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We propose a self-adapted Monte Carlo approach to automatically determine the critical temperature by simulating two systems with different sizes at the same temperature. The temperature is increased or decreased by checking the short-time…

Statistical Mechanics · Physics 2020-11-10 Tasrief Surungan , Yutaka Okabe

We present a new Monte Carlo algorithm applying a history-driven mechanism for the calculation of the density of states for classical statistical models. The new method is as efficient as the Wang-Landau method in sampling through the…

Statistical Mechanics · Physics 2011-12-01 Shijun Lei

I introduce a Markov chain Monte Carlo (MCMC) scheme in which sampling from a distribution with density pi(x) is done using updates operating on an "ensemble" of states. The current state x is first stochastically mapped to an ensemble,…

Computation · Statistics 2011-01-04 Radford M. Neal

We study the statistical physics of the classical Ising model in the so-called $\alpha$-R\'enyi ensemble, a finite-temperature thermal state approximation that minimizes a modified free energy based on the $\alpha$-R\'enyi entropy. We begin…

Statistical Mechanics · Physics 2025-09-23 Andrew Jreissaty , Juan Carrasquilla

Stochastic sampling algorithms such as Langevin Monte Carlo are inspired by physical systems in a heat bath. Their equilibrium distribution is the canonical ensemble given by a prescribed target distribution, so they must balance…

High Energy Physics - Lattice · Physics 2025-05-06 Jakob Robnik , Uroš Seljak

A method based on multicanonical Monte Carlo is applied to the calculation of large deviations in the largest eigenvalue of random matrices. The method is successfully tested with the Gaussian orthogonal ensemble (GOE), sparse random…

Statistical Mechanics · Physics 2013-05-29 Nen Saito , Yukito Iba , Koji Hukushima

Using a cluster-flipping Monte Carlo algorithm combined with a generalization of the histogram reweighting scheme of Ferrenberg and Swendsen, we have studied the equilibrium properties of the thermal random-field Ising model on a cubic…

Condensed Matter · Physics 2009-10-28 M. E. J. Newman , G. T. Barkema

Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

For studying the thermodynamic properties of systems using statistical mechanics we propose an ensemble that lies in between the familiar canonical and microcanonical ensembles. From a comparative study of these ensembles we conclude that…

Statistical Mechanics · Physics 2007-05-23 R. P. Venkataraman

We explore a self-learning Markov chain Monte Carlo method based on the Adversarial Non-linear Independent Components Estimation Monte Carlo, which utilizes generative models and artificial neural networks. We apply this method to the…

Disordered Systems and Neural Networks · Physics 2021-01-06 Matija Medvidovic , Juan Carrasquilla , Lauren E. Hayward , Bohdan Kulchytskyy

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…

Statistical Mechanics · Physics 2009-11-11 Carlos Nieto-Draghi , Javier Perez-Pellitero , Josep Bonet Avalos

In Wang-Landau type algorithms, Monte-Carlo updates are performed with respect to the density of states, which is iteratively refined during simulations. The partition function and thermodynamic observables are then obtained by standard…

High Energy Physics - Lattice · Physics 2015-09-29 Kurt Langfeld , Biagio Lucini , Roberto Pellegrini , Antonio Rago

``Extended Ensemble Monte Carlo''is a generic term that indicates a set of algorithms which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel…

Disordered Systems and Neural Networks · Physics 2009-10-31 Yukito Iba

Descriptions of molecular systems usually refer to two distinct theoretical frameworks. On the one hand the quantum pure state, i.e. the wavefunction, of an isolated system which is determined to calculate molecular properties and to…

Statistical Mechanics · Physics 2011-03-17 Barbara Fresch , Giorgio J. Moro

We review uses of the generalized-ensemble algorithms for free-energy calculations in protein folding. Two of the well-known methods are multicanonical algorithm and replica-exchange method; the latter is also referred to as parallel…

Statistical Mechanics · Physics 2007-05-23 Y. Sugita , Y. Okamoto

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

We present general and rigorous results showing that the microcanonical and canonical ensembles are equivalent at all three levels of description considered in statistical mechanics - namely, thermodynamics, equilibrium macrostates, and…

Statistical Mechanics · Physics 2015-05-15 Hugo Touchette

Boltzmann's microcanonical entropy is the link between statistical physics and thermodynamics, forasmuch as the behavior of any thermodynamic quantity is directly related to the number of microscopic configurations. Accordingly, in this…

Statistical Mechanics · Physics 2022-11-24 L. S. Ferreira , L. N. Jorge , C. J. DaSilva , A. A. Caparica
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