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We introduce a generic, parallel Wang-Landau method that is naturally suited to implementation on massively parallel, petaflop supercomputers. The approach introduces a replica-exchange framework in which densities of states for overlapping…

Computational Physics · Physics 2015-06-18 Ying Wai Li , Thomas Vogel , Thomas Wüst , David P. Landau

We describe a Monte Carlo scheme for simulating polydisperse fluids within the grand canonical ensemble. Given some polydisperse attribute $\sigma$, the state of the system is described by a density distribution $\rho(\sigma)$ whose form is…

Statistical Mechanics · Physics 2007-05-23 Nigel B. Wilding , Peter Sollich

High-quality random samples of quantum states are needed for a variety of tasks in quantum information and quantum computation. Searching the high-dimensional quantum state space for a global maximum of an objective function with many local…

Quantum Physics · Physics 2015-04-28 Yi-Lin Seah , Jiangwei Shang , Hui Khoon Ng , David John Nott , Berthold-Georg Englert

In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

In this work we develop an implementation of the Wang--Landau algorithm [Phys. Rev. Lett. \textbf{86}, 2050-2053 (2001)]. This algorithm allows us to find the density of states (DOS), a function that, for a given system, describes the…

Statistical Mechanics · Physics 2022-02-09 Felipe Moreno , Joaquín Peralta , Sergio Davis

Monte Carlo simulations have boosted the numerical study of several different physical systems and in particular, the canonical ensemble has been especially useful because of the existence of easy and efficient relaxation algorithms…

Statistical Mechanics · Physics 2019-10-29 G. Palma , A. Riveros

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

Methodology · Statistics 2017-08-15 Axel Finke , Ruth King , Alexandros Beskos , Petros Dellaportas

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.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

Inspired by the multicanonical approach to simulations of first-order phase transitions we propose for $q$-state Potts models a combination of cluster updates with reweighting of the bond configurations in the…

High Energy Physics - Lattice · Physics 2009-10-22 Wolfhard Janke , Stefan Kappler

We introduce an exact Monte Carlo approach to the statistics of discrete quantum systems which does not rely on the standard fragmentation of the imaginary time, or any small parameter. The method deals with discrete objects, kinks,…

Condensed Matter · Physics 2009-10-28 N. V. Prokof'ev , B. V. Svistunov , I. S. Tupitsyn

By combining two generalized-ensemble algorithms, Replica-Exchange Wang-Landau (REWL) method and Multicanonical Replica-Exchange Method (MUCAREM), we propose an effective simulation protocol to determine the density of states with high…

Statistical Mechanics · Physics 2019-10-23 Takuya Hayashi , Yuko Okamoto

In this work, we present a comparative study of the accuracy provided by the Wang-Landau sampling and the Broad Histogram method to estimate de density of states of the two dimensional Ising ferromagnet. The microcanonical averages used to…

Statistical Mechanics · Physics 2016-05-26 Alexandre Pereira Lima , Paulo Murilo Castro de Oliveira , Daniel Girardi

In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature range around the critical point. By combining the parallel tempering algorithm with cluster updates and an…

Statistical Mechanics · Physics 2015-05-28 Elmar Bittner , Wolfhard Janke

We present modified Wang-Landau algorithm for models with continuous degrees of freedom. We demonstrate this algorithm with the calculation of the joint density of states $g(M,E)$ of ferromagnet Heisenberg models. The joint density of…

Statistical Mechanics · Physics 2009-11-11 Chenggang Zhou , T. C. Schulthess , Stefan Torbrügge , D. P. Landau

We propose a new type of Monte-Carlo method which enables us to study the excited state of many-body systems.

Nuclear Theory · Physics 2009-10-31 H. Masui , T. Sato

Flat-histogram Monte Carlo simulations are well-established, robust methods to perform random walks in a physical observable or parameter space, making them suitable for finding ground states or studying phase transitions in complex systems…

Statistical Mechanics · Physics 2026-01-28 Thomas Vogel , Ying Wai Li

The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…

Probability · Mathematics 2010-10-22 Madalina Deaconu , Antoine Lejay

A quantum Monte Carlo method is introduced to optimize excited state trial wavefunctions. The method is applied in a correlation function Monte Carlo calculation to compute ground and excited state energies of bosonic van der Waals clusters…

Computational Physics · Physics 2009-11-06 M. P. Nightingale , Vilen Melik-Alaverdian

We study some aspects of a Monte Carlo method invented by Maggs and Rossetto for simulating systems of charged particles. It has the feature that the discretized electric field is updated locally when charges move. Results of simulations of…

Statistical Mechanics · Physics 2007-06-27 P. A. McClarty