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A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…

Statistical Mechanics · Physics 2009-05-21 L. A. Fernandez , V. Martin-Mayor , P. Verrocchio

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

Parallel tempering is popular method for allowing MCMC algorithms to properly explore a $d$-dimensional multimodal target density. One problem with traditional power-based parallel tempering for multimodal targets is that the proportion of…

Computation · Statistics 2018-10-16 Nicholas G. Tawn , Gareth O. Roberts

We present an adaptive multi-GPU Exchange Monte Carlo method designed for the simulation of the 3D Random Field Model. The algorithm design is based on a two-level parallelization scheme that allows the method to scale its performance in…

Computational Physics · Physics 2016-08-10 C. A. Navarro , Wei Huang , Youjin Deng

Parallel tempering Monte Carlo simulations have been applied to a variety of systems presenting rugged free-energy landscapes. Despite this, its efficiency depends strongly on the temperature set. With this query in mind, we present a…

Statistical Mechanics · Physics 2011-09-20 Carlos E. Fiore

We propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is…

Condensed Matter · Physics 2009-10-28 Koji Hukushima , Koji Nemoto

In 1986, Swendsen and Wang proposed a replica Monte Carlo algorithm for spin glasses [Phys. Rev. Lett. 57 (1986) 2607]. Two important ingredients are present, (1) the use of a collection of systems (replicas) at different of temperatures,…

Statistical Mechanics · Physics 2009-11-10 Jian-Sheng Wang , Robert H. Swendsen

We propose a new global optimization method ({\em Simulated Tempering}) for simulating effectively a system with a rough free energy landscape (i.e. many coexisting states) at finite non-zero temperature. This method is related to simulated…

High Energy Physics - Lattice · Physics 2010-12-17 Enzo Marinari , Giorgio Parisi

A variant of the parallel tempering method is proposed in terms of a stochastic switching process for the coupled dynamics of replica configuration and temperature permutation. This formulation is shown to facilitate the analysis of the…

Chemical Physics · Physics 2017-12-20 Jianfeng Lu , Eric Vanden-Eijnden

We propose a new strategy for Monte Carlo (MC) optimization on rugged multidimensional landscapes. The strategy is based on querying the statistical properties of the landscape in order to find the temperature at which the mean first…

Computational Physics · Physics 2015-06-04 Denis Tolkunov , Alexandre V. Morozov

In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…

Soft Condensed Matter · Physics 2025-09-05 Till Böhmer , Jeppe C. Dyre , Lorenzo Costigliola

Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…

Probability · Mathematics 2012-06-14 Paul Dupuis , Yufei Liu , Nuria Plattner , J. D. Doll

A new computational method for finite-temperature properties of strongly correlated electrons is proposed by extending the variational Monte Carlo method originally developed for the ground state. The method is based on the path integral in…

Strongly Correlated Electrons · Physics 2016-06-10 Kensaku Takai , Kota Ido , Takahiro Misawa , Youhei Yamaji , Masatoshi Imada

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

Successful computer studies of glass-forming materials need to overcome both the natural tendency to structural ordering and the dramatic increase of relaxation times at low temperatures. We present a comprehensive analysis of eleven…

Statistical Mechanics · Physics 2017-06-09 Andrea Ninarello , Ludovic Berthier , Daniele Coslovich

Parallel tempering (PT) is a class of Markov chain Monte Carlo algorithms that constructs a path of distributions annealing between a tractable reference and an intractable target, and then interchanges states along the path to improve…

Simulated and parallel tempering are families of Markov Chain Monte Carlo algorithms where a temperature parameter is varied during the simulation to overcome bottlenecks to convergence due to multimodality. In this work we introduce and…

Discrete Mathematics · Computer Science 2016-07-20 Nayantara Bhatnagar , Dana Randall

We investigate the theoretical foundations of the simulated tempering method and use our findings to design efficient algorithms. Employing a large deviation argument first used for replica exchange molecular dynamics [Plattner et al., J.…

Chemical Physics · Physics 2019-02-08 Anton Martinsson , Jianfeng Lu , Benedict Leimkuhler , Eric Vanden-Eijnden

Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…

Computation · Statistics 2021-07-28 Saifuddin Syed , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

We apply a recently developed adaptive algorithm that systematically improves the efficiency of parallel tempering or replica exchange methods in the numerical simulation of small proteins. Feedback iterations allow us to identify an…

Quantitative Methods · Quantitative Biology 2007-05-23 Simon Trebst , Matthias Troyer , Ulrich H. E. Hansmann