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We study the dynamics of parallel tempering simulations, also known as the replica exchange technique, which has become the method of choice for simulation of proteins and other complex systems. Recent results for the optimal choice of the…

Statistical Mechanics · Physics 2009-11-13 Walter Nadler , Ulrich H. E. Hansmann

Mean field-like approximations (including naive mean field, Bethe and Kikuchi and more general Cluster Variational Methods) are known to stabilize ordered phases at temperatures higher than the thermodynamical transition. For example, in…

Disordered Systems and Neural Networks · Physics 2015-06-22 A. Lage-Castellanos , R. Mulet , F. Ricci-Tersenghi

Parallel tempering and population annealing are both effective methods for simulating equilibrium systems with rough free energy landscapes. Parallel tempering, also known as replica exchange Monte Carlo, is a Markov chain Monte Carlo…

Statistical Mechanics · Physics 2011-09-05 Jon Machta , Richard S. Ellis

Monte Carlo simulation techniques, like simulated annealing and parallel tempering, are often used to evaluate low-temperature properties and find ground states of disordered systems. Here we compare these methods using direct calculations…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. J. Moreno , H. G. Katzgraber , Alexander K. Hartmann

Parallel tempering, also known as replica exchange Monte Carlo, is studied in the context of two simple free energy landscapes. The first is a double well potential defined by two macrostates separated by a barrier. The second is a `golf…

Statistical Mechanics · Physics 2013-05-29 Jon Machta

The reference field method, known as the difference formulation, is a key variance reduction technique for Monte Carlo simulations of thermal radiation transport problems. When the material temperature is relatively high and the spatial…

Computational Physics · Physics 2024-11-06 Minsheng Huang , Ruo Li , Kai Yan , Chengbao Yao , Wenjun Ying

Markov Chain Monte Carlo methods are algorithms used to sample probability distributions, commonly used to sample the Boltzmann distribution of physical/chemical models (e.g., protein folding, Ising model, etc.). This allows us to study…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-04 Aingeru Ramos , Jose A Pascual , Javier Navaridas , Ivan Coluzza

We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…

Astrophysics · Physics 2009-11-10 M. Juvela

Global optimization heuristics are popular to optimize hard non-convex problems. Despite their irrefutably large cost-to-solution, in the lack of other working greedy or convex approaches, global optimization algorithms remain the…

Optimization and Control · Mathematics 2025-02-24 Kayo Gonçalves-e-Silva , Samuel Xavier-de-Souza

We study the efficiency of parallel tempering Monte Carlo technique for calculating true ground states of the Edwards-Anderson spin glass model. Bimodal and Gaussian bond distributions were considered in two and three-dimensional lattices.…

Statistical Mechanics · Physics 2015-05-13 F. Roma , S. Risau-Gusman , A. J. Ramirez-Pastor , F. Nieto , E. E. Vogel

Over-parametrization was a crucial ingredient for recent developments in inference and machine-learning fields. However a good theory explaining this success is still lacking. In this paper we study a very simple case of mismatched…

Statistical Mechanics · Physics 2021-11-23 Maria Chiara Angelini , Paolo Fachin , Simone de Feo

The simulated tempering (ST) is an important method to deal with systems whose phase spaces are hard to sample ergodically. However, it uses accepting probabilities weights which often demand involving and time consuming calculations. Here…

Statistical Mechanics · Physics 2015-05-20 Carlos E. Fiore , M. G. E. da Luz

We start from recently published numerical data by Hatano and Gubernatis cond-mat/0008115 to discuss properties of convergence to equilibrium of optimized Monte Carlo methods (bivariate multi canonical and parallel tempering). We show that…

Statistical Mechanics · Physics 2009-10-31 E. Marinari , G. Parisi , F. Ricci-Tersenghi , F. Zuliani

Application of the replica exchange (i.e., parallel tempering) technique to Langevin Monte Carlo algorithms, especially stochastic gradient Langevin dynamics (SGLD), has scored great success in non-convex learning problems, but one…

Numerical Analysis · Mathematics 2023-01-06 Guanxun Li , Guang Lin , Zecheng Zhang , Quan Zhou

An efficient method for computing thermodynamic equilibrium states at the micromagnetic length scale is introduced, using the Markov chain Monte Carlo method. Trial moves include not only rotations of vectors, but also a change in their…

Mesoscale and Nanoscale Physics · Physics 2021-11-10 Serban Lepadatu

The results of numerical simulation using a modified Monte Carlo method with a thermostat algorithm for a pseudospin model of orthonickelates are presented. Temperature phase diagrams are constructed for various degrees of filling and for…

Statistical Mechanics · Physics 2025-11-18 V. S. Ryumshin , Yu. D. Panov , V. A. Ulitko , A. S. Moskvin

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

The method of tempered transitions was proposed by Neal (1996) for tackling the difficulties arising when using Markov chain Monte Carlo to sample from multimodal distributions. In common with methods such as simulated tempering and…

Computation · Statistics 2012-09-11 Gundula Behrens , Nial Friel , Merrilee Hurn

The replica-exchange Monte-Carlo (RXMC) method is a powerful Markov-chain Monte-Carlo algorithm for sampling from multi-modal distributions, which are challenging for conventional methods. The sampling efficiency of the RXMC method depends…

Computational Physics · Physics 2026-01-21 Tatsuya Miyata , Shunta Arai , Satoshi Takabe

We present the results of a large-scale numerical study of the equilibrium three-dimensional Edwards-Anderson Ising spin glass with Gaussian disorder. Using parallel tempering (replica exchange) Monte Carlo we measure various static, as…

Disordered Systems and Neural Networks · Physics 2013-01-07 Burcu Yucesoy , Jonathan Machta , Helmut G. Katzgraber