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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…

Disordered Systems and Neural Networks · Physics 2014-08-19 Ezequiel E. Ferrero , Alejandro B. Kolton , Matteo Palassini

In this paper we develop a direct simulation Monte Carlo (DSMC) method for simulating highly nonequilibrium dynamics of nearly degenerate ultra-cold gases. We show that our method can simulate the high-energy collision of two thermal clouds…

Quantum Gases · Physics 2012-10-16 A. C. J. Wade , D. Baillie , P. B. Blakie

An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…

Statistical Mechanics · Physics 2016-09-13 Yuji Sakai , Koji Hukushima

We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…

Optimization and Control · Mathematics 2010-01-20 Mike Ludkovski

We use single-cluster Monte Carlo simulations to study the role of topological defects in the three-dimensional classical Heisenberg model on simple cubic lattices of size up to $80^3$. By applying reweighting techniques to time series…

High Energy Physics - Lattice · Physics 2009-10-22 Christian Holm , Wolfhard Janke

We investigate the slow dynamics in gelling systems by means of MonteCarlo simulations on the cubic lattice of a minimal statistical mechanics model. By opportunely varying some model parameter we are able to describe a crossover from the…

Soft Condensed Matter · Physics 2015-06-24 E. Del Gado , A. Fierro , L. de Arcangelis , A. Coniglio

We study a two-dimensional fluid of dipolar hard disks by Monte Carlo simulations in a square with periodic boundary conditions and on the surface of a sphere. The theory of the dielectric constant and the asymptotic behaviour of the…

Soft Condensed Matter · Physics 2015-10-28 Jean-Michel Caillol , Jean-Jacques Weis

We investigate the performance of the hybrid Monte Carlo algorithm, the standard algorithm used for lattice QCD simulations involving fermions, in updating non-trivial global topological structures. We find that the hybrid Monte Carlo…

High Energy Physics - Lattice · Physics 2016-08-15 B. Allés , G. Boyd , M. D'Elia , A. Di Giacomo , E. Vicari

We consider the scientifically challenging and policy-relevant task of understanding the past and projecting the future dynamics of the Antarctic ice sheet. The Antarctic ice sheet has shown a highly nonlinear threshold response to past…

Applications · Statistics 2019-08-20 Ben Seiyon Lee , Murali Haran , Robert Fuller , David Pollard , Klaus Keller

Generative models, particularly normalizing flows, have shown exceptional performance in learning probability distributions across various domains of physics, including statistical mechanics, collider physics, and lattice field theory. In…

Strongly Correlated Electrons · Physics 2025-01-14 Dominic Schuh , Janik Kreit , Evan Berkowitz , Lena Funcke , Thomas Luu , Kim A. Nicoli , Marcel Rodekamp

We report microcanonical Monte Carlo simulations of melting and superheating of a generic, Lennard-Jones system starting from the crystalline phase. The isochoric curve, the melting temperature $T_m$ and the critical superheating…

Statistical Mechanics · Physics 2017-03-20 Sergio Davis , Gonzalo Gutiérrez

Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

Certain models with purely repulsive pair interactions can form cluster crystals with multiply-occupied lattice sites. Simulating these models' equilibrium properties is, however, quite challenging. Here, we develop an expanded…

Soft Condensed Matter · Physics 2015-03-20 Kai Zhang , Patrick Charbonneau

By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…

Statistical Mechanics · Physics 2015-06-03 C. E. Fiore , M. G. E. da Luz

An extension of the synchronous parallel kinetic Monte Carlo (pkMC) algorithm developed by Martinez {\it et al} [{\it J.\ Comp.\ Phys.} {\bf 227} (2008) 3804] to discrete lattices is presented. The method solves the master equation…

Statistical Mechanics · Physics 2015-05-19 Enrique Martinez , Paul R Monasterio , Jaime Marian

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

We study the 38-atom Lennard-Jones cluster with parallel tempering Monte Carlo methods in the microcanonical and molecular dynamics ensembles. A new Monte Carlo algorithm is presented that samples rigorously the molecular dynamics ensemble…

Chemical Physics · Physics 2009-11-06 F. Calvo , J. P. Neirotti , David L. Freeman , J. D. Doll

We discuss several algorithms for sampling from unnormalized probability distributions in statistical physics, but using the language of statistics and machine learning. We provide a self-contained introduction to some key ideas and…

Computation · Statistics 2025-05-05 Michael F. Faulkner , Samuel Livingstone

We develop diffusion models for simulating lattice gauge theories, where stochastic quantization is explicitly incorporated as a physical condition for sampling. We demonstrate the applicability of this novel sampler to U(1) gauge theory in…

High Energy Physics - Lattice · Physics 2026-01-26 Qianteng Zhu , Gert Aarts , Wei Wang , Kai Zhou , Lingxiao Wang

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker