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In this paper, we evaluate the performance of the multilevel Monte Carlo method (MLMC) for deterministic and uncertain hyperbolic systems, where randomness is introduced either in the modeling parameters or in the approximation algorithms.…

Numerical Analysis · Mathematics 2023-01-04 Junpeng Hu , Shi Jin , Jinglai Li , Lei Zhang

This article focuses on phase and aggregation behavior for linear chains composed of blocks of hydrophilic and hydrophobic segments. Phase and conformational transitions of patterned chains are relevant for understanding liquid-liquid…

Soft Condensed Matter · Physics 2024-05-15 Athanassios Z. Panagiotopoulos

Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…

Statistical Mechanics · Physics 2015-07-15 Konstantin S. Turitsyn , Michael Chertkov , Marija Vucelja

Monte Carlo simulation provides a powerful tool for understanding and exploring thermodynamic phase equilibria in many-particle interacting systems. Among the most physically intuitive simulation methods is Gibbs ensemble Monte Carlo…

Statistical Mechanics · Physics 2015-06-12 Alan R. Denton , Michael P. Schmidt

Meso-scale turbulence was originally observed experimentally in various suspensions of swimming bacteria, as well as in the collective motion of active colloids. The corresponding large-scale dynamical patterns were reproduced in a simple…

Soft Condensed Matter · Physics 2021-03-30 Vasco M. Worlitzer , Gil Ariel , Avraham Be'er , Holger Stark , Markus Bär , Sebastian Heidenreich

We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…

Numerical Analysis · Mathematics 2017-09-21 Emilio Zappa , Miranda Holmes-Cerfon , Jonathan Goodman

The triangular lattice model with nearest-neighbor attraction and third-neighbor repulsion, introduced in [J. Pekalski, A. Ciach and N. G. Almarza, arXiv:1401.0801 [cond-mat.soft]] is studied by Monte Carlo simulation. Introduction of…

Soft Condensed Matter · Physics 2015-06-18 N. G. Almarza , J. Pekalski , A. Ciach

We consider parallel asynchronous Markov Chain Monte Carlo (MCMC) sampling for problems where we can leverage (stochastic) gradients to define continuous dynamics which explore the target distribution. We outline a solution strategy for…

Machine Learning · Statistics 2016-12-09 Jost Tobias Springenberg , Aaron Klein , Stefan Falkner , Frank Hutter

Constrained decoding enables Language Models (LMs) to produce samples that provably satisfy hard constraints. However, existing constrained-decoding approaches often distort the underlying model distribution, a limitation that is especially…

Artificial Intelligence · Computer Science 2025-06-09 Emmanuel Anaya Gonzalez , Sairam Vaidya , Kanghee Park , Ruyi Ji , Taylor Berg-Kirkpatrick , Loris D'Antoni

Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

Statistical Mechanics · Physics 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

A surface model on compartmentalized spheres is studied by using the Monte Carlo simulation technique with dynamical triangulations. We found that the model exhibits a variety of phases: the spherical phase, the tubular phase, the planar…

Statistical Mechanics · Physics 2007-12-06 Hiroshi Koibuchi

The phase separation of a simple binary mixture of incompatible linear polymers in solution is investigated using an extension of the sedimentation equilibrium method, whereby the osmotic pressure of the mixture is extracted from the…

Soft Condensed Matter · Physics 2009-09-29 Chris I. Addison , Pierre-Arnaud Artola , Jean-Pierre Hansen , Ard A. Louis

We test the performance of a recently proposed fundamental measure density functional of aligned hard cylinders by calculating the phase diagram of a monodisperse fluid of these particles. We consider all possible liquid crystalline…

Soft Condensed Matter · Physics 2009-11-13 Jose A. Capitan , Yuri Martinez-Raton , Jose A. Cuesta

We study a model in which particles interact with short-ranged attractive and long-ranged repulsive interactions, in an attempt to model the equilibrium cluster phase recently discovered in sterically stabilized colloidal systems in the…

Soft Condensed Matter · Physics 2009-11-10 Francesco Sciortino , Stefano Mossa , Emanuela Zaccarelli , Piero Tartaglia

We introduce a new class of sequential Monte Carlo methods which reformulates the essence of the nested sampling method of Skilling (2006) in terms of sequential Monte Carlo techniques. Two new algorithms are proposed, nested sampling via…

Systems of hard nonspherical particles exhibit a variety of stable phases with different degrees of translational and orientational order, including isotropic liquid, solid crystal, rotator and a variety of liquid crystal phases. In this…

Soft Condensed Matter · Physics 2014-07-23 Duyu Chen , Yang Jiao , Salvatore Torquato

Monte Carlo methods play an important role in scientific computation, especially when problems have a vast phase space. In this lecture an introduction to the Monte Carlo method is given. Concepts such as Markov chains, detailed balance,…

Statistical Mechanics · Physics 2011-05-05 Helmut G. Katzgraber

A macroscopic mesoscopic, deterministic stochastic coupling strategy is proposed to accelerate the direct simulation Monte Carlo (DSMC) method for chemical reaction. First, a macroscopic synthetic equation is formulated by integrating…

Computational Physics · Physics 2026-05-14 Hong Deng , Liyan Luo , Lei Wu

It is common practice in molecular dynamics and Monte Carlo computer simulations to run multiple, separately-initialized simulations in order to improve the sampling of independent microstates. Here we examine the utility of an extreme case…

The behavior of a driven granular gas in a container consisting of $M$ connected compartments is studied employing a microscopic kinetic model. After obtaining the governing equations for the occupation numbers and the granular temperatures…

Statistical Mechanics · Physics 2009-11-10 U. Marini Bettolo Marconi , Massimo Conti