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This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…

Applications · Statistics 2015-06-17 Anne Cuzol , Etienne Mémin

An off-lattice Monte Carlo algorithm for solutions of equilibrium polymers (EP) is proposed. At low and moderate densities this is shown to reproduce faithfully the (static) properties found recently for flexible linear EP using a lattice…

Statistical Mechanics · Physics 2009-10-31 A. Milchev , J. P. Wittmer , D. P. Landau

The dynamics of two-dimensional fluids confined within a random matrix of obstacles is investigated using both colloidal model experiments and molecular dynamics simulations. By varying fluid and matrix area fractions in the experiment, we…

Cluster Monte Carlo algorithms are widely regarded as the most effective route to overcoming critical slowing down in lattice spin systems. Whether this acceleration persists in the presence of vacancies and multicritical fluctuations,…

Statistical Mechanics · Physics 2026-05-11 Minjun Jeon , Alexandros Vasilopoulos , Dong-Hee Kim , Víctor Martín-Mayor , Nikolaos G. Fytas

The glass transition can simply be viewed as the point at which the viscosity of a structurally disordered liquid reaches 10^{13} Poise [1]. This definition is operational but it sidesteps fundamental controversies about the glass: Is the…

Statistical Mechanics · Physics 2017-05-10 Ludger Santen , Werner Krauth

While perfect crystals may exhibit a purely elastic response to shear all the way to yielding, the response of amorphous solids is punctuated by plastic events. The prevalence of this plasticity depends on the number of particles $N$ of the…

Soft Condensed Matter · Physics 2018-12-05 Edan Lerner , Itamar Procaccia , Corrado Rainone , Murari Singh

We numerically study the interplay between heterogeneous dynamics and properties of negatively curved regions of the potential energy surface in a model glassy system. We find that the unstable modes of saddles and quasi-saddles undergo a…

Statistical Mechanics · Physics 2007-05-23 D. Coslovich , G. Pastore

Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

We formulate a microscopic, no adjustable parameter, theory of activated relaxation in supercooled liquids directly in terms of the repulsive and attractive forces within the framework of pair correlations. Under isochoric conditions,…

Statistical Mechanics · Physics 2016-07-18 Zachary E. Dell , Kenneth S. Schweizer

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition…

Quantum Physics · Physics 2017-07-12 Ashley Montanaro

Hamiltonian Monte Carlo (or hybrid Monte Carlo) with partial momentum refreshment explores the state space more slowly than it otherwise would due to the momentum reversals which occur on proposal rejection. These cause trajectories to…

Data Analysis, Statistics and Probability · Physics 2012-05-10 Jascha Sohl-Dickstein

We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…

Statistical Mechanics · Physics 2012-03-30 Thierry Mora , Aleksandra M. Walczak , Francesco Zamponi

The dramatic slowing down of relaxation dynamics of liquids approaching the glass transition remains a highly debated problem, where the crux of the puzzle resides in the elusive increase of the activation barrier $\Delta E(T)$ with…

Soft Condensed Matter · Physics 2024-06-19 Geert Kapteijns , David Richard , Eran Bouchbinder , Thomas B. Schrøder , Jeppe C. Dyre , Edan Lerner

We analyze the kinematics of multigrid Monte Carlo algorithms by investigating acceptance rates for nonlocal Metropolis updates. With the help of a simple criterion we can decide whether or not a multigrid algorithm will have a chance to…

High Energy Physics - Lattice · Physics 2009-10-22 Martin Grabenstein , Klaus Pinn

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

A Monte Carlo method for dynamics simulation of all-atom protein models is introduced, to reach long times not accessible to conventional molecular dynamics. The considered degrees of freedom are the dihedrals at C$_\alpha$-atoms. Two Monte…

chem-ph · Physics 2009-10-28 Daniel Hoffmann , Ernst-Walter Knapp

A new methodology is developed to integrate numerically the equations of motion for classical many-body systems in molecular dynamics simulations. Its distinguishable feature is the possibility to preserve, independently on the size of the…

Statistical Mechanics · Physics 2009-10-31 I. P. Omelyan , I. M. Mryglod , R. Folk

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

Computer simulations of structure formation in network forming materials (such as amorphous semiconductors, glasses, or fluids containing hydrogen bonds) are challenging. The problem is that large structural changes in the network topology…

Statistical Mechanics · Physics 2015-06-18 Richard Vink

The interplay of slow dynamics and thermodynamic features of dense liquids is studied by examinining how the glass transition changes depending on the presence or absence of Lennard-Jones-like attractions. Quite different thermodynamic…

Materials Science · Physics 2009-11-13 Th. Voigtmann
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