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In this work we propose a generalization of the Moment Guided Monte Carlo method developed in [11]. This approach permits to reduce the variance of the particle methods through a matching with a set of suitable macroscopic moment equations.…

Numerical Analysis · Mathematics 2013-07-10 Giacomo Dimarco

Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…

Statistical Mechanics · Physics 2007-05-23 S. Trebst , D. A. Huse , E. Gull , H. G. Katzgraber , U. H. E. Hansmann , M. Troyer

We provide a unified description of efficiency correction and error estimation for moments of conserved quantifies in heavy-ion collisions. Moments and cumulants are expressed in terms of the factorial moments, which can be easily corrected…

Data Analysis, Statistics and Probability · Physics 2017-10-18 Xiaofeng Luo

Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…

Optimization and Control · Mathematics 2021-02-24 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand , Thomas Hofmann , Roy Smith

We extend our study of a simple model of biological coevolution to its statistical properties. Staring with a complete description in terms of a master equation, we provide its relation to the deterministic evolution equations used in…

Populations and Evolution · Quantitative Biology 2007-05-23 R. K. P. Zia , Per Arne Rikvold

We propose a numerical method for approximate calculations of the time evolution of point particle systems given only the system's Hamiltonian function and initial conditions. The method both generates and solves the equations of motion…

Computational Physics · Physics 2022-12-27 José M. L. Amoreira , Luís J. M. Amoreira

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

In this paper we present computational experiments with the Markov Chain Monte Carlo Matrix Inversion ($(\text{MC})^2\text{MI}$) on several accelerator architectures and investigate their impact on performance and scalability of the method.…

Numerical Analysis · Mathematics 2024-09-06 Anton Lebedev , Vassil Alexandrov

This paper introduces the theory and hardware implementation of two new algorithms for computing a single component of the discrete Fourier transform. In terms of multiplicative complexity, both algorithms are more efficient, in general,…

Discrete Mathematics · Computer Science 2018-01-24 G. Jerônimo da Silva , R. M. Campello de Souza , H. M. de Oliveira

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

Condensed Matter · Physics 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

We propose a new method based on discrete Fourier analysis to analyze the time evolutionary algorithms spend on plateaus. This immediately gives a concise proof of the classic estimate of the expected runtime of the $(1+1)$ evolutionary…

Neural and Evolutionary Computing · Computer Science 2025-01-30 Benjamin Doerr , Andrew James Kelley

A parallelized hybrid Monte Carlo (HMC) methodology is devised to quantify the microstructural evolution of polycrystalline material under elastic loading. The approach combines a time explicit material point method (MPM) for the mechanical…

Materials Science · Physics 2010-09-03 Liangzhe Zhang , Timothy Bartel , Mark T. Lusk

Variational Monte Carlo is a many-body numerical method that scales well with system size. It has been extended to study the Green function only recently by Charlebois and Imada (2020). Here we generalize the approach to systems with open…

Strongly Correlated Electrons · Physics 2022-12-20 P. Rosenberg , D. Sénéchal , A. -M. S. Tremblay , M. Charlebois

Quantum simulation using time evolution in phase estimation-based quantum algorithms can yield unbiased solutions of classically intractable models. However, long runtimes open such algorithms to decoherence. We show how measurement-based…

Quantum Physics · Physics 2022-08-11 Woo-Ram Lee , Zhangjie Qin , Robert Raussendorf , Eran Sela , V. W. Scarola

Numerical Generalized Randomized Hamiltonian Monte Carlo is introduced, as a robust, easy to use and computationally fast alternative to conventional Markov chain Monte Carlo methods for continuous target distributions. A wide class of…

Computation · Statistics 2022-02-01 Tore Selland Kleppe

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker

We present a new numerical algorithm and code, ${\sf GFiRe}$, for solving the non-linear evolution of Abelian gauge fields coupled to complex scalar fields in homogeneous and isotropic spacetimes. We adopt a hybrid approach to solving the…

Cosmology and Nongalactic Astrophysics · Physics 2020-05-20 Kaloian D. Lozanov , Mustafa A. Amin

Two meta-evolutionary optimization strategies described in this paper accelerate the convergence of evolutionary programming algorithms while still retaining much of their ability to deal with multi-modal problems. The strategies, called…

Neural and Evolutionary Computing · Computer Science 2009-03-26 Ted Dunning

Various kinetic Monte Carlo algorithms become inefficient when some of the population sizes in a system are large, which gives rise to a large number of reaction events per unit time. Here, we present a new acceleration algorithm based on…

Quantitative Methods · Quantitative Biology 2019-07-24 Yen Ting Lin , Song Feng , William S. Hlavacek

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 A. Bandrivskyy , S. Beri , D. G. Luchinsky , R. Mannella , P. V. E. McClintock