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Optimization plays a significant role in many areas of science and technology. Most of the industrial optimization problems have inordinately complex structures that render finding their global minima a daunting task. Therefore, designing…

Disordered Systems and Neural Networks · Physics 2021-09-09 Amin Barzegar , Anuj Kankani , Salvatore Mandrà , Helmut G. Katzgraber

New sampling algorithms based on simulating continuous-time stochastic processes called piece-wise deterministic Markov processes (PDMPs) have shown considerable promise. However, these methods can struggle to sample from multi-modal or…

Methodology · Statistics 2022-05-31 Matthew Sutton , Robert Salomone , Augustin Chevallier , Paul Fearnhead

A systematically improvable wave function is proposed for the numerical solution of strongly correlated systems. With a stochastic optimization method, based on the auxiliary field quantum Monte Carlo technique, an effective temperature…

Strongly Correlated Electrons · Physics 2022-03-22 Sandro Sorella

We present results from Monte Carlo simulations of the one-dimensional Ising spin glass with power-law interactions at low temperature, using the parallel tempering Monte Carlo method. For a set of parameters where the long-range part of…

Disordered Systems and Neural Networks · Physics 2007-05-23 H. G. Katzgraber , A. P. Young

The effectiveness of a new algorithm, parallel tempering, is studied for numerical simulations of biological molecules. These molecules suffer from a rough energy landscape. The resulting slowing down in numerical simulations is overcome by…

Chemical Physics · Physics 2009-10-30 Ulrich H. E. Hansmann

Computer simulations are used to study a three-dimensional polydisperse model glassformer in a replica-coupling setup where an attractive field $\propto - \varepsilon Q$ of strength $\varepsilon$ can adjust the similarity of the system to a…

Soft Condensed Matter · Physics 2024-02-07 Niklas Küchler , Jürgen Horbach

Using Monte Carlo simulations we study cooling-rate effects in a three-dimensional Ising model with four-spin interaction. During coarsening, this model develops growing energy barriers which at low temperature lead to very slow dynamics.…

Statistical Mechanics · Physics 2009-10-31 A. Lipowski , D. Johnston

We implemented a GPU based parallel code to perform Monte Carlo simulations of the two dimensional q-state Potts model. The algorithm is based on a checkerboard update scheme and assigns independent random numbers generators to each thread.…

Statistical Mechanics · Physics 2012-03-12 Ezequiel E. Ferrero , Juan Pablo De Francesco , Nicolás Wolovick , Sergio A. Cannas

The swap Monte Carlo algorithm combines the translational motion with the exchange of particle species, and is unprecedentedly efficient for some models of glass former. In order to clarify the physics underlying this acceleration, we study…

Disordered Systems and Neural Networks · Physics 2017-12-29 Harukuni Ikeda , Francesco Zamponi , Atsushi Ikeda

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

Nearest-neighbor Heisenberg antiferromagnet on a face-centered cubic lattice is studied by extensive Monte Carlo simulations in zero magnetic field. The parallel tempering algorithm is utilized, which allows to overcome a slow relaxation of…

Statistical Mechanics · Physics 2007-05-23 M. V. Gvozdikova , M. E. Zhitomirsky

The paper addresses the problem of time offset synchronization in the presence of temperature variations, which lead to a non-Gaussian environment. In this context, regular Kalman filtering reveals to be suboptimal. A functional…

Networking and Internet Architecture · Computer Science 2022-12-15 Maurizio Mongelli , Stefano Scanzio

Simulated tempering is popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. One problem with simulated tempering for multimodal targets is that the weights of the various modes change for…

Computation · Statistics 2019-02-12 Nicholas G. Tawn , Gareth O. Roberts , Jeffrey S. Rosenthal

This paper proposes a higher-order multiscale computational method for nonlinear thermo-electric coupling problems of composite structures, which possess temperature-dependent material properties and nonlinear Joule heating. The innovative…

Numerical Analysis · Mathematics 2025-01-24 Hao Dong , Zongze Yang , Yufeng Nie

In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…

Statistical Mechanics · Physics 2015-05-20 Gerardo Odriozola

By analogy with Monte Carlo algorithms, we propose new strategies for design and redesign of small molecule libraries in high-throughput experimentation, or combinatorial chemistry. Several Monte Carlo methods are examined, including…

Statistical Mechanics · Physics 2007-05-23 Ligang Chen , Michael W. Deem

This paper presents a systematic method for the selection of the Model Predictive Control (MPC) stage cost. We match the MPC feedback law to a proportional-integral (PI) controller, which we efficiently tune by high-performance Monte Carlo…

Systems and Control · Electrical Eng. & Systems 2022-12-06 Morten Ryberg Wahlgreen , John Bagterp Jørgensen , Mario Zanon

Markov Chain Monte Carlo (MCMC) algorithms are essential tools in computational statistics for sampling from unnormalised probability distributions, but can be fragile when targeting high-dimensional, multimodal, or complex target…

Results from Monte Carlo simulations of the two-dimensional gauge glass supporting a zero-temperature transition are presented. A finite-size scaling analysis of the correlation length shows that the system does not exhibit spin-glass order…

Disordered Systems and Neural Networks · Physics 2007-05-23 Helmut G. Katzgraber

We investigate the ground-state properties of the highly degenerate non-coplanar phase of the classical bilinear-biquadratic Heisenberg model on the triangular lattice with Monte Carlo simulations. For that purpose, we introduce an Ising…

Strongly Correlated Electrons · Physics 2013-09-09 Sandro Wenzel , Sergey E. Korshunov , Karlo Penc , Frédéric Mila