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We present a Monte Carlo method to compute efficiently susceptibilites or covariances of two physical variables. The method relies on a generalization of the exchange cluster algorithm to any model of interacting particles with any $2$-body…

Computational Physics · Physics 2025-02-11 Assaraf Roland , Chevreau Hilaire

Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…

Statistical Mechanics · Physics 2024-01-17 P. L. Ebert , D. Gessert , W. Janke , M. Weigel

We propose an algorithm for optimizations in which the gradients contain stochastic noise. This arises, for example, in structural optimizations when computations of forces and stresses rely on methods involving Monte Carlo sampling, such…

Materials Science · Physics 2022-11-30 Siyuan Chen , Shiwei Zhang

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

We show how to speed up global optimization of molecular structures using machine learning methods. To represent the molecular structures we introduce the auto-bag feature vector that combines: i) a local feature vector for each atom, ii)…

Computational Physics · Physics 2018-10-10 Søren A. Meldgaard , Esben L. Kolsbjerg , Bjørk Hammer

The Markov chain Monte Carlo method is a versatile tool in statistical physics to evaluate multi-dimensional integrals numerically. For the method to work effectively, we must consider the following key issues: the choice of ensemble, the…

Statistical Mechanics · Physics 2014-01-07 Synge Todo , Hidemaro Suwa

This paper considers global optimization with a black-box unknown objective function that can be non-convex and non-differentiable. Such a difficult optimization problem arises in many real-world applications, such as parameter tuning in…

Optimization and Control · Mathematics 2016-07-19 Kenji Kawaguchi , Yu Maruyama , Xiaoyu Zheng

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…

Statistical Mechanics · Physics 2009-11-11 Philipp Werner , Matthias Troyer

Efficient structure search is a major challenge in computational materials science. We present a modification of the basin hopping global geometry optimization approach that uses a curvilinear coordinate system to describe global trial…

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

Population annealing Monte Carlo is an efficient sequential algorithm for simulating k-local Boolean Hamiltonians. Because of its structure, the algorithm is inherently parallel and therefore well suited for large-scale simulations of…

Disordered Systems and Neural Networks · Physics 2018-11-26 Amin Barzegar , Christopher Pattison , Wenlong Wang , Helmut G. Katzgraber

We introduce a new Monte Carlo method by incorporating a guided distribution function to the conventional Monte Carlo method. In this way, the efficiency of Monte Carlo methods is drastically improved. To further speed up the algorithm, we…

Computational Physics · Physics 2009-11-07 S. P. Li

We present a fast, hierarchical, and adaptive algorithm for Metropolis Monte Carlo simulations of systems with long-range interactions that reproduces the dynamics of a standard implementation exactly, i.e., the generated configurations and…

Computational Physics · Physics 2023-07-27 Fabio Müller , Henrik Christiansen , Stefan Schnabel , Wolfhard Janke

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

Statistical Mechanics · Physics 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

We propose a new algorithm which works effectively in global updates in Monte Carlo study. We apply it to the quantum spin chain with next-nearest-neighbor interactions. We observe that Monte Carlo results are in excellent agreement with…

Condensed Matter · Physics 2017-02-01 Tomo Munehisa , Yasuko Munehisa

We propose a new globalization strategy that can be used in unconstrained optimization algorithms to support rapid convergence from remote starting points. Our approach is based on using multiple points at each iteration to build a…

Optimization and Control · Mathematics 2017-05-16 Figen Öztoprak , Ş. İlker Birbil

In this paper we present a dynamical Monte Carlo algorithm which is applicable to systems satisfying a clustering condition: during the dynamical evolution the system is mostly trapped in deep local minima (as happens in glasses, pinning…

Condensed Matter · Physics 2009-10-22 Werner Krauth , Olivier Pluchery

This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…

Optimization and Control · Mathematics 2018-02-22 Emmanuel Ogbe , Xiang Li

We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes