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The Hamiltonian Monte Carlo (HMC) sampling algorithm exploits Hamiltonian dynamics to construct efficient Markov Chain Monte Carlo (MCMC), which has become increasingly popular in machine learning and statistics. Since HMC uses the gradient…

Machine Learning · Computer Science 2019-06-04 Minghao Gu , Shiliang Sun

We present a new Monte Carlo scheme for the efficient simulation of multi-polymer systems. The method permits chains to be inserted into the system using a biased growth technique. The growth proceeds via the use of a retractable feeler,…

Statistical Mechanics · Physics 2009-10-31 S. Consta , N. B. Wilding , D. Frenkel , Z. Alexandrowicz

The Derivative Source Method (DSM) takes derivatives of a particle transport equation with respect to selected parameters and solves them via the standard Monte Carlo random walk simulation along with the original transport problem. The…

Computational Physics · Physics 2025-01-14 Ilham Variansyah , Ryan G. McClarren , Todd S. Palmer

An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…

Chemical Physics · Physics 2009-11-10 L. Muehlbacher , J. Ankerhold , C. Escher

This report shows that significant reduction in fuel use could be achieved by the adoption of `free flight' type of trajectories in the Terminal Manoeuvring Area (TMA) of an airport, under the control of an algorithm which optimises the…

Optimization and Control · Mathematics 2015-06-10 A. J. Eele , J. M. Maciejowski

This paper gives an overview of the particle transport theory essentials, the basics of particle-material interaction simulation, physical quantities needed to simulate particle transport and interactions in materials, Monte Carlo…

Accelerator Physics · Physics 2020-06-18 Nikolai Mokhov

In the context of Monte Carlo sampling for lattice models, the complexity of the energy landscape often leads to Markov chains being trapped in local optima, thereby increasing the correlation between samples and reducing sampling…

Statistical Mechanics · Physics 2024-10-29 Jiewei Ding , Jiahao Su , Ho-Kin Tang , Wing Chi Yu

We propose a new strategy for Monte Carlo (MC) optimization on rugged multidimensional landscapes. The strategy is based on querying the statistical properties of the landscape in order to find the temperature at which the mean first…

Computational Physics · Physics 2015-06-04 Denis Tolkunov , Alexandre V. Morozov

Atomistic simulations of heat transport in complex materials are costly and hard to converge. This has led to the development of several noise-reduction techniques applicable to equilibrium molecular-dynamics (MD) simulations. We analyze…

Materials Science · Physics 2025-11-19 Sandro Wieser , YuJie Cen , Georg K. H. Madsen , Jesús Carrete

Metal hydrides are promising candidates for hydrogen storage applications. From a materials discovery perspective, an accurate, efficient computational workflow is urgently required that can rapidly analyze/predict thermodynamic properties…

Materials Science · Physics 2023-08-08 Swati Rana , Dayadeep S. Monder , Abhijit Chatterjee

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an…

Computation · Statistics 2017-04-19 Cheng Zhang , Babak Shahbaba , Hongkai Zhao

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

This work describes methodologies to successfully implement the Implicit Monte Carlo (IMC) scheme for thermal radiative transfer in reduced-precision floating-point arithmetic. The methods used can be broadly categorized into scaling…

Computational Physics · Physics 2025-10-27 Simon Butson , Mathew Cleveland , Alex Long , Todd Palmer

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 analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang

Bayesian parameter inference for complex stochastic simulators is challenging due to intractable likelihood functions. Existing simulation-based inference methods often require large number of simulations and become costly to use in…

Machine Learning · Computer Science 2026-04-06 Vasilis Gkolemis , Christos Diou , Michael U. Gutmann

The net charge of solvated entities, ranging from polyelectrolytes and biomolecules to charged nanoparticles and membranes, depends on the local dissociation equilibrium of individual ionizable groups. Incorporation of this phenomenon,…

Soft Condensed Matter · Physics 2022-01-25 Tine Curk , Jiaxing Yuan , Erik Luijten

We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. The algorithm avoids the computation of almost all non-leading terms. Its use is illustrated by…

High Energy Physics - Lattice · Physics 2009-10-31 T. Bakeyev , Ph. de Forcrand

QMCPACK has enabled cutting-edge materials research on supercomputers for over a decade. It scales nearly ideally but has low single-node efficiency due to the physics-based abstractions using array-of-structures objects, causing…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-10 Amrita Mathuriya , Ye Luo , Raymond C. Clay , Anouar Benali , Luke Shulenburger , Jeongnim Kim

Monte Carlo simulations are a powerful tool to investigate the thermodynamic properties of atomic systems. In practice however, sampling of the complete configuration space is often hindered by high energy barriers between different regions…

Statistical Mechanics · Physics 2020-05-04 Jonas A. Finkler , Stefan Goedecker