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Related papers: Hard-disk dipoles and non-reversible Markov chains

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We analyze the convergence of the irreversible event-chain Monte Carlo algorithm for continuous spin models in the presence of topological excitations. In the two-dimensional XY model, we show that the local nature of the Markov-chain…

Statistical Mechanics · Physics 2018-09-13 Ze Lei , Werner Krauth

The seminal 2009 paper by Bernard, Krauth, and Wilson marked a paradigm shift in Monte Carlo sampling. By abandoning the restrictive condition of detailed balance in favor of the more fundamental principle of global balance, they introduced…

Computational Physics · Physics 2026-02-10 E. A. J. F. Peters

Equilibrium sampling of the configuration space in disordered systems requires algorithms that bypass the glassy slowing down of the physical dynamics. Irreversible Monte Carlo algorithms breaking detailed balance successfully accelerate…

Disordered Systems and Neural Networks · Physics 2024-07-15 Federico Ghimenti , Ludovic Berthier , Frédéric van Wijland

We study the dynamics of one-dimensional (1D) interacting particles simulated with the event-chain Monte Carlo algorithm (ECMC). We argue that previous versions of the algorithm suffer from a mismatch in the factor potential between…

Statistical Mechanics · Physics 2019-04-10 Ze Lei , Werner Krauth , A. C. Maggs

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

Colloids have a striking relevance in a wide spectrum of industrial formulations, spanning from personal care products to protective paints. Their behaviour can be easily influenced by extremely weak forces, which disturb their…

Soft Condensed Matter · Physics 2018-06-14 Daniel Corbett , Alejandro Cuetos , Matthew Dennison , Alessandro Patti

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…

Machine Learning · Statistics 2016-09-15 Xiaoyu Lu , Valerio Perrone , Leonard Hasenclever , Yee Whye Teh , Sebastian J. Vollmer

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

We present a cluster kinetic Monte-Carlo algorithm for active matter systems of self-propelled particles with special focus on steric interactions. The kinetic event-chain algorithm is based on the event-chain Monte-Carlo method and is…

Soft Condensed Matter · Physics 2026-05-07 Nico Schaffrath , Thevashangar Sathiyanesan , Tobias A. Kampmann , Jan Kierfeld

Conventional molecular dynamics (MD) simulations struggle when simulating particles with steeply varying interaction potentials, due to the need to use a very short time step. Here, we demonstrate that an event-driven Monte Carlo (EDMC)…

Soft Condensed Matter · Physics 2025-10-09 Antoine Castagnède , Laura Filion , Frank Smallenburg

In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…

Statistical Mechanics · Physics 2014-02-10 Manon Michel , Sebastian C. Kapfer , Werner Krauth

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

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo method that allows to sample high dimensional probability measures. It relies on the integration of the Hamiltonian dynamics to propose a move which is then accepted or rejected…

Numerical Analysis · Mathematics 2023-08-08 Tony Lelièvre , Régis Santet , Gabriel Stoltz

An important task in the simulation of hard spheres and other hard particles is structure prediction via equilibration. Event-driven molecular dynamics is efficient because its Newtonian dynamics equilibrates fluctuations with the speed of…

Soft Condensed Matter · Physics 2019-05-07 Marco Klement , Michael Engel

There is substantial empirical evidence about the success of dynamic implementations of Hamiltonian Monte Carlo (HMC), such as the No U-Turn Sampler (NUTS), in many challenging inference problems but theoretical results about their behavior…

Computation · Statistics 2024-10-21 Alain Durmus , Samuel Gruffaz , Miika Kailas , Eero Saksman , Matti Vihola

We combine parallelization and cluster Monte Carlo for hard sphere systems and present a parallelized event chain algorithm for the hard disk system in two dimensions. For parallelization we use a spatial partitioning approach into…

Statistical Mechanics · Physics 2014-12-18 Tobias Alexander Kampmann , Horst-Holger Boltz , Jan Kierfeld

Colloidal particles suspended in liquid crystals can exhibit various effective anisotropic interactions that can be tuned and utilized in self-assembly processes. We simulate a two-dimensional system of hard disks suspended in a solution of…

Soft Condensed Matter · Physics 2020-07-30 David Müller , Tobias A. Kampmann , Jan Kierfeld

An irreversible Markov-chain Monte Carlo (MCMC) algorithm with skew detailed balance conditions originally proposed by Turitsyn et al. is extended to general discrete systems on the basis of the Metropolis-Hastings scheme. To evaluate the…

Statistical Mechanics · Physics 2016-04-21 Yuji Sakai , Koji Hukushima

We extend the event-chain Monte Carlo algorithm from hard-sphere interactions to the micro-canonical ensemble (constant potential energy) for general potentials. This event-driven Monte Carlo algorithm is non-local, rejection-free, and…

Statistical Mechanics · Physics 2022-08-31 Etienne P. Bernard , Werner Krauth

Kinetic Monte Carlo (KMC) is an important computational tool in physics and chemistry. In contrast to standard Monte Carlo, KMC permits the description of time dependent dynamical processes and is not restricted to systems in equilibrium.…

Computational Physics · Physics 2020-04-22 William Robert Saunders , James Grant , Eike Hermann Müller , Ian Thompson