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The computational complexity of naive, sampling-based uncertainty quantification for 3D partial differential equations is extremely high. Multilevel approaches, such as multilevel Monte Carlo (MLMC), can reduce the complexity significantly,…

Computational Engineering, Finance, and Science · Computer Science 2016-07-13 Björn Gmeiner , Daniel Drzisga , Ulrich Ruede , Robert Scheichl , Barbara Wohlmuth

The event-chain Monte Carlo (ECMC) method is an irreversible Markov process based on the factorized Metropolis filter and the concept of lifted Markov chains. Here, ECMC is applied to all-atom models of multi-particle interactions that…

Statistical Mechanics · Physics 2018-09-13 Michael F. Faulkner , Liang Qin , A. C. Maggs , Werner Krauth

Heterogeneous multiscale methods (HMM) combine molecular accuracy of particle-based simulations with the computational efficiency of continuum descriptions to model flow in soft matter liquids. In these schemes, molecular simulations…

We introduce a theoretical approach to study the quantum-dissipative dynamics of electronic excitations in macromolecules, which enables to perform calculations in large systems and cover long time intervals. All the parameters of the…

Mesoscale and Nanoscale Physics · Physics 2016-07-20 S. A Beccara , F. Mascherpa , E. Schneider , P. Faccioli

The Metropolis implementation of the Monte Carlo algorithm has been developed to study the equilibrium thermodynamics of many-body systems. Choosing small trial moves, the trajectories obtained applying this algorithm agree with those…

Other Quantitative Biology · Quantitative Biology 2009-11-13 G. Tiana , L. Sutto , R. A. Broglia

The Metropolis algorithm is a Markov chain Monte Carlo (MCMC) algorithm used to simulate from parameter distributions of interest, such as generalized linear model parameters. The "Metropolis step" is a keystone concept that underlies…

Computation · Statistics 2023-08-31 Alexander P Keil , Jessie K Edwards , Ashley I Naimi , Stephen R Cole

A cell lists method based on doubly linked lists and with complexity O(N) is developed for particle deletion and insertion in reaction ensemble Monte Carlo simulation. Because the random move in Metropolis algorithm can be reduced to…

Computational Physics · Physics 2020-03-13 Shaoyun Wang , Chaohui Tong

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey

A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…

Statistical Mechanics · Physics 2009-10-31 Ronald Dickman

We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…

Statistical Mechanics · Physics 2007-06-27 P. A. McClarty

Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…

Computational Physics · Physics 2013-08-26 Joshua A. Anderson , Eric Jankowski , Thomas L. Grubb , Michael Engel , Sharon C. Glotzer

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

We simulate TIP3P water using a constrained Monte Carlo algorithm to generate electrostatic interactions eliminating the need to sum over long ranged Coulomb interactions. We study discretization errors when interpolating charges using…

Soft Condensed Matter · Physics 2009-11-11 A. C. Maggs

The entanglement entropy probing novel phases and phase transitions numerically via quantum Monte Carlo has made great achievements in large-scale interacting spin/boson systems. In contrast, the numerical exploration in interacting fermion…

Statistical Mechanics · Physics 2025-05-15 Weilun Jiang , Gaopei Pan , Zhe Wang , Bin-Bin Mao , Heng Shen , Zheng Yan

An efficient O(N) cluster Monte Carlo method for Ising models with long-range interactions is presented. Our novel algorithm does not introduce any cutoff for interaction range and thus it strictly fulfills the detailed balance. The…

Statistical Mechanics · Physics 2009-11-13 Kouki Fukui , Synge Todo

The binary Monte Carlo (MC) collision algorithm is a standard and robust method to include binary Coulomb collision effects in particle-in-cell (PIC) simulations of plasmas. Here, we show that the coupling between PIC and MC algorithms can…

Plasma Physics · Physics 2021-01-15 E. Paulo Alves , Warren B. Mori , Frederico Fiuza

The nested sampling algorithm has been shown to be a general method for calculating the pressure-temperature-composition phase diagrams of materials. While the previous implementation used single-particle Monte Carlo moves, these are…

Statistical Mechanics · Physics 2017-11-17 Robert J. N. Baldock , Noam Bernstein , K. Michael Salerno , Lívia B. Pártay , Gábor Csányi

Dielectrically confined Coulomb systems are widely employed in molecular dynamics (MD) simulations. Despite extensive efforts in developing efficient and accurate algorithms for these systems, rigorous and accurate error estimates, which…

Numerical Analysis · Mathematics 2025-03-25 Xuanzhao Gao , Qi Zhou , Zecheng Gan , Jiuyang Liang

Rigid bodies, made of smaller composite beads, are commonly used to simulate anisotropic particles with molecular dynamics or Monte Carlo methods. To accurately represent the particle shape and to obtain smooth and realistic effective pair…

Soft Condensed Matter · Physics 2024-02-20 B. Rusen Argun , Yu Fu , Antonia Statt
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