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Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

The basic idea of fast Monte Carlo (MC) simulations is to perform particle-based MC simulations with the excluded-volume interactions modeled by "soft" repulsive potentials that allow particle overlapping. This gives much faster system…

Soft Condensed Matter · Physics 2012-01-24 Qiang Wang

Estimating the trace of the inverse of a large matrix is an important problem in lattice quantum chromodynamics. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials for the levels. The…

High Energy Physics - Lattice · Physics 2023-06-19 Paul Lashomb , Ronald B. Morgan , Travis Whyte , Walter Wilcox

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…

Numerical Analysis · Mathematics 2020-02-24 Hannes Vandecasteele , Giovanni Samaey

While kinetic Monte Carlo simulations can provide long-time simulations of the dynamics of physical and chemical systems, it is not yet possible in general to identify the inverse Monte Carlo attempt frequency with a physical timescale.…

Materials Science · Physics 2007-05-23 I. Abou Hamad , P. A. Rikvold , G. Brown

Improved staggered fermion formulations are a popular choice for lattice QCD calculations. Historically, the algorithm used for such calculations has been the inexact R algorithm, which has systematic errors that only vanish as the square…

High Energy Physics - Lattice · Physics 2008-11-26 M. A. Clark , A. D. Kennedy

The montecarlo method, which is quite commonly used to solve maximum entropy problems in statistical physics, can actually be used to solve inverse problems in a much wider context. The probability distribution which maximizes entropy can…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

A rigourous Monte Carlo method for protein folding simulation on lattice model is introduced. We show that a parameter which can be seen as the rigidity of the conformations has to be introduced in order to satisfy the detailed balance…

Soft Condensed Matter · Physics 2007-05-23 Olivier Collet

We apply the Quasi Monte Carlo (QMC) and recursive numerical integration methods to evaluate the Euclidean, discretized time path-integral for the quantum mechanical anharmonic oscillator and a topological quantum mechanical rotor model.…

High Energy Physics - Lattice · Physics 2016-01-26 A. Ammon , A. Genz , T. Hartung , K. Jansen , H. Leövey , J. Volmer

An extension of the well established Reverse Monte Carlo (RMC) method for modeling systems under close confinement has been developed. The method overcomes limitations induced by close confinement in systems such as fluids adsorbed in…

Disordered Systems and Neural Networks · Physics 2015-06-17 V. Sanchez-Gil , E. G. Noya , E. Lomba

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

Computation · Statistics 2022-08-17 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob von Behren

Monte Carlo simulations of quantum field theories on a lattice become increasingly expensive as the continuum limit is approached since the cost per independent sample grows with a high power of the inverse lattice spacing. Simulations on…

High Energy Physics - Lattice · Physics 2021-01-04 Karl Jansen , Eike Hermann Müller , Robert Scheichl

This review article is intended as a practical guide for newcomers to the field of kinetic Monte Carlo (KMC) simulations, and specifically to lattice KMC simulations as prevalently used for surface and interface applications. We will…

Computational Physics · Physics 2019-04-05 Mie Andersen , Chiara Panosetti , Karsten Reuter

We use an auxiliary-field Monte Carlo (AFMC) method to calculate thermodynamic properties (spin susceptibility and heat capacity) of ultra-small metallic grains in the presence of pairing correlations. This method allows us to study the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Y. Alhassid , L. Fang , S. Schmidt

We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…

Astrophysics · Physics 2007-05-23 Michiel R. Hogerheijde , Floris F. S. van der Tak

We present in this paper a hybrid, Multi-Level Monte Carlo (MLMC) method for solving the neutral particle transport equation. MLMC methods, originally developed to solve parametric integration problems, work by using a cheap, low fidelity…

Numerical Analysis · Mathematics 2025-08-06 Vincent N. Novellino , Dmitriy Y. Anistratov

Quantum Monte Carlo methods are powerful tools for studying quantum many-body systems but face difficulties in accessing excited states and in treating sign problems. We present a continuous-time path-integral Monte Carlo method for…

Strongly Correlated Electrons · Physics 2025-12-16 Abhishek Karna , Hansen S. Wu , Shailesh Chandrasekharan , Ribhu K. Kaul

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

Monte Carlo simulations of lattice quantum field theories on Lefschetz thimbles are non trivial. We discuss a new Monte Carlo algorithm based on the idea of computing contributions to the functional integral which come from complete flow…

High Energy Physics - Lattice · Physics 2016-11-28 Francesco Di Renzo , Giovanni Eruzzi

In this paper, we extend our analysis of lattice systems using the wavelet transform to systems for which exact enumeration is impractical. For such systems, we illustrate a wavelet-accelerated Monte Carlo (WAMC) algorithm, which…

Chemical Physics · Physics 2009-11-07 Ahmed E. Ismail , George Stephanopoulos , Gregory C. Rutledge