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Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ…

Statistical Mechanics · Physics 2016-04-27 Marija Vucelja

Recently, the present authors proposed the nonequilibrium-to-equilibrium scaling (NE-ES) scheme for critical Monte Carlo relaxation process, which scales relaxation data in the whole simulation-time regions regardless of functional forms,…

Statistical Mechanics · Physics 2020-11-19 Yoshihiko Nonomura , Yusuke Tomita

Calculations of topological observables in lattice gauge theories with traditional Monte Carlo algorithms have long been known to be a difficult task, owing to the effects of long autocorrelations times. Several mitigation strategies have…

High Energy Physics - Lattice · Physics 2023-10-19 Claudio Bonanno , Alessandro Nada , Davide Vadacchino

We study an irreversible Markov chain Monte Carlo method based on a skew detailed balance condition for an one-dimensional Ising model. Dynamical behavior of the magnetization density is analyzed in order to understand the properties of…

Statistical Mechanics · Physics 2015-06-12 Yuji Sakai , Koji Hukushima

Computer simulations generate trajectories at a single, well-defined thermodynamic state point. Statistical reweighting offers the means to reweight static and dynamical properties to different equilibrium state points by means of analytic…

Computational Physics · Physics 2019-12-25 Marius Bause , Timon Wittenstein , Kurt Kremer , Tristan Bereau

We investigate the lattice spacing dependence of the equilibration time for a recently proposed multiscale thermalization algorithm for Markov chain Monte Carlo simulations. The algorithm uses a renormalization-group matched coarse lattice…

High Energy Physics - Lattice · Physics 2018-04-18 William Detmold , Michael G. Endres

In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…

Statistical Mechanics · Physics 2011-08-31 Francesco Parisen Toldin

The nonequilibrium reweighting technique, which was recently developed by the present authors, is used for the study of the nonequilibrium steady states. The renewed formulation of the nonequlibrium reweighting enables us to use the very…

Statistical Mechanics · Physics 2009-11-11 Hwee Kuan Lee , Yutaka Okabe

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel

The problem of identifying the phase of a given system for a certain value of the temperature can be reformulated as a classification problem in Machine Learning. Taking as a prototype the Ising model and using the Support Vector Machine as…

Statistical Mechanics · Physics 2019-06-26 Cinzia Giannetti , Biagio Lucini , Davide Vadacchino

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe

We present a fast, hierarchical, and adaptive algorithm for Metropolis Monte Carlo simulations of systems with long-range interactions that reproduces the dynamics of a standard implementation exactly, i.e., the generated configurations and…

Computational Physics · Physics 2023-07-27 Fabio Müller , Henrik Christiansen , Stefan Schnabel , Wolfhard Janke

We use a non-equilibrium simulation method to study the spin glass transition in three-dimensional Ising spin glasses. The transition point is repeatedly approached at finite velocity $v$ (temperature change versus time) in Monte Carlo…

Disordered Systems and Neural Networks · Physics 2015-08-26 C. -W. Liu , A. Polkovnikov , A. W. Sandvik , A. P. Young

In this paper, we review the physical concepts of the nonequilibrium techniques for the calculation of free energies applied to magnetic systems using Monte Carlo simulations of different nonequilibrium processes. The methodology allows the…

Statistical Mechanics · Physics 2019-05-01 Samuel Cajahuaringa , Alex Antonelli

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…

Statistical Mechanics · Physics 2016-09-13 Yuji Sakai , Koji Hukushima

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

We propose a new time quantifiable Monte Carlo (MC) method to simulate the thermally induced magnetization reversal for an isolated single domain particle system. The MC method involves the determination of density of states, and the use of…

Statistical Mechanics · Physics 2009-11-11 X. Z. Cheng , M. B. A. Jalil , H. K. Lee , Y. Okabe

The random field Ising model with Gaussian disorder is studied using a new Monte Carlo algorithm. The algorithm combines the advantanges of the replica exchange method and the two-replica cluster method and is much more efficient than the…

Statistical Mechanics · Physics 2009-10-31 Jon Machta , Mark Newman , Lincoln Chayes

The jump-walking Monte-Carlo algorithm is revisited and updated to study the equilibrium properties of systems exhibiting quasi-ergodicity. It is designed for a single processing thread as opposed to currently predominant algorithms for…

Statistical Mechanics · Physics 2017-04-18 Zilvinas Rimas , Sergei Taraskin

We introduce a modification of the well-known Metropolis importance sampling algorithm by using a methodology inspired on the consideration of the reparametrization invariance of the microcanonical ensemble. The most important feature of…

Statistical Mechanics · Physics 2007-05-23 L. Velazquez , J. C. Castro Palacio