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The numerical simulation of strongly first-order phase transitions has remained a notoriously difficult problem even for classical systems due to the exponentially suppressed (thermal) equilibration in the vicinity of such a transition. In…

Statistical Mechanics · Physics 2010-04-14 Bela Bauer , Emanuel Gull , Simon Trebst , Matthias Troyer , David A. Huse

Coupled, dynamical spin-lattice models provide a unique test ground for simulations investigating the finite-temperature magnetic properties of materials under the direct influence of the lattice vibrations. These models are constructed by…

Statistical Mechanics · Physics 2016-12-28 Dilina Perera , Thomas Vogel , David P. Landau

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

Combining traditional Wang-Landau sampling for multiple replica systems with an exchange of densities of states between replicas, we describe a general framework for simulations on massively parallel Petaflop supercomputers. The advantages…

Computational Physics · Physics 2014-03-13 Thomas Vogel , Ying Wai Li , Thomas Wüst , David P. Landau

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

Modelling and simulating mine countermeasures search missions performed by autonomous vehicles equipped with a sensor capable of detecting mines at sea is a challenging endeavour. The output of our stochastic optimal control implementation…

Numerical Analysis · Mathematics 2025-02-27 Philippe Blondeel , Filip Van Utterbeeck , Ben Lauwens

We demonstrate the use of a new algorithm called the Flat Histogram sampling algorithm for the simulation of lattice polymer systems. Thermodynamics properties, such as average energy or entropy and other physical quantities such as…

Statistical Mechanics · Physics 2009-11-07 Lik Wee Lee , Jian-Sheng Wang

We present an effcient Monte-Carlo method for lattice glass models which are characterized by hard constraint conditions. The basic idea of the method is similar to that of the $N$-fold way method. By using a list of sites into which we can…

Statistical Mechanics · Physics 2015-06-05 Munetaka Sasaki , Koji Hukushima

The density of states of continuous models is known to span many orders of magnitudes at different energies due to the small volume of phase space near the ground state. Consequently, the traditional Wang-Landau sampling which uses the same…

Statistical Mechanics · Physics 2013-11-20 Yang Wei Koh , Hwee Kuan Lee , Yutaka Okabe

The uniform sampling of convex regions in high dimension is an important computational issue, from both theoretical and applied point of view. The hit-and-run montecarlo algorithms are the most efficient methods known to perform it and one…

Statistical Mechanics · Physics 2015-06-18 G. De Concini , D. De Martino

Quantum field theories underlie all of our understanding of the fundamental forces of nature. The are relatively few first principles approaches to the study of quantum field theories [such as quantum chromodynamics (QCD) relevant to the…

High Energy Physics - Lattice · Physics 2010-03-04 F. D. R. Bonnet , Derek B. Leinweber , Anthony G. Williams

Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random…

Quantitative Methods · Quantitative Biology 2019-12-12 Casper H. L. Beentjes , Ruth E. Baker

Despite the enormous success of Hamiltonian Monte Carlo and related Markov Chain Monte Carlo (MCMC) methods, sampling often still represents the computational bottleneck in scientific applications. Availability of parallel resources can…

Computation · Statistics 2026-01-26 Jakob Robnik , Uroš Seljak

As renewable energy integration, sector coupling, and spatiotemporal detail increase, energy system optimization models grow in size and complexity, often pushing solvers to their performance limits. This systematic review explores…

The standard kinetic Monte Carlo algorithm is an extremely efficient method to carry out serial simulations of dynamical processes such as thin-film growth. However, in some cases it is necessary to study systems over extended time and…

Materials Science · Physics 2007-05-23 Yunsic Shim , Jacques G. Amar

For lattice Monte Carlo simulations parallelization is crucial to make studies of large systems and long simulation time feasible, while sequential simulations remain the gold-standard for correlation-free dynamics. Here, various domain…

Computational Physics · Physics 2017-12-19 Jeffrey Kelling , Géza Ódor , Sibylle Gemming

In Hamiltonian Monte Carlo sampling, the shape of the potential and the choice of the momentum distribution jointly give rise to the Hamiltonian dynamics of the sampler. An efficient sampler propagates quickly in all regions of the…

Cosmology and Nongalactic Astrophysics · Physics 2026-01-28 Javier Silva Lafaurie , Lorne Whiteway , Elena Sellentin , Kutay Nazli , Andrew H. Jaffe , Alan F. Heavens , Arthur Loureiro

Wang and Landau proposed recently, a simple and flexible non-Boltzmann Monte Carlo method for estimating the density of states, from which the macroscopic properties of a closed system can be calculated. They demonstrated their algorithm by…

Statistical Mechanics · Physics 2009-11-11 D. Jayasri , V. S. S. Sastry , K. P. N. Murthy

We describe the study of thermodynamics of materials using replica-exchange Wang-Landau (REWL) sampling, a generic framework for massively parallel implementations of the Wang-Landau Monte Carlo method. To evaluate the performance and…

Materials Science · Physics 2014-11-18 Dilina Perera , Ying Wai Li , Markus Eisenbach , Thomas Vogel , David P. Landau

Monte Carlo sampling techniques are used to estimate high-dimensional integrals that model the physics of light transport in virtual scenes for computer graphics applications. These methods rely on the law of large numbers to estimate…

Graphics · Computer Science 2020-02-18 Alexandros D. Keros , Divakaran Divakaran , Kartic Subr