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This paper explores how far the scientific discovery process can be automated. Using the identification of causally significant flow structures in two-dimensional turbulence as an example, it probes how far the usual procedure of planning…

Fluid Dynamics · Physics 2020-12-02 Javier Jimenez

An efficient Monte Carlo algorithm for the simulation of spin models with long-range interactions is discussed. Its central feature is that the number of operations required to flip a spin is independent of the number of interactions…

Statistical Mechanics · Physics 2007-05-23 Erik Luijten

We perform Monte Carlo simulations of Ising spin-glass models in three and four dimensions, as well as of Migdal-Kadanoff spin glasses on a hierarchical lattice. Our results show strong evidence for universal scaling in the spin-glass phase…

Disordered Systems and Neural Networks · Physics 2008-11-05 Thomas Jorg , Helmut G. Katzgraber

Monte Carlo simulation techniques, like simulated annealing and parallel tempering, are often used to evaluate low-temperature properties and find ground states of disordered systems. Here we compare these methods using direct calculations…

Disordered Systems and Neural Networks · Physics 2007-05-23 J. J. Moreno , H. G. Katzgraber , Alexander K. Hartmann

We present a novel Ensemble Monte Carlo Growth method to sample the equilibrium thermodynamic properties of random chains. The method is based on the multicanonical technique of computing the density of states in the energy space. Such a…

Statistical Mechanics · Physics 2020-03-04 Graziano Vernizzi , Trung Dac Nguyen , Henri Orland , Monica Olvera de la Cruz

We demonstrate that substantial progress can be achieved in the study of the phase structure of 4-dimensional compact QED by a joint use of hybrid Monte Carlo and multicanonical algorithms, through an efficient parallel implementation. This…

High Energy Physics - Lattice · Physics 2015-06-25 G. Arnold , Th. Lippert , K. Schilling

In this paper we investigate how the complexity of chaotic phase spaces affect the efficiency of importance sampling Monte Carlo simulations. We focus on a flat-histogram simulation of the distribution of finite-time Lyapunov exponent in a…

Chaotic Dynamics · Physics 2015-06-22 Jorge C. Leitão , Eduardo G. Altmann , J. M. Viana Parente Lopes

This paper proposes an eigenvalue-based small-sample approximation of the celebrated Markov Chain Monte Carlo that delivers an invariant steady-state distribution that is consistent with traditional Monte Carlo methods. The proposed…

Econometrics · Economics 2026-05-05 Irene Aldridge

A continuous-time projection quantum Monte Carlo algorithm is employed to simulate the ground state of a short-range quantum spin-glass model, namely, the two-dimensional Edwards-Anderson Hamiltonian with transverse field, featuring…

Disordered Systems and Neural Networks · Physics 2024-12-24 L. Brodoloni , S. Pilati

We propose a method to reduce the relaxation time towards equilibrium in stochastic sampling of complex energy landscapes in statistical systems with discrete degrees of freedom by generalizing the platform previously developed for…

Statistical Mechanics · Physics 2015-03-17 Zsolt Bertalan , Hidetoshi Nishimori , Henri Orland

We study an induced dynamics in the space of energy of single-spin-flip Monte Carlo algorithm. The method gives an efficient reweighting technique. This dynamics is shown to have relaxation times proportional to the specific heat. Thus, it…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang , Tien Kiat Tay , Robert H. Swendsen

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

Monte Carlo methods are essential across diverse scientific fields, yet their efficiency is frequently hampered by critical slowing down-a sharp increase in autocorrelation times near phase transitions. Although deep learning approaches,…

Machine Learning · Computer Science 2026-05-18 Piotr Białas , Piotr Korcyl , Tomasz Stebel , Dawid Zapolski

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

We argue that one can associate a pseudo-time with sequences of configurations generated in the course of classical Monte Carlo simulations for a single-minimum bound state, if the sampling is optimal. Hereby the sampling rates can be,…

Statistical Mechanics · Physics 2023-05-29 Yang He , Vassiliy Lubchenko

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

We propose a method for Monte Carlo simulation of statistical physical models with discretized energy. The method is based on several ideas including the cluster algorithm, the multicanonical Monte Carlo method and its acceleration proposed…

Statistical Mechanics · Physics 2009-11-07 Chiaki Yamaguchi , Naoki Kawashima

We propose a Monte Carlo method which performs a random walk in energy space using cluster-like collective updates. By imposing that bond probabilities depend continuously on the microcanonical temperature, we obtain dynamic exponents close…

Statistical Mechanics · Physics 2007-05-23 Sylvain Reynal , Hung-The Diep

We propose a hierarchy of multi-level kinetic Monte Carlo methods for sampling high-dimensional, stochastic lattice particle dynamics with complex interactions. The method is based on the efficient coupling of different spatial resolution…

Numerical Analysis · Mathematics 2012-08-06 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

Machine Learning · Computer Science 2015-12-03 Edward Meeds , Max Welling