Related papers: Novel ensemble algorithms for random two-domain pa…
We generalize the rejection-free event-chain Monte Carlo algorithm from many particle systems with pairwise interactions to systems with arbitrary three- or many-particle interactions. We introduce generalized lifting probabilities between…
New hybrid Molecular Dynamics-Monte Carlo methods are proposed to increase the efficiency of constant-pressure simulations. Two variations of the isobaric Molecular Dynamics component of the algorithms are considered. In the first, we use…
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…
We develop a new numerical scheme which allows precise solution of coherent tunneling problems, i.e., problems with exponentially small transition amplitudes between quasidegenerate states. We explain how this method works for the…
We present a Monte Carlo algorithm for selectively sampling radial distribution functions and effective interaction potentials in asymmetric liquid mixtures. We demonstrate its efficiency for hard-sphere mixtures, and for model systems with…
A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…
We generalize a recently developed method for accelerated Monte Carlo calculation of path integrals to the physically relevant case of generic many-body systems. This is done by developing an analytic procedure for constructing a hierarchy…
Coulomb and log-gases are exchangeable singular Boltzmann-Gibbs measures appearing in mathematical physics at many places, in particular in random matrix theory. We explore experimentally an efficient numerical method for simulating such…
In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…
We propose a Monte Carlo algorithm designed to simulate quantum as well as classical systems at equilibrium, bridging the algorithmic gap between quantum and classical thermal simulation algorithms. The method is based on a novel…
We introduce a numerical algorithm to stochastically sample the dual fermion perturbation series around the dynamical mean field theory, generating all topologies of two-particle interaction vertices. We show results in the weak and strong…
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…
``Extended Ensemble Monte Carlo''is a generic term that indicates a set of algorithms which are now popular in a variety of fields in physics and statistical information processing. Exchange Monte Carlo (Metropolis-Coupled Chain, Parallel…
A mixture of experts models the conditional density of a response variable using a mixture of regression models with covariate-dependent mixture weights. We extend the finite mixture of experts model by allowing the parameters in both the…
The task of accurately locating fluid phase boundaries by means of computer simulation is hampered by problems associated with sampling both coexisting phases in a single simulation run. We explain the physical background to these problems…
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to…
We develop a parallel rejection algorithm to tackle the problem of low acceptance in Monte Carlo methods, and apply it to the simulation of the hopping conduction in Coulomb glasses using Graphics Processing Units, for which we also…
The main goal of this paper is to define and study new methods for the computation of effective coefficients in the homogenization of divergence-form operators with random coefficients. The methods introduced here are proved to have optimal…
Multiscale problems can usually be approximated through numerical homogenization by an equation with some effective parameters that can capture the macroscopic behavior of the original system on the coarse grid to speed up the simulation.…