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We propose kernel sequential Monte Carlo (KSMC), a framework for sampling from static target densities. KSMC is a family of sequential Monte Carlo algorithms that are based on building emulator models of the current particle system in a…

Computation · Statistics 2017-07-26 Ingmar Schuster , Heiko Strathmann , Brooks Paige , Dino Sejdinovic

Here, a dynamical Monte-Carlo (DMC) method is used to study temperature-dependent dynamical magnetization of famous Mn2Ni system as typical example of single-chain magnets with strong magnetic anisotropy. Simulated magnetization curves are…

Mesoscale and Nanoscale Physics · Physics 2015-05-21 Jun Li , Bang-Gui Liu

It is a challenge to obtain an accurate model of the state-to-state dynamics of a complex biological system from molecular dynamics (MD) simulations. In recent years, Markov State Models have gained immense popularity for computing…

Chemical Physics · Physics 2020-01-29 Animesh Agarwal , Nicolas W. Hengartner , S. Gnanakaran , Arthur F. Voter

The shell-model Monte Carlo (SMMC) technique transforms the traditional nuclear shell-model problem into a path-integral over auxiliary fields. We describe below the method and its applications to four physics issues: calculations of sdpf-…

Nuclear Theory · Physics 2009-10-31 D. J. Dean , J. A. White

We present a new framework to derandomise certain Markov chain Monte Carlo (MCMC) algorithms. As in MCMC, we first reduce counting problems to sampling from a sequence of marginal distributions. For the latter task, we introduce a method…

Data Structures and Algorithms · Computer Science 2023-04-05 Weiming Feng , Heng Guo , Chunyang Wang , Jiaheng Wang , Yitong Yin

Computational fluid dynamics is a direct modeling of physical laws in a discretized space. The basic physical laws include the mass, momentum and energy conservations, physically consistent transport process, and similar domain of…

Fluid Dynamics · Physics 2021-07-15 Fengxiang Zhao , Xing Ji , Wei Shyy , Kun Xu

Molecular simulation technologies have afforded researchers a unique look into the nanoscale interactions driving physical processes. However, a limitation for molecular dynamics (MD) simulations is that they must be performed on…

Computational Physics · Physics 2022-09-22 Martin Kulke , Josh V Vermaas

The Dirichlet process (DP) is a fundamental mathematical tool for Bayesian nonparametric modeling, and is widely used in tasks such as density estimation, natural language processing, and time series modeling. Although MCMC inference…

Machine Learning · Statistics 2013-04-09 Dan Lovell , Jonathan Malmaud , Ryan P. Adams , Vikash K. Mansinghka

Molecular dynamics (MD) simulations of complex electrochemical systems, such as ionic liquid supercapacitors, are increasingly including the constant potential method (CPM) to model conductive electrodes at specified potential difference,…

Materials Science · Physics 2022-05-13 Shern R. Tee , Debra J. Searles

The computational demand posed by applying multi-Slater determinant trials in phaseless auxiliary-field quantum Monte Carlo methods (MSD-AFQMC) is particularly significant for molecules exhibiting strong correlations. Here, we propose using…

Chemical Physics · Physics 2023-12-27 Hung Q. Pham , Runsheng Ouyang , Dingshun Lv

Microscopic processes on surfaces such as adsorption, desorption, diffusion and reaction of interacting particles can be simulated using kinetic Monte Carlo (kMC) algorithms. Even though kMC methods are accurate, they are computationally…

Mathematical Physics · Physics 2013-12-24 Yannis Pantazis , Markos Katsoulakis

Quantum dimer model is a low-energy and efficient model to study quantum spin systems and strong-correlated physics. As a foreseeing step and without loss of generality, we study the classical dimers on square lattice by means of Monte…

Strongly Correlated Electrons · Physics 2022-04-28 Yao Hongxu , Li Jiaze , Hou Jintao

Molecular dynamics algorithms are subject to some amount of error dependent on the size of the time step that is used. This error can be corrected by periodically updating the system with a Metropolis criteria, where the integration step is…

Computational Physics · Physics 2015-06-11 Jason A. Wagoner , Vijay S. Pande

We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…

Systems and Control · Computer Science 2017-06-27 Sadegh Esmaeil Zadeh Soudjani , Rupak Majumdar , Tigran Nagapetyan

We propose nested sequential Monte Carlo (NSMC), a methodology to sample from sequences of probability distributions, even where the random variables are high-dimensional. NSMC generalises the SMC framework by requiring only approximate,…

Computation · Statistics 2015-09-14 Christian A. Naesseth , Fredrik Lindsten , Thomas B. Schön

We present an analysis of an adaptive time-stepping scheme for the Super-Droplet Method (SDM), a Monte Carlo algorithm for simulating particle coagulation. SDM represents cloud droplets as weighted superdroplets, enabling high-fidelity…

Atmospheric and Oceanic Physics · Physics 2025-09-09 Emma Ware , Piotr Bartman-Szwarc , Adele L. Igel , Sylwester Arabas

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

We propose a sampling-based framework for finite-horizon trajectory and policy optimization under differentiable dynamics by casting controller design as inference. Specifically, we minimize a KL-regularized expected trajectory cost, which…

Machine Learning · Computer Science 2026-05-12 Heng Yang

A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…

Machine Learning · Computer Science 2025-10-13 Filip Ekström Kelvinius , Zheng Zhao , Fredrik Lindsten

Decades of hardware, methodological, and algorithmic development have propelled molecular dynamics (MD) simulations to the forefront of materials-modeling techniques, bridging the gap between electronic-structure theory and continuum…

Soft Condensed Matter · Physics 2020-11-11 Tristan Bereau