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We present computer simulations of a dynamic Monte Carlo algorithm for polymer chains on the FCC lattice which takes explicitly into account the possibility to overcome topological constraints by controlling the rate at which nearby polymer…

Soft Condensed Matter · Physics 2021-12-01 Mattia Alberto Ubertini , Angelo Rosa

We propose a new sampler that integrates the protocol of parallel tempering with the Nos\'e-Hoover (NH) dynamics. The proposed method can efficiently draw representative samples from complex posterior distributions with multiple isolated…

Machine Learning · Statistics 2018-12-10 Rui Luo , Qiang Zhang , Yuanyuan Liu

The effectiveness of stochastic algorithms based on Monte Carlo dynamics in solving hard optimization problems is mostly unknown. Beyond the basic statement that at a dynamical phase transition the ergodicity breaks and a Monte Carlo…

Disordered Systems and Neural Networks · Physics 2019-07-10 Maria Chiara Angelini , Federico Ricci-Tersenghi

Auxiliary variable methods such as the Parallel Tempering and the cluster Monte Carlo methods generate samples that follow a target distribution by using proposal and auxiliary distributions. In sampling from complex distributions, these…

Computation · Statistics 2012-07-16 Takamitsu Araki , Kazushi Ikeda

In the present paper we identify a rigorous property of a number of tempering-based Monte Carlo sampling methods, including parallel tempering as well as partial and infinite swapping. Based on this property we develop a variety of…

Statistical Mechanics · Physics 2015-06-11 J. D. Doll , Nuria Plattner , David L. Freeman , Yufei Liu , Paul Dupuis

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

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 show that the acceptance probability for swaps in the parallel tempering Monte Carlo method for classical canonical systems is given by a universal function that depends on the average statistical fluctuations of the potential and on the…

Chemical Physics · Physics 2009-11-10 Cristian Predescu , Mihaela Predescu , Cristian V. Ciobanu

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

Soft Condensed Matter · Physics 2007-05-23 Yu-Pin Luo , Ming-Chang Huang , Yen-Liang Chou , Tsong-Ming Liaw

Bayesian data analysis is widely used across many disciplines, and representative examples in materials science include spectral analysis and sparse modeling. In such applications, the underlying models often become complex and yield…

Information Theory · Computer Science 2026-03-04 Tomohiro Nabika , Kenji Nagata , Shun Katakami , Masaichiro Mizumaki , Masato Okada

Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…

Data Analysis, Statistics and Probability · Physics 2009-11-11 M. Daghofer , M. Konegger , H. G. Evertz , W. von der Linden

We study the 38-atom Lennard-Jones cluster with parallel tempering Monte Carlo methods in the microcanonical and molecular dynamics ensembles. A new Monte Carlo algorithm is presented that samples rigorously the molecular dynamics ensemble…

Chemical Physics · Physics 2009-11-06 F. Calvo , J. P. Neirotti , David L. Freeman , J. D. Doll

The jump-walking Monte-Carlo algorithm is revisited and updated to study the equilibrium properties of systems exhibiting quasi-ergodicity. It is designed for a single processing thread as opposed to currently predominant algorithms for…

Statistical Mechanics · Physics 2017-04-18 Zilvinas Rimas , Sergei Taraskin

Two coarse-grained models for polymer chains in dense glass-forming polymer melts are studied by computer simulation: the bond-fluctuation model on a simple cubic lattice, where a bond-length potential favors long bonds, is treated by…

Soft Condensed Matter · Physics 2007-05-23 K. Binder , J. Baschnagel , C. Bennemann , W. Paul

In the current work we present two generalizations of the Parallel Tempering algorithm, inspired by the so-called continuous-time Infinite Swapping algorithm. Such a method, found its origins in the molecular dynamics community, and can be…

Numerical Analysis · Mathematics 2021-10-13 Jonas Latz , Juan P. Madrigal-Cianci , Fabio Nobile , Raul Tempone

Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…

Statistical Mechanics · Physics 2007-05-23 S. Trebst , D. A. Huse , E. Gull , H. G. Katzgraber , U. H. E. Hansmann , M. Troyer

Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…

Materials Science · Physics 2015-05-13 Sander Pronk , Phillip L. Geissler

Density tempering (also called density annealing) is a sequential Monte Carlo approach to Bayesian inference for general state models; it is an alternative to Markov chain Monte Carlo. When applied to state space models, it moves a…

Methodology · Statistics 2022-04-05 David Gunawan , Robert Kohn , Minh Ngoc Tran

Simulated and parallel tempering are families of Markov Chain Monte Carlo algorithms where a temperature parameter is varied during the simulation to overcome bottlenecks to convergence due to multimodality. In this work we introduce and…

Discrete Mathematics · Computer Science 2016-07-20 Nayantara Bhatnagar , Dana Randall

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…

Statistical Mechanics · Physics 2015-05-28 Elmar Bittner , Wolfhard Janke