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Monte Carlo simulations of systems of particles such as hard spheres or soft spheres with singular kernels can display around a phase transition prohibitively long convergence times when using traditional Hasting-Metropolis reversible…

Statistical Mechanics · Physics 2023-10-10 Athina Monemvassitis , Arnaud Guillin , Manon Michel

This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…

Materials Science · Physics 2009-04-17 Peter Kratzer

Recently, a diffusion Monte Carlo algorithm was applied to the study of spin dependent interactions in condensed matter. Following some of the ideas presented therein, and applied to a Hamiltonian containing a Rashba-like interaction, a…

Strongly Correlated Electrons · Physics 2015-05-27 Alberto Ambrosetti , Pier Luigi Silvestrelli , Flavio Toigo , Lubos Mitas , Francesco Pederiva

The Metropolis Monte Carlo algorithm with the Finite Element method applied to compute electrostatic interaction energy between charge densities is described in this work. By using the Finite Element method to integrate numerically the…

Statistical Mechanics · Physics 2010-09-08 Martial Mazars

Piecewise-deterministic Markov processes combine continuous in time dynamics with jump events, the rates of which generally depend on the continuous variables and thus are not constants. This leads to a problem in a Monte-Carlo simulation…

Computational Physics · Physics 2025-01-14 Arkady Pikovsky

Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…

Statistical Mechanics · Physics 2024-06-11 Wouter Buijsman

We develop generalization of the fixed-phase diffusion Monte Carlo method for Hamiltonians which explicitly depend on particle spins such as for spin-orbit interactions. The method is formulated in zero variance manner and is similar to…

Strongly Correlated Electrons · Physics 2016-04-13 Cody A. Melton , Minyi Zhu , Shi Guo , Alberto Ambrosetti , Francesco Pederiva , Lubos Mitas

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…

Computation · Statistics 2020-04-28 Manon Michel , Alain Durmus , Stéphane Sénécal

We consider several multiscale-in-time kinetic Monte Carlo models, in which some variables evolve on a fast time scale, while the others evolve on a slow time scale. In the first two models we consider, a particle evolves in a…

Probability · Mathematics 2015-06-12 Salma Lahbabi , Frederic Legoll

We present an efficient method to perform overdamped Brownian dynamics simulations in external force fields and for particle interactions that include a hardcore part. The method applies to particle motion in one dimension, where it is…

Statistical Mechanics · Physics 2026-02-23 Alexander P. Antonov , Sören Schweers , Artem Ryabov , Philipp Maass

It is shown that the exact dynamics of a composite quantum system can be represented through a pair of product states which evolve according to a Markovian random jump process. This representation is used to design a general Monte Carlo…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

Numerically exact continuous-time Quantum Monte Carlo algorithm for finite fermionic systems with non-local interactions is proposed. The scheme is particularly applicable for general multi-band time-dependent correlations since it does not…

Strongly Correlated Electrons · Physics 2009-11-10 A. N. Rubtsov , A. I. Lichtenstein

Cellular scale decision making is modulated by the dynamics of signalling molecules and their diffusive trajectories from a source to small absorbing sites on the cellular surface. Diffusive capture problems are computationally challenging…

Numerical Analysis · Mathematics 2025-07-16 Alan E. Lindsay , Andrew J. Bernoff

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

A novel Stochastic Event-Driven Molecular Dynamics (SEDMD) algorithm is developed for the simulation of polymer chains suspended in a solvent. The polymers are represented as chains of hard spheres tethered by square wells and interact with…

Materials Science · Physics 2007-08-03 Aleksandar Donev , Alejandro L. Garcia , Berni J. Alder

The Dynamic Monte Carlo (DMC) method is an established molecular simulation technique for the analysis of the dynamics in colloidal suspensions. An excellent alternative to Brownian Dynamics or Molecular Dynamics simulation, DMC is…

Soft Condensed Matter · Physics 2020-07-15 Fabián A. García Daza , Alejandro Cuetos , Alessandro Patti

Polymer-assisted ion transport underpins both energy storage technologies and emerging neuromorphic computing devices. Efficient modeling of ion migration is essential for understanding the performance of batteries and memristors, but it…

Many spin systems affected by critical slowing down can be efficiently simulated using cluster algorithms. Where such systems have long-range interactions, suitable formulations can additionally bring down the computational effort for each…

Statistical Mechanics · Physics 2017-04-07 Emilio Flores-Sola , Martin Weigel , Ralph Kenna , Bertrand Berche

Random batch algorithms are constructed for quantum Monte Carlo simulations. The main objective is to alleviate the computational cost associated with the calculations of two-body interactions, including the pairwise interactions in the…

Computational Physics · Physics 2020-09-01 Shi Jin , Xiantao Li