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We construct a rejection-free Monte Carlo method for the hard-disk system. Rejection-free Monte Carlo methods preserve the time-evolution behavior of the standard Monte Carlo method, and this relationship is confirmed for our method by…

Statistical Mechanics · Physics 2015-06-24 H. Watanabe , S. Yukawa , M. A. Novotny , N. Ito

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

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…

Statistical Mechanics · Physics 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

We propose a way of implementing the Broad Histogram Monte Carlo method to systems with continuous degrees of freedom, and we apply these ideas to investigate the three-dimensional XY-model with periodic boundary conditions. We have found…

Statistical Mechanics · Physics 2015-06-25 Jose D. Munoz , Hans J. Herrmann

We calculate the efficiency of a rejection-free dynamic Monte Carlo method for $d$-dimensional off-lattice homogeneous particles interacting through a repulsive power-law potential $r^{-p}$. Theoretically we find the algorithmic efficiency…

Statistical Mechanics · Physics 2009-11-13 Marta L. Guerra , M. A. Novotny , Hiroshi Watanabe , Nobuyasu Ito

We experiment with a massively parallel implementation of an algorithm for simulating the dynamics of metastable decay in kinetic Ising models. The parallel scheme is directly applicable to a wide range of stochastic cellular automata where…

Statistical Mechanics · Physics 2009-10-31 G. Korniss , M. A. Novotny , P. A. Rikvold

Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…

Statistical Mechanics · Physics 2024-07-17 Luke Causer , Konstantinos Sfairopoulos , Jamie F. Mair , Juan P. Garrahan

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

Computational Physics · Physics 2016-04-05 Akihiko Nishimura , David Dunson

The system-level dynamics of multivalent biomolecular interactions can be simulated using a rule-based kinetic Monte Carlo method in which a rejection sampling strategy is used to generate reaction events. This method becomes inefficient…

Quantitative Methods · Quantitative Biology 2010-03-04 Jin Yang , William S. Hlavacek

We apply the event-chain Monte Carlo algorithm to the three-dimensional ferromagnetic Heisenberg model. The algorithm is rejection-free and also realizes an irreversible Markov chain that satisfies global balance. The autocorrelation…

Statistical Mechanics · Physics 2015-12-22 Yoshihiko Nishikawa , Manon Michel , Werner Krauth , Koji Hukushima

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

We provide a proof that when there is no forcing the recently introduced projective dynamics Monte Carlo algorithm gives the exact lifetime of the metastable state, within statistical uncertainties. We also show numerical evidence…

Materials Science · Physics 2009-10-31 M. A. Novotny , M. Kolesik , P. A. Rikvold

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

A Monte Carlo method to sample the classical configurational canonical ensemble is introduced. In contrast to the Metropolis algorithm, where trial moves can be rejected, in this approach collisions take place. The implementation is…

Statistical Mechanics · Physics 2015-03-19 E. A. J. F. Peters , G. de With

We present an efficient Monte Carlo algorithm for the simulation of the two-dimensional Random Field Ising Model (RFIM). The method combines the event-driven, rejection-free character of the Bortz Kalos-Lebowitz (BKL) algorithm with Glauber…

Statistical Mechanics · Physics 2026-03-19 Luca Cattaneo , Federico Ettori , Giovanni Cerri , Paolo Biscari , Ezio Puppin

We propose a way of extending the Broad Histogram Monte Carlo method (BHMC) to systems with continuous degrees of freedom, and we apply these ideas to investigate the three-dimensional XY-model. Our method gives results in excellent…

Statistical Mechanics · Physics 2009-10-31 Jose D. Munoz , Hans J. Herrmann

We consider a generalization of the standard Metropolis algorithm acceptance/rejection decision rule and numerically explore its properties using auxiliary field quantum Monte Carlo. The generalization involves a free parameter which, given…

Strongly Correlated Electrons · Physics 2007-05-23 C. L. Martin , R. M. Fye

Markov chain Monte Carlo methods have become standard tools in statistics to sample from complex probability measures. Many available techniques rely on discrete-time reversible Markov chains whose transition kernels build up over the…

Methodology · Statistics 2017-02-21 Alexandre Bouchard-Côté , Sebastian J. Vollmer , Arnaud Doucet

The Metropolis implementation of the Monte Carlo algorithm has been developed to study the equilibrium thermodynamics of many-body systems. Choosing small trial moves, the trajectories obtained applying this algorithm agree with those…

Other Quantitative Biology · Quantitative Biology 2009-11-13 G. Tiana , L. Sutto , R. A. Broglia

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa
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