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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 briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

Nuclear Theory · Physics 2013-06-06 Zhen-Xiang Xu , Chong Qi

Multi-dimensional density of states provides a useful description of complex frustrated systems. Recent advances in Monte Carlo methods enable efficient calculation of the density of states and related quantities, which renew the interest…

Disordered Systems and Neural Networks · Physics 2009-11-10 Yukito Iba , Hisanao Takahashi

A sampling procedure for the transition matrix Monte Carlo method is introduced that generates the density of states function over a wide parameter range with minimal coding effort.

Statistical Mechanics · Physics 2016-03-23 David Yevick

This paper discusses some convergence properties in the entropic sampling Monte Carlo methods with multiple random walkers, particularly in the Wang-Landau (WL) and $1/t$ algorithms. The classical algorithms are modified by the use of $m$…

Statistical Mechanics · Physics 2016-06-22 R. E. Belardinelli , V. D. Pereyra

We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…

Computational Physics · Physics 2015-06-15 N. S. Blunt , T. W. Rogers , J. S. Spencer , W. M. C. Foulkes

The iterated random walk is a random process in which a random walker moves on a one-dimensional random walk which is itself taking place on a one-dimensional random walk, and so on. This process is investigated in the continuum limit using…

Statistical Mechanics · Physics 2007-05-23 L. Turban

We develop a self-consistent first-principle method based on the density functional theory. Physical quantities, such as the density of states, Fermi energy and electron density are obtained using a time-dependent random state method…

Mesoscale and Nanoscale Physics · Physics 2023-02-15 Weiqing Zhou , Shengjun Yuan

Maximization of the entropy rate is an important issue to design diffusion processes aiming at a well-mixed state. We demonstrate that it is possible to construct maximal-entropy random walks with only local information on the graph…

Statistical Mechanics · Physics 2011-03-14 Roberta Sinatra , Jesús Gómez-Gardeñes , Renaud Lambiotte , Vincenzo Nicosia , Vito Latora

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 describe method for calculating the density of states by combining several canonical monte carlo runs. We discuss how critical properties reveal themselves in $g(\epsilon)$ and demonstrate this by applying the method several different…

Statistical Mechanics · Physics 2009-11-10 J. Hove

We provide dual algorithms for sampling the space of abstract simplicial complexes on a fixed number of vertices. We develop a generative and descriptive sampler designed with heuristics to help balance the combinatorial multiplicities of…

Computation · Statistics 2018-07-03 John Lombard

Flat-histogram Monte Carlo simulations are well-established, robust methods to perform random walks in a physical observable or parameter space, making them suitable for finding ground states or studying phase transitions in complex systems…

Statistical Mechanics · Physics 2026-01-28 Thomas Vogel , Ying Wai Li

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

We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…

We consider a random walker in a dynamic random environment given by a system of independent simple symmetric random walks. We obtain ballisticity results under two types of perturbations: low particle density, and strong local drift on…

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 an efficient method for Monte Carlo simulation of quantum lattice models. Unlike most other quantum Monte Carlo methods, a single run of the proposed method yields the free energy and the entropy with high precision for the whole…

Statistical Mechanics · Physics 2009-11-10 Chiaki Yamaguchi , Naoki Kawashima , Yutaka Okabe

In this paper we view the steady states of classical random walks over complex networks with an arbitrary degree distribution as states in thermal equilibrium. By identifying the distribution of states as a canonical ensemble, we are able…

Statistical Mechanics · Physics 2015-06-29 Chih-Lung Chou