for integrating the equations of motion, while more efficient algorithms are routinely used in classical molecular dynamics.…

Computational Physics · Physics 2016-08-03 Eiji Tsuchida

Many high dimensional optimization problems can be reformulated into a problem of finding theoptimal state path under an equivalent state space model setting. In this article, we present a general emulation strategy for developing a state…

Methodology · Statistics 2019-11-19 Chencheng Cai , Rong Chen

We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…

Statistical Mechanics · Physics 2017-12-27 Tameem Albash , Gene Wagenbreth , Itay Hen

A general-purpose, self-adapting Monte Carlo (MC) algorithm implemented in the program {\tt Foam} is described. The high efficiency of the MC, that is small maximum weight or variance of the MC weight is achieved by means of dividing the…

Computational Physics · Physics 2009-11-07 S. Jadach

We present a new method which combines Car-Parrinello and Born-Oppenheimer molecular dynamics in order to accelerate density functional theory based ab-initio simulations. Depending on the system a gain in efficiency of one to two orders of…

Materials Science · Physics 2007-05-23 Thomas D. Kühne , Matthias Krack , Fawzi R. Mohamed , Michele Parrinello

Monte Carlo criticality simulations are widely used in nuclear safety demonstrations, as they offer an arbitrarily precise estimation of global and local tallies while making very few assumptions. However, since the inception of such…

Statistical Mechanics · Physics 2023-01-11 Kévin Fröhlicher , Eric Dumonteil , Loïc Thulliez , Julien Taforeau , Mariya Brovchenko

Monte Carlo sampling is a powerful toolbox of algorithmic techniques widely used for a number of applications wherein some noisy quantity, or summary statistic thereof, is sought to be estimated. In this paper, we survey the literature for…

The Markov Chain Monte Carlo method is at the heart of efficient approximation schemes for a wide range of problems in combinatorial enumeration and statistical physics. It is therefore very natural and important to determine whether…

Quantum Physics · Physics 2009-11-13 Pawel Wocjan , Anura Abeyesinghe