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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

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

The self-healing diffusion Monte Carlo algorithm (SHDMC) [Phys. Rev. B {\bf 79}, 195117 (2009), {\it ibid.} {\bf 80}, 125110 (2009)] is shown to be an accurate and robust method for calculating the ground state of atoms and molecules. By…

Strongly Correlated Electrons · Physics 2015-05-14 Michal Bajdich , Murilo L. Tiago , Randolph Q. Hood , Paul R. C. Kent , Fernando A. Reboredo

We report the development of a pattern-recognition scheme that takes into account both fcc and hcp adsorption sites in performing self-learning kinetic Monte Carlo (SLKMC-II) simulations on the fcc(111) surface. In this scheme, the local…

Materials Science · Physics 2014-04-22 Syed Islamuddin Shah , Giridhar Nandipati , Abdelkader Kara , Talat S. Rahman

The recently-introduced self-learning Monte Carlo method is a general-purpose numerical method that speeds up Monte Carlo simulations by training an effective model to propose uncorrelated configurations in the Markov chain. We implement…

Strongly Correlated Electrons · Physics 2017-10-11 Yuki Nagai , Huitao Shen , Yang Qi , Junwei Liu , Liang Fu

The Kinetic Monte Carlo (KMC) method has become an important tool for examination of phenomena like surface diffusion and thin film growth because of its ability to carry out simulations for time scales that are relevant to experiments. But…

Materials Science · Physics 2007-05-23 Talat S. Rahman , Abdelkader Kara , Altaf Karim , Oleg Trushin

The shell-model Monte Carlo (SMMC) technique transforms the traditional nuclear shell-model problem into a path-integral over auxiliary fields. We describe below the method and its applications to four physics issues: calculations of sdpf-…

Nuclear Theory · Physics 2009-10-31 D. J. Dean , J. A. White

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

Complex soft matter systems can be efficiently studied with the help of adaptive resolution simulation methods, concurrently employing two levels of resolution in different regions of the simulation domain. The non-matching properties of…

We show how accurate benchmark values of the surface formation energy of crystalline lithium hydride can be computed by the complementary techniques of quantum Monte Carlo (QMC) and wavefunction-based molecular quantum chemistry. To…

Materials Science · Physics 2010-11-10 S. J. Binnie , S. J. Nolan , N. D. Drummond , D. Alfè , N. L. Allan , F. R. Manby , M. J. Gillan

We describe a new Hybrid Monte Carlo (HMC) algorithm for dynamical overlap fermions, which improves the rate of topological index changes by adding an additional (intensive) term to the action for the molecular dynamics part of the…

High Energy Physics - Lattice · Physics 2012-02-28 Nigel Cundy , Weonjong Lee

Lattice-switch Monte Carlo (LSMC) is a method for evaluating the free energy between two given solid phases. LSMC is a general method, being applicable to a wide range of problems and interatomic potentials. Furthermore it is extremely…

Computational Physics · Physics 2017-04-21 T. L. Underwood , G. J. Ackland

Predicting the thermodynamic properties of mixtures is crucial for process design and optimization in chemical engineering. Machine learning (ML) methods are gaining increasing attention in this field, but experimental data for training are…

Machine Learning · Computer Science 2024-10-10 Dominik Gond , Jan-Tobias Sohns , Heike Leitte , Hans Hasse , Fabian Jirasek

Warm dense matter (WDM) is an active field of research, with applications ranging from astrophysics to inertial confinement fusion. Ionization degree and continuum lowering are important quantities to understand how materials behave under…

In the last few years we have been developing a Monte Carlo simulation method to cope with systems of many electrons and ions in the Born-Oppenheimer (BO) approximation, the Coupled Electron-Ion Monte Carlo Method (CEIMC). Electronic…

Computational Physics · Physics 2007-05-23 Carlo Pierleoni , David M. Ceperley

The hybrid Monte Carlo (HMC) algorithm is applied for the Bayesian inference of the stochastic volatility (SV) model. We use the HMC algorithm for the Markov chain Monte Carlo updates of volatility variables of the SV model. First we…

Computational Finance · Quantitative Finance 2010-12-30 Tetsuya Takaishi

We present a novel way of performing kinetic Monte Carlo simulations which does not require an {\it a priori} list of diffusion processes and their associated energetics and reaction rates. Rather, at any time during the simulation,…

Materials Science · Physics 2009-11-11 Oleg Trushin , Altaf Karim , Abdelkader Kara , Talat S. Rahman

The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the…

Computational Finance · Quantitative Finance 2014-08-15 Tetsuya Takaishi

In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…

Machine Learning · Statistics 2026-04-17 Connie Trojan , Pavel Myshkov , Paul Fearnhead , James Hensman , Tom Minka , Christopher Nemeth

An overview of recent work on Monte Carlo simulations of a granular binary mixture is presented. The results are obtained numerically solving the Enskog equation for inelastic hard-spheres by means of an extension of the well-known direct…

Fluid Dynamics · Physics 2007-05-23 J. M. Montanero