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With the developed "extended Monte Calro" (EMC) algorithm, we have studied the depinning transition in Ising-type lattice models by extensive numerical simulations, taking the random-field Ising model with a driving field and the driven…

Statistical Mechanics · Physics 2016-10-20 Lisha Sia , Xiaoyun Liao , Nengji Zhou

We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…

Numerical Analysis · Mathematics 2010-06-21 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac

This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…

Methodology · Statistics 2020-04-14 Murray Pollock , Paul Fearnhead , Adam M. Johansen , Gareth O. Roberts

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

We have developed a novel Monte Carlo method for simulating the dynamical evolution of stellar systems in arbitrary geometry. The orbits of stars are followed in a smooth potential represented by a basis-set expansion and perturbed after…

Astrophysics of Galaxies · Physics 2014-12-04 Eugene Vasiliev

Combinatorial optimization problems are central to both practical applications and the development of optimization methods. While classical and quantum algorithms have been refined over decades, machine learning--assisted approaches are…

Disordered Systems and Neural Networks · Physics 2026-05-12 Luca Maria Del Bono , Federico Ricci-Tersenghi , Francesco Zamponi

We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…

Numerical Analysis · Mathematics 2016-09-16 Ward Melis , Giovanni Samaey

Global optimization is an active area of research in atomistic simulations, and many algorithms have been proposed to date. A prominent example is basin hopping Monte Carlo, which performs a modified Metropolis Monte Carlo search to explore…

Chemical Physics · Physics 2020-02-04 Martín Leandro Paleico , Jörg Behler

We study discrete-time simulation schemes for stochastic Volterra equations, namely the Euler and Milstein schemes, and the corresponding Multi-Level Monte-Carlo method. By using and adapting some results from Zhang [22], together with the…

Numerical Analysis · Mathematics 2022-03-08 Alexandre Richard , Xiaolu Tan , Fan Yang

We present a novel way of performing kinetic Monte Carlo simulations which does not require an {\it a priori} list of diffusion processes and their associated energetics and reaction rates. Rather, at any time during the simulation,…

Materials Science · Physics 2009-11-11 Oleg Trushin , Altaf Karim , Abdelkader Kara , Talat S. Rahman

The standard kinetic Monte Carlo algorithm is an extremely efficient method to carry out serial simulations of dynamical processes such as thin-film growth. However, in some cases it is necessary to study systems over extended time and…

Materials Science · Physics 2007-05-23 Yunsic Shim , Jacques G. Amar

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

Statistical Mechanics · Physics 2012-04-16 Stephen Whitelam

We present a universal quantum Monte Carlo algorithm for simulating arbitrary high-spin (spin greater than 1/2) Hamiltonians, based on the recently developed permutation matrix representation (PMR) framework. Our approach extends a…

Computational Physics · Physics 2026-01-27 Arman Babakhani , Lev Barash , Itay Hen

We present computer simulations of a dynamic Monte Carlo algorithm for polymer chains on the FCC lattice which takes explicitly into account the possibility to overcome topological constraints by controlling the rate at which nearby polymer…

Soft Condensed Matter · Physics 2021-12-01 Mattia Alberto Ubertini , Angelo Rosa

The advances in materials and biological sciences have necessitated the use of molecular simulations to study polymers. The Markov chain Monte Carlo simulations enable the sampling of relevant microstates of polymeric systems by traversing…

Soft Condensed Matter · Physics 2023-07-24 Monika Angwani , Tushar Mahendrakar , Kaustubh Rane

Proposed here is a dynamic Monte-Carlo algorithm that is efficient in simulating dense systems of long flexible chain molecules. It expands on the configurational-bias Monte-Carlo method through the simultaneous generation of a large set of…

Statistical Mechanics · Physics 2018-08-29 Niels Boon

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

We propose a unified framework that extends the inference methods for classical hidden Markov models to continuous settings, where both the hidden states and observations occur in continuous time. Two different settings are analyzed: hidden…

Methodology · Statistics 2021-06-18 Qingcan Wang , Weinan E

We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to…

Data Analysis, Statistics and Probability · Physics 2014-01-14 Tiago P. Peixoto

The thinning method for numerical generation of the nonhomogeneous Poisson process (NHPP) arrival times has been adapted to accelerate Monte Carlo simulations of the kinetic Ising models (KIMs) with the Glauber spin-flip dynamics. The…

Statistical Mechanics · Physics 2025-06-02 V. I. Tokar , H. Dreyssé