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To efficiently evaluate system reliability based on Monte Carlo simulation, importance sampling is used widely. The optimal importance sampling density was derived in 1950s for the deterministic simulation model, which maps an input to an…

Methodology · Statistics 2019-06-04 Quoc Dung Cao , Youngjun Choe

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 propose a new sampling method, the thermostat-assisted continuously-tempered Hamiltonian Monte Carlo, for Bayesian learning on large datasets and multimodal distributions. It simulates the Nos\'e-Hoover dynamics of a…

Machine Learning · Statistics 2019-01-29 Rui Luo , Jianhong Wang , Yaodong Yang , Zhanxing Zhu , Jun Wang

Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…

Statistical Mechanics · Physics 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

We investigate Monte Carlo simulation strategies for determining the effective ("depletion") potential between a pair of hard spheres immersed in a dense sea of much smaller hard spheres. Two routes to the depletion potential are…

Soft Condensed Matter · Physics 2015-06-16 D. J. Ashton , V. Sanchez-Gil , N. B. Wilding

We use a reactive Monte Carlo simulation method and primitive model of electrolyte to study acid-base equilibrium that controls charge regulation in colloidal systems. The simulations are performed in a semi-grand canonical ensemble in…

Soft Condensed Matter · Physics 2021-12-21 Amin Bakhshandeh , Derek Frydel , Yan Levin

Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more…

Statistical Mechanics · Physics 2017-05-22 Manuel Athènes , Pierre Terrier

Accelerated molecular dynamics (MD) simulations are implemented to model the sliding process of AFM experiments at speeds close to those found in experiment. In this study the hyperdynamics method, originally devised to extend MD time…

Materials Science · Physics 2015-05-14 Woo Kyun Kim , Michael L. Falk

We calculate the density of states of a binary Lennard-Jones glass using a recently proposed Monte Carlo algorithm. Unlike traditional molecular simulation approaches, the algorithm samples distinct configurations according to…

Soft Condensed Matter · Physics 2009-11-10 Roland Faller , Juan J. de Pablo

We propose a Multi-Cell Monte Carlo algorithm, or (MC)^2, for predicting stable phases in chemically complex crystalline systems. Free atomic transfer among cells is achieved via the application of the lever rule, where an assigned molar…

Materials Science · Physics 2018-11-13 Changning Niu , You Rao , Wolfgang Windl , Maryam Ghazisaeidi

The Kinetic-Diffusion Monte Carlo (KDMC) method is a powerful tool for simulating neutral particles in fusion reactors. It is a hybrid fluid-kinetic method that is significantly faster than pure kinetic methods at the cost of a small bias…

Numerical Analysis · Mathematics 2025-09-05 Thijs Steel , Vince Maes , Giovanni Samaey

A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…

Statistical Mechanics · Physics 2009-10-31 Ronald Dickman

The phase separation of a simple binary mixture of incompatible linear polymers in solution is investigated using an extension of the sedimentation equilibrium method, whereby the osmotic pressure of the mixture is extracted from the…

Soft Condensed Matter · Physics 2009-09-29 Chris I. Addison , Pierre-Arnaud Artola , Jean-Pierre Hansen , Ard A. Louis

We present a set of second-order, time-reversible algorithms for the isothermal (NVT) molecular-dynamics (MD) simulation of systems with mixed hard-core/continuous potentials. The methods are generated by combining real-time Nose'…

Chemical Physics · Physics 2009-11-07 Yao A. Houndonougbo , Brian B. Laird

A parallelized hybrid Monte Carlo (HMC) methodology is devised to quantify the microstructural evolution of polycrystalline material under elastic loading. The approach combines a time explicit material point method (MPM) for the mechanical…

Materials Science · Physics 2010-09-03 Liangzhe Zhang , Timothy Bartel , Mark T. Lusk

A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…

Statistical Mechanics · Physics 2014-02-10 Manon Michel , Sebastian C. Kapfer , Werner Krauth

Building on our previously introduced Multi-cell Monte Carlo (MC)^2 method for modeling phase coexistence, this paper provides important improvements for efficient determination of phase equilibria in solids. The (MC)^2 method uses multiple…

Materials Science · Physics 2020-07-01 Edwin Antillon , Maryam Ghazisaeidi

We develop a formulation for molecular dynamics, Langevin, and hybrid Monte Carlo algorithms in the recently proposed generalized ensemble that is based on a physically motivated realisation of Tsallis weights. The effectiveness of the…

Biological Physics · Physics 2016-09-08 Ulrich H. E. Hansmann , Frank Eisenmenger , Yuko Okamoto

We present a fast, unconditionally energy-stable numerical scheme for simulating vesicle deformation under osmotic pressure using a phase-field approach. The model couples an Allen-Cahn equation for the biomembrane interface with a…

Numerical Analysis · Mathematics 2026-01-16 Zhiwei Zhang , Shuwang Li , John Lowengrub , Steven M. Wise