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The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in enhancing phase space mixing of these protocols, thus…

Statistical Mechanics · Physics 2011-12-06 John D. Chodera , Michael R. Shirts

Recent advances in random-walk particle-tracking have enabled direct simulation of mixing and reactions on particles by allowing the particles to interact with each other using a multi-point mass transfer scheme. The mass transfer scheme…

Computational Physics · Physics 2019-04-22 Nicholas B. Engdahl , Michael J. Schmidt , David A. Benson

In replica exchange Monte Carlo (REM), tuning of the temperature set and the exchange scheduling are crucial in improving the accuracy and reducing calculation time. In multi-dimensional simulated tempering, the first order phase transition…

Statistical Mechanics · Physics 2016-12-28 Kenji Kimura , Saburo Higuchi

In big data context, traditional MCMC methods, such as Metropolis-Hastings algorithms and hybrid Monte Carlo, scale poorly because of their need to evaluate the likelihood over the whole data set at each iteration. In order to resurrect…

Computation · Statistics 2017-06-20 Changye Wu , Christian P. Robert

In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…

Statistical Mechanics · Physics 2015-05-20 Gerardo Odriozola

We introduce a parallel Wang-Landau method based on the replica-exchange framework for Monte Carlo simulations. To demonstrate its advantages and general applicability for simulations of complex systems, we apply it to different spin models…

Computational Physics · Physics 2013-05-27 Thomas Vogel , Ying Wai Li , Thomas Wüst , David P. Landau

We show how a Monte Carlo method for generating self-avoiding walks on lattice geometries which employs a binary-tree data structure can be adapted for hard-sphere polymers with continuous degrees of freedom. Data suggests that the time per…

Statistical Mechanics · Physics 2023-12-01 Stefan Schnabel , Wolfhard Janke

We have developed a new simulation algorithm for free-energy calculations. The method is a multidimensional extension of the replica-exchange method. While pairs of replicas with different temperatures are exchanged during the simulation in…

Statistical Mechanics · Physics 2009-10-31 Yuji Sugita , Akio Kitao , Yuko Okamoto

Monte Carlo methods, such as Markov chain Monte Carlo (MCMC) algorithms, have become very popular in signal processing over the last years. In this work, we introduce a novel MCMC scheme where parallel MCMC chains interact, adapting…

Computation · Statistics 2016-09-27 L. Martino , V. Elvira , D. Luengo , F. Louzada

While generally considered computationally expensive, Uncertainty Quantification using Monte Carlo sampling remains beneficial for applications with uncertainties of high dimension. As an extension of the naive Monte Carlo method, the…

Computational Engineering, Finance, and Science · Computer Science 2026-01-06 Robert Hahn , Sebastian Schöps

Generalized ensemble methods such as Hamiltonian replica exchange (HREX) and expanded ensemble (EE) have been shown effective in free energy calculations for various contexts, given their ability to circumvent free energy barriers via…

Statistical Mechanics · Physics 2024-04-12 Wei-Tse Hsu , Michael R. Shirts

The Hybrid Monte Carlo algorithm is adapted to the simulation of a system of classical degrees of freedom coupled to non self-interacting lattices fermions. The diagonalization of the Hamiltonian matrix is avoided by introducing a…

Strongly Correlated Electrons · Physics 2009-10-31 J. L. Alonso , L. A. Fernandez , F. Guinea , V. Laliena , V. Martin-Mayor

The presence of erratic or unstable paths in standard kinetic Monte Carlo simulations significantly undermines the accurate simulation and sampling of transition pathways. While typically reliable methods, such as the Gillespie algorithm,…

Statistical Mechanics · Physics 2024-12-03 Elad Korngut , Ohad Vilk , Michael Assaf

A novel algorithm for computing the action of a matrix exponential over a vector is proposed. The algorithm is based on a multilevel Monte Carlo method, and the vector solution is computed probabilistically generating suitable random paths…

Numerical Analysis · Mathematics 2019-07-05 Juan A. Acebron , Jose R. Herrero , Jose Monteiro

Parallel tempering, also known as replica exchange Monte Carlo, is studied in the context of two simple free energy landscapes. The first is a double well potential defined by two macrostates separated by a barrier. The second is a `golf…

Statistical Mechanics · Physics 2013-05-29 Jon Machta

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

Replica Exchange (RE) simulations have emerged as an important algorithmic tool for the molecular sciences. RE simulations involve the concurrent execution of independent simulations which infrequently interact and exchange information. The…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-22 Antons Treikalis , Andre Merzky , Haoyuan Chen , Tai-Sung Lee , Darrin M. York , Shantenu Jha

The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…

Condensed Matter · Physics 2009-10-28 M. P. Nightingale , H. W. J. Bloete

We propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is…

Condensed Matter · Physics 2009-10-28 Koji Hukushima , Koji Nemoto

Monte Carlo (MC) methods for numerical integration seem to be embarassingly parallel on first sight. When adaptive schemes are applied in order to enhance convergence however, the seemingly most natural way of replicating the whole job on…

Computational Physics · Physics 2009-10-30 Richard Kreckel