Related papers: Multicanonical Parallel Tempering
A weighted version of the parareal method for parallel-in-time computation of time dependent problems is presented. Linear stability analysis for a scalar weighing strategy shows that the new scheme may enjoy favorable stability properties…
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…
In this work we present an efficient implementation of Canonical Monte Carlo simulation for Coulomb many body systems on graphics processing units (GPU). Our method takes advantage of the GPU Single Instruction, Multiple Data (SIMD)…
Parallel tempering (PT) methods are a popular class of Markov chain Monte Carlo schemes used to sample complex high-dimensional probability distributions. They rely on a collection of $N$ interacting auxiliary chains targeting tempered…
In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…
We have developed a new simulation algorithm for free-energy calculations. The method is a multidimensional extension of the replica-exchange method. While pairs of replicas with different temperatures are exchanged during the simulation in…
An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…
We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…
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…
Metastability is a formidable challenge to Markov chain Monte Carlo methods. In this paper we present methods for algorithm design to meet this challenge. The design problem we consider is temperature selection for the infinite swapping…
We propose and investigate a new multi-level Monte Carlo scheme for numerical solutions of the kinetic Boltzmann equation for neutral species in edge plasmas. In particular, this method explicitly exploits a key structural property of…
A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…
The computational study of conformational transitions in RNA and proteins with atomistic molecular dynamics often requires suitable enhanced sampling techniques. We here introduce a novel method where concurrent metadynamics are integrated…
We present a Monte Carlo algorithm that allows the simultaneous determination of a few extremal eigenpairs of a very large matrix without the need to compute the inner product of two vectors or store all the components of any one vector.…
We describe the study of thermodynamics of materials using replica-exchange Wang-Landau (REWL) sampling, a generic framework for massively parallel implementations of the Wang-Landau Monte Carlo method. To evaluate the performance and…
We present an extension of the semi-grandcanonical (SGC) ensemble that we refer to as the variance-constrained semi-grandcanonical (VC-SGC) ensemble. It allows for transmutation Monte Carlo simulations of multicomponent systems in…
We present a multiscale thermalization algorithm for lattice gauge theory, which enables efficient parallel generation of uncorrelated gauge field configurations. The algorithm combines standard Monte Carlo techniques with ideas drawn from…
This work measures the time to equilibrium for the multicanonical method on the 2D-Ising system by using a new criterion, proposed here, to find the time to equilibrium, teq, of any sampling procedure based on a Markov process. Our new…
We introduce the well-tempered ensemble (WTE) which is the biased ensemble sampled by well-tempered metadynamics when the energy is used as collective variable. WTE can be designed so as to have approximately the same average energy as the…
We present extensive Monte Carlo simulations on a two-dimensional XY model with a modified form of interaction potential. Thermodynamic quantities other than energy, specific heat etc (such as magnetization, susceptibility, fourth order…