Related papers: Monte Carlo Algorithm for the Double Exchange Mode…
In this paper, we present a probabilistic numerical algorithm combining dynamic programming, Monte Carlo simulations and local basis regressions to solve non-stationary optimal multiple switching problems in infinite horizon. We provide the…
Parallel tempering and population annealing are both effective methods for simulating equilibrium systems with rough free energy landscapes. Parallel tempering, also known as replica exchange Monte Carlo, is a Markov chain Monte Carlo…
We review efficient Monte Carlo methods for simulating quantum systems which couple to a dissipative environment. A brief introduction of the Caldeira-Leggett model and the Monte Carlo method will be followed by a detailed discussion of…
A classical Monte Carlo algorithm based on the quasi-classical approximation is applied to the pseudospin Hamiltonian of the model cuprate. The model takes into account both local and non-local correlations, Heisenberg spin-exchange…
Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…
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…
Application of diffusion Monte Carlo algorithm in three-body systems is studied. We develop a program and use it to calculate the property of various three-body systems. Regular Coulomb systems such as atoms, molecules and ions are…
In 1986, Swendsen and Wang proposed a replica Monte Carlo algorithm for spin glasses [Phys. Rev. Lett. 57 (1986) 2607]. Two important ingredients are present, (1) the use of a collection of systems (replicas) at different of temperatures,…
We describe a generalized scheme for the probability-changing cluster (PCC) algorithm, based on the study of the finite-size scaling property of the correlation ratio, the ratio of the correlation functions with different distances. We…
We introduce an algorithm to systematically improve the efficiency of parallel tempering Monte Carlo simulations by optimizing the simulated temperature set. Our approach is closely related to a recently introduced adaptive algorithm that…
We report the results of simulations of the Lebwohl-Lasher model of the nematic-isotropic transition using a new cluster Monte Carlo algorithm. The algorithm is a modification of the Wolff algorithm for spin systems, and greatly reduces…
We developed a replica exchange method that is effectively parallelizable even if the computational cost of the Monte Carlo moves in the parallel replicas are considerably different, for instance, because the replicas run on different type…
This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…
Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…
Parallel tempering, also known as replica exchange Monte Carlo, is studied in the context of two simple free energy landscapes. The first is a double well potential defined by two macrostates separated by a barrier. The second is a `golf…
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…
We created an efficient algorithm suitable for graphics processing units (GPUs) to perform Monte Carlo simulations of a subset of reaction-diffusion models. The algorithm uses techniques that are specific to GPU programming, and combines…
In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…
An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…
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.…