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Related papers: Event-chain Monte Carlo and the true self-avoiding…

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In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…

Statistical Mechanics · Physics 2014-02-10 Manon Michel , Sebastian C. Kapfer , Werner Krauth

We discuss Hamiltonian Monte Carlo (HMC) and event-chain Monte Carlo (ECMC) for the one-dimensional chain of particles with harmonic interactions and benchmark them against local reversible Metropolis algorithms. While HMC achieves…

Statistical Mechanics · Physics 2024-11-19 Werner Krauth

This article is a pedagogical review of Monte Carlo methods for the self-avoiding walk, with emphasis on the extraordinarily efficient algorithms developed over the past decade. Many more details can be found in hep-lat/9405016.

High Energy Physics - Lattice · Physics 2009-10-28 Alan D. Sokal

We introduce a model of self-repelling random walks where the short-range interaction between two elements of the chain decreases as a power of the difference in proper time. Analytic results on the exponent $\nu$ are obtained. They are in…

High Energy Physics - Lattice · Physics 2015-06-25 S. Caracciolo , G. Parisi , A. Pelissetto

We extend the event-chain Monte Carlo algorithm from hard-sphere interactions to the micro-canonical ensemble (constant potential energy) for general potentials. This event-driven Monte Carlo algorithm is non-local, rejection-free, and…

Statistical Mechanics · Physics 2022-08-31 Etienne P. Bernard , Werner Krauth

This article is a pedagogical review of Monte Carlo methods for the self-avoiding walk, with emphasis on the extraordinarily efficient algorithms developed over the past decade.

High Energy Physics - Lattice · Physics 2007-05-23 Alan D. Sokal

We study self-avoiding walks on the four-dimensional hypercubic lattice via Monte Carlo simulations of walks with up to one billion steps. We study the expected logarithmic corrections to scaling, and find convincing evidence in support the…

Statistical Mechanics · Physics 2018-08-01 Nathan Clisby

Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…

Statistical Mechanics · Physics 2024-01-08 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

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,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

We discuss possible sources of systematic errors in the computation of critical exponents by renormalization-group methods, extrapolations from exact enumerations and Monte Carlo simulations. A careful Monte Carlo determination of the…

High Energy Physics - Lattice · Physics 2009-10-30 Sergio Caracciolo , Maria Serena Causo , Andrea Pelissetto

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…

Statistical Mechanics · Physics 2017-05-01 Julian Harland , Manon Michel , Tobias A. Kampmann , Jan Kierfeld

We study analytically the relaxation eigenmodes of a simple Monte Carlo algorithm, corresponding to a particle in a box which moves by uniform random jumps. Moves outside of the box are rejected. At long times, the system approaches the…

Statistical Mechanics · Physics 2023-06-14 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

In molecular simulations, efficient methods for investigating equilibration and slow relaxation in dense systems are crucial yet challenging. This study focuses on the diffusional characteristics of monodisperse hard disk systems at…

Soft Condensed Matter · Physics 2024-10-21 Daigo Mugita , Masaharu Isobe

We discuss non-reversible Markov-chain Monte Carlo algorithms that, for particle systems, rigorously sample the positional Boltzmann distribution and that have faster than physical dynamics. These algorithms all feature a non-thermal…

Statistical Mechanics · Physics 2025-10-28 Brune Massoulié , Clément Erignoux , Cristina Toninelli , Werner Krauth

We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast…

Probability · Mathematics 2010-09-30 Pierre Del Moral , Arnaud Doucet

We study the rate of convergence to equilibrium of the self-repellent random walk and its local time process on the discrete circle $\mathbb{Z}_n$. While the self-repellent random walk alone is non-Markovian since the jump rates depend on…

Probability · Mathematics 2025-12-01 Andreas Eberle , Francis Lörler

We propose an efficient Monte Carlo algorithm for the off-lattice simulation of dense hard sphere polymer melts using cluster moves, called event chains, which allow for a rejection-free treatment of the excluded volume. Event chains also…

Soft Condensed Matter · Physics 2015-09-24 Tobias Alexander Kampmann , Horst-Holger Boltz , Jan Kierfeld

We simulate long self-avoiding chains using a weighted-biased sampling Monte-Carlo algorithm, and compute the probabilities for chain looping with and without a protrusion. We find that a protrusion near one of the chain's termini reduces…

Biological Physics · Physics 2016-03-30 Yaroslav Pollak , Sarah Goldberg , Roee Amit

In this paper we present the event-chain algorithms, which are fast Markov-chain Monte Carlo methods for hard spheres and related systems. In a single move of these rejection-free methods, an arbitrarily long chain of particles is…

Statistical Mechanics · Physics 2010-02-08 Etienne P. Bernard , Werner Krauth , David B. Wilson

We introduce an efficient nonreversible Markov chain Monte Carlo algorithm to generate self-avoiding walks with a variable endpoint. In two dimensions, the new algorithm slightly outperforms the two-move nonreversible Berretti-Sokal…

Statistical Mechanics · Physics 2021-12-13 Hanqing Zhao , Marija Vucelja
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