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A standard way to move particles in a SMC sampler is to apply several steps of a MCMC (Markov chain Monte Carlo) kernel. Unfortunately, it is not clear how many steps need to be performed for optimal performance. In addition, the output of…

Computation · Statistics 2021-08-24 Hai-Dang Dau , Nicolas Chopin

In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete state-space and stochastic simulation approaches have been…

Numerical Analysis · Mathematics 2020-07-13 Chiheb Ben Hammouda , Alvaro Moraes , Raul Tempone

A simple algorithm is described to sample permutations of identical particles in Path Integral Monte Carlo (PIMC) simulations of continuum many-body systems. The sampling strategy illustrated here is fairly general, and can be easily…

Computational Physics · Physics 2009-11-11 Massimo Boninsegni

We demonstrate that the multicanonical approach is not restricted to Monte Carlo simulations, but can also be applied to simulation techniques such as molecular dynamics, Langevin, and hybrid Monte Carlo algorithms. The effectiveness of the…

Chemical Physics · Physics 2007-05-23 Ulrich H. E. Hansmann , Yuko Okamoto , Frank Eisenmenger

This article proposes a new way to construct computationally efficient `wrappers' around fine scale, microscopic, detailed descriptions of dynamical systems, such as molecular dynamics, to make predictions at the macroscale `continuum'…

Dynamical Systems · Mathematics 2017-03-06 Hammad Alotaibi , Barry Cox , A. J. Roberts

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

We applied our previously developed library-based Monte Carlo (LBMC) to equilibrium sampling of several implicitly solvated all-atom peptides. LBMC can perform equilibrium sampling of molecules using the pre-calculated statistical libraries…

Biological Physics · Physics 2015-05-14 Ying Ding , Artem B. Mamonov , Daniel M. Zuckerman

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

The Massive Parallel Computing (MPC) model gained popularity during the last decade and it is now seen as the standard model for processing large scale data. One significant shortcoming of the model is that it assumes to work on static…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-23 Giuseppe F. Italiano , Silvio Lattanzi , Vahab S. Mirrokni , Nikos Parotsidis

The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…

Soft Condensed Matter · Physics 2023-07-24 Monika Angwani , Tushar Mahendrakar , Kaustubh Rane

A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…

Biomolecules · Quantitative Biology 2017-07-13 Akira R. Kinjo

We propose explicit symplectic integrators of molecular dynamics (MD) algorithms for rigid-body molecules in the canonical and isothermal-isobaric ensembles. We also present a symplectic algorithm in the constant normal pressure and lateral…

Statistical Mechanics · Physics 2007-05-23 Hisashi Okumura , Satoru G. Itoh , Yuko Okamoto

Multiple time-scale algorithms exploit the natural separation of time-scales in chemical systems to greatly accelerate the efficiency of molecular dynamics simulations. Although the utility of these methods in systems where the interactions…

Computational Physics · Physics 2015-06-18 Nathan Luehr , Thomas E. Markland , Todd J. Martinez

Molecular dynamics (MD) simulations allow investigating the structural dynamics of biomolecular systems with unrivaled time and space resolution. However, in order to compensate for the inaccuracies of the utilized empirical force fields,…

Computational Physics · Physics 2018-02-12 Andrea Cesari , Sabine Reißer , Giovanni Bussi

The general scheme of two-level parallelization (TLP) for direct simulation Monte Carlo of unsteady gas flows on shared memory multiprocessor computers has been described. The high efficient algorithm of parallel independent runs is used on…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Alexander V. Bogdanov , Nick Yu. Bykov , Igor A. Grishin , Gregory O. Khanlarov , German A. Lukianov , Vladimir V. Zakharov

We propose efficient numerical algorithms for approximating statistical solutions of scalar conservation laws. The proposed algorithms combine finite volume spatio-temporal approximations with Monte Carlo and multi-level Monte Carlo…

Numerical Analysis · Mathematics 2017-11-01 Ulrik Skre Fjordholm , Kjetil Lye , Siddhartha Mishra

Conventional molecular dynamics (MD) simulations struggle when simulating particles with steeply varying interaction potentials, due to the need to use a very short time step. Here, we demonstrate that an event-driven Monte Carlo (EDMC)…

Soft Condensed Matter · Physics 2025-10-09 Antoine Castagnède , Laura Filion , Frank Smallenburg

Sequential Monte Carlo (SMC) methods are not only a popular tool in the analysis of state space models, but offer an alternative to MCMC in situations where Bayesian inference must proceed via simulation. This paper introduces a new SMC…

Computation · Statistics 2010-05-11 Paul Fearnhead , Benjamin M. Taylor

This paper presents an efficient solution to 3D-LiDAR-based Monte Carlo localization (MCL). MCL robustly works if particles are exactly sampled around the ground truth. An inertial navigation system (INS) can be used for accurate sampling,…

Robotics · Computer Science 2023-03-03 Naoki Akai

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

Optimization and Control · Mathematics 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler