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We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…

Numerical Analysis · Mathematics 2020-02-24 Hannes Vandecasteele , Giovanni Samaey

Owing to their favorable scaling with dimensionality, Monte Carlo (MC) methods have become the tool of choice for numerical integration across the quantitative sciences. Almost invariably, efficient MC integration schemes are strictly…

Statistical Mechanics · Physics 2010-01-29 Artur B. Adib

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

In this paper we present a dynamical Monte Carlo algorithm which is applicable to systems satisfying a clustering condition: during the dynamical evolution the system is mostly trapped in deep local minima (as happens in glasses, pinning…

Condensed Matter · Physics 2009-10-22 Werner Krauth , Olivier Pluchery

We analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…

Quantum Physics · Physics 2023-10-11 Alessandro Sinibaldi , Clemens Giuliani , Giuseppe Carleo , Filippo Vicentini

In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera

A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…

Statistical Mechanics · Physics 2009-05-21 L. A. Fernandez , V. Martin-Mayor , P. Verrocchio

We use a standard Monte-Carlo algorithm to study the slow dynamics of a binary Lennard-Jones glass-forming mixture at low temperature. We find that Monte-Carlo is by far the most efficient way to simulate a stochastic dynamics since…

Statistical Mechanics · Physics 2015-06-25 Ludovic Berthier , Walter Kob

We present a novel way of performing kinetic Monte Carlo simulations which does not require an {\it a priori} list of diffusion processes and their associated energetics and reaction rates. Rather, at any time during the simulation,…

Materials Science · Physics 2009-11-11 Oleg Trushin , Altaf Karim , Abdelkader Kara , Talat S. Rahman

Development of exponentially scaling methods has seen great progress in tackling larger systems than previously thought possible. One such technique, full configuration interaction quantum Monte Carlo, is a useful algorithm that allows…

Strongly Correlated Electrons · Physics 2016-08-23 Norm M. Tubman , Joonho Lee , Tyler Y. Takeshita , Martin Head-Gordon , K. Birgitta Whaley

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

We present a simple and efficient method to optimize within energy minimization the determinantal component of the many-body wave functions commonly used in quantum Monte Carlo calculations. The approach obtains the optimal wave function as…

Other Condensed Matter · Physics 2009-11-11 Anthony Scemama , Claudia Filippi

We perform a comprehensive analysis of the quantum-enhanced Monte Carlo method [Nature, 619, 282-287 (2023)], aimed at identifying the optimal working point of the algorithm. We observe an optimal mixing Hamiltonian strength and analyze the…

Quantum Physics · Physics 2025-07-01 Johannes Christmann , Petr Ivashkov , Mattia Chiurco , Guglielmo Mazzola

We review Sweeny's algorithm for Monte Carlo simulations of the random cluster model. Straightforward implementations suffer from the problem of computational critical slowing down, where the computational effort per edge operation scales…

Computational Physics · Physics 2015-03-19 Eren Metin Elçi , Martin Weigel

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

Recent studies into the properties of quantum statistical ensembles in high-dimensional Hilbert spaces have encountered difficulties associated with the Monte-Carlo sampling of quantum superpositions constrained by the energy expectation…

Quantum Physics · Physics 2015-05-27 Frank Hantschel , Boris V. Fine

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

Population annealing is a powerful tool for large-scale Monte Carlo simulations. We adapt this method to molecular dynamics simulations and demonstrate its excellent accelerating effect by simulating the folding of a short peptide commonly…

Computational Physics · Physics 2019-02-27 Henrik Christiansen , Martin Weigel , Wolfhard Janke

The past years have witnessed impressive advances in electronic structure calculation, especially in the complexity and size of the systems studied, as well as in computation time. Linear scaling methods based on empirical tight-binding…

Materials Science · Physics 2007-05-23 Abduxukur Abdurixit , Alexis Baratoff , Giulia Galli

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

Computational Physics · Physics 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne
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