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Related papers: Fast Simulation of Facilitated Spin Models

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We study the the non-equilibrium ageing behaviour of the +/-J Edwards-Anderson model in three dimensions for samples of size up to N=128^3 and for up to 10^8 Monte Carlo sweeps. In particular we are interested in the change of the ageing…

Statistical Mechanics · Physics 2015-06-03 Markus Manssen , Alexander K. Hartmann

We propose a methodology to sample from time-integrated stochastic bridges, namely random variables defined as $\int_{t_1}^{t_2} f(Y(t))dt$ conditioned on $Y(t_1)\!=\!a$ and $Y(t_2)\!=\!b$, with $a,b\in R$. The Stochastic Collocation Monte…

Computational Finance · Quantitative Finance 2021-11-30 Leonardo Perotti , Lech A. Grzelak

The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…

Condensed Matter · Physics 2009-10-28 M. P. Nightingale , H. W. J. Bloete

An efficient method for the simulation of strained heteroepitaxial growth with intermixing using kinetic Monte Carlo is presented. The model used is based on a solid-on-solid bond counting formulation in which elastic effects are…

Materials Science · Physics 2015-05-13 Arvind Baskaran , Jason Devita , Peter Smereka

In this paper we study crumpled surfaces through Monte Carlo Simulations. The crumpled surface is represented by a cluster of spins pointing up and spins pointing down represent the air both inside and around the surface. We follow the time…

Computational Physics · Physics 2008-10-23 Klauko P. Mota , Paulo Murilo C. de Oliveira

An approximate numerical approach to spin models is proposed, in which the original lattice is transformed into a tree. This method is applied to the Edwards-Anderson spin glass model in two and three dimensions. It captures the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Naoki Kawashima

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

Markov chain Monte Carlo (MCMC) algorithms provide a very general recipe for estimating properties of complicated distributions. While their use has become commonplace and there is a large literature on MCMC theory and practice, MCMC users…

Computation · Statistics 2012-05-03 Murali Haran , Luke Tierney

We present Monte Carlo simulations in a modification of the north-or-east-or-front model recently investigated by Berthier and Garrahan [J. Phys. Chem. B 109, 3578 (2005)]. In this coarse-grained model for relaxation in supercooled liquids,…

Soft Condensed Matter · Physics 2009-11-11 Angel J. Moreno , Juan Colmenero

By leveraging the natural geometry of a smooth probabilistic system, Hamiltonian Monte Carlo yields computationally efficient Markov Chain Monte Carlo estimation. At least provided that the algorithm is sufficiently well-tuned. In this…

Methodology · Statistics 2016-01-05 Michael Betancourt

After developing an appropriate iteration procedure for the determination of the parameters, the method of simulated tempering has been successfully applied to the 2D Ising spin glass. The reduction of the slowing down is comparable to that…

Condensed Matter · Physics 2009-10-22 Werner Kerler , Peter Rehberg

The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…

Computational Physics · Physics 2009-11-10 Denis Horvath , Martin Gmitra

Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…

Computational Physics · Physics 2007-05-23 Charles F. F. Karney , Jason E. Ferrara

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

Soft Condensed Matter · Physics 2007-05-23 Yu-Pin Luo , Ming-Chang Huang , Yen-Liang Chou , Tsong-Ming Liaw

Slow dynamics in disordered materials prohibits direct simulation of their rich nonequilibrium behavior at large scales. "Patchwork dynamics" is introduced to mimic relaxation over a very broad range of time scales by equilibrating or…

Disordered Systems and Neural Networks · Physics 2009-06-30 Creighton K. Thomas , Olivia L. White , A. Alan Middleton

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

Statistical Mechanics · Physics 2010-08-23 Mykyta V. Chubynsky , Gary W. Slater

To deal with very large datasets a mini-batch version of the Monte Carlo Markov Chain Stochastic Approximation Expectation-Maximization algorithm for general latent variable models is proposed. For exponential models the algorithm is shown…

Computation · Statistics 2023-08-30 Tabea Rebafka , Estelle Kuhn , Catherine Matias

A spin-glass transition has been investigated for a long time but we have not yet reached a conclusion due to difficulties in the simulations. They are slow dynamics, strong finite-size effects, and sample-to-sample dependences. We…

Disordered Systems and Neural Networks · Physics 2019-02-11 Tota Nakamura

A computationally simple way to accommodate 'basins' of trapping sites in standard kinetic Monte Carlo simulations is presented. By assuming the system is effectively equilibrated in the basin, the residence time (time spent in the basin…

Statistical Mechanics · Physics 2008-02-12 Clinton DeW. Van Siclen

Efficient quantum Monte Carlo update schemes called directed loops have recently been proposed, which improve the efficiency of simulations of quantum lattice models. We propose to generalize the detailed balance equations at the local…

Strongly Correlated Electrons · Physics 2007-05-23 Fabien Alet , Stefan Wessel , Matthias Troyer
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