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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

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 Metropolis process (MP) and Simulated Annealing (SA) are stochastic local search heuristics that are often used in solving combinatorial optimization problems. Despite significant interest, there are very few theoretical results…

Data Structures and Algorithms · Computer Science 2023-12-22 Zongchen Chen , Dan Mikulincer , Daniel Reichman , Alexander S. Wein

Using a non-local Monte Carlo algorithm, we study the aging of a fragile glass, being able to follow it up to equilibibrium down to 0.89 Tmc (Tmc is the Mode-Coupling temperature) and up to unprecedentedly large waiting times at lower…

Disordered Systems and Neural Networks · Physics 2007-05-23 T. S. Grigera , V. Martin-Mayor , G. Parisi , 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

The multiple-try Metropolis (MTM) algorithm is an extension of the Metropolis-Hastings (MH) algorithm by selecting the proposed state among multiple trials according to some weight function. Although MTM has gained great popularity owing to…

Methodology · Statistics 2022-10-17 Hyunwoong Chang , Changwoo J. Lee , Zhao Tang Luo , Huiyan Sang , Quan Zhou

Multi-sample aggregation strategies, such as majority voting and best-of-N sampling, are widely used in contemporary large language models (LLMs) to enhance predictive accuracy across various tasks. A key challenge in this process is…

Machine Learning · Computer Science 2025-06-17 Weihua Du , Yiming Yang , Sean Welleck

Time-dependent Thermoremanent Magnetization (TRM) studies have been instrumental in probing energy dynamics within the spin glass phase. In this paper, we will review the evolution of the TRM experiment over the last half century and…

Disordered Systems and Neural Networks · Physics 2024-11-11 G. G. Kenning , M. Brandt , R. Brake , M. Hepler , D. Tennant

A new Monte Carlo algorithm for 2-dimensional spin glasses is presented. The use of clusters makes possible global updates and leads to a gain in speed of several orders of magnitude. As an example, we study the 2-dimensional +/-J…

Disordered Systems and Neural Networks · Physics 2009-11-07 J. Houdayer

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

Numerical simulations of models and theories that describe complex systems such as spin glasses are becoming increasingly important. Beyond fundamental research, these computational methods also find practical applications in fields like…

Uncertainty quantification (UQ) in Large Language Models (LLMs) is essential for their safe and reliable deployment, particularly in critical applications where incorrect outputs can have serious consequences. Current UQ methods typically…

Computation and Language · Computer Science 2025-04-10 Nicola Cecere , Andrea Bacciu , Ignacio Fernández Tobías , Amin Mantrach

We discuss the efficiency of the so-called parallel tempering method to equilibrate glassy systems also at low temperatures. The main focus is on two structural glass models, SiO_2 and a Lennard-Jones system, but we also investigate a fully…

Statistical Mechanics · Physics 2007-05-23 Walter Kob , Claudio Brangian , Torsten Stuhn , Ryoichi Yamamoto

We construct asymptotic arguments for the relative efficiency of rejection-free Monte Carlo (MC) methods compared to the standard MC method. We find that the efficiency is proportional to $\exp{({const} \beta)}$ in the Ising, $\sqrt{\beta}$…

Statistical Mechanics · Physics 2009-11-11 H. Watanabe , S. Yukawa , M. A. Novotny , N. Ito

We present a method for Monte Carlo sampling on systems with discrete variables (focusing in the Ising case), introducing a prior on the candidate moves in a Metropolis-Hastings scheme which can significantly reduce the rejection rate,…

Statistical Mechanics · Physics 2017-03-03 Carlo Baldassi

We investigate dynamic scaling properties of the two-dimensional gauge glass model for the vortex glass phase in superconductors with quenched disorder. From extensive Monte Carlo simulations we obtain static and dynamic finite size scaling…

Disordered Systems and Neural Networks · Physics 2007-05-23 Marios Nikolaou , Mats Wallin

The problem of simulating the thermal behavior of quantum systems remains a central open challenge in quantum computing. Unlike well-established quantum algorithms for unitary dynamics, \emph{provably efficient} algorithms for preparing…

Quantum Physics · Physics 2026-05-14 Dominik Hahn , Ryan Sweke , Abhinav Deshpande , Oles Shtanko

Recently a new class of Monte Carlo methods, called Time Relaxed Monte Carlo (TRMC), designed for the simulation of the Boltzmann equation close to fluid regimes have been introduced. A generalized Wild sum expansion of the solution is at…

Numerical Analysis · Mathematics 2010-09-16 L. Pareschi , S. Trazzi , B. Wennberg

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

Algorithms for simulating complex physical systems or solving difficult optimization problems often resort to an annealing process. Rather than simulating the system at the temperature of interest, an annealing algorithm starts at a…

Computational Physics · Physics 2015-04-02 Michael Habeck
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