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Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…

Statistical Mechanics · Physics 2011-01-17 Gustavo During , Jorge Kurchan

We present results from Monte Carlo simulations of the one-dimensional Ising spin glass with power-law interactions at low temperature, using the parallel tempering Monte Carlo method. For a set of parameters where the long-range part of…

Disordered Systems and Neural Networks · Physics 2007-05-23 H. G. Katzgraber , A. P. Young

Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…

Statistical Mechanics · Physics 2007-05-23 A. Brandt , V. Ilyin

Monte Carlo computer simulations are virtually the only way to analyze the thermodynamic behavior of a system in a precise way. However, the various existing methods exhibit extreme differences in their efficiency, depending on model…

Statistical Mechanics · Physics 2011-07-05 Michael Bachmann

In this work we propose a hierarchy of Monte Carlo methods for sampling equilibrium properties of stochastic lattice systems with competing short and long range interactions. Each Monte Carlo step is composed by two or more sub - steps…

Numerical Analysis · Mathematics 2015-05-30 Evangelia Kalligiannaki , Markos A. Katsoulakis , Petr Plechac , Dionisios G Vlachos

Monte Carlo methods play an important role in scientific computation, especially when problems have a vast phase space. In this lecture an introduction to the Monte Carlo method is given. Concepts such as Markov chains, detailed balance,…

Statistical Mechanics · Physics 2011-05-05 Helmut G. Katzgraber

This discussion serves as an introduction to the use of Monte Carlo simulations as a useful way to evaluate the observables of a ferromagnet. Key background is given about the relevance and effectiveness of this stochastic approach and in…

Statistical Mechanics · Physics 2008-03-04 Jacques Kotze

We study the behavior of two spatially distributed (sandpile) models which are weakly linked with one another. Using a Monte-Carlo implementation of the renormalization group and algebraic methods, we describe how large-scale correlations…

Condensed Matter · Physics 2009-11-07 Eric J. Friedman , A. S. Landsberg

Macromolecular complexation leading to coupling of two or more cellular membranes is a crucial step in a number of biological functions of the cell. While other mechanisms may also play a role, adhesion always involves the fluctuations of…

Soft Condensed Matter · Physics 2015-09-02 Timo Bihr , Udo Seifert , Ana-Suncana Smith

Monte Carlo algorithms are a foundational pillar of modern computational science, yet their effective application hinges on a deep understanding of their performance trade offs. This paper presents a critical analysis of the evolution of…

Computation · Statistics 2025-12-23 Ravi Prasad

The two-point correlation functions of statistical models show in general both poles and cuts in momentum space. The former correspond to the spectrum of massive excitations of the model, while the latter originate from interaction effects,…

Statistical Mechanics · Physics 2009-10-30 P. Provero

If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…

Materials Science · Physics 2009-11-13 V. I. Tokar , H. Dreyssé

Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…

Other Condensed Matter · Physics 2007-07-03 Heiko Bauke , Stephan Mertens

Monte Carlo (MC) simulations are extensively used for various purposes in modern high-energy physics (HEP) experiments. Precision measurements of established Standard Model processes or searches for new physics often require the collection…

Data Analysis, Statistics and Probability · Physics 2022-06-15 Karl Ehataht , Christian Veelken

We propose a general interpretation for long-range correlation effects in the activity and volatility of financial markets. This interpretation is based on the fact that the choice between `active' and `inactive' strategies is subordinated…

Disordered Systems and Neural Networks · Physics 2009-11-07 Irene Giardina , Jean-Philippe Bouchaud , Marc Mézard

The standard DLVO theory offers a limited description of ionic-surfacted magnetic colloids in near aggregation regimes. Correcting the electrical double layer term for ionic surfactants is not enough to successfully simulate the systems.…

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

Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…

Statistical Mechanics · Physics 2009-11-07 A. van de Walle , M. Asta

We present a lattice Monte Carlo algorithm based on the one originally proposed by Maggs and Rossetto for simulating electrostatic interactions in inhomogeneous dielectric media. The original algorithm is known to produce attractive…

Soft Condensed Matter · Physics 2017-05-12 Xiaozheng Duan , Issei Nakamura , Zhen-Gang Wang

The present review is devoted to the problems of finite-size scaling due to the presence of long-range interaction decaying at large distance as $1/r^{d+\sigma}$, $\sigma>0$. The attention is focused mainly on the renormalization group…

Statistical Mechanics · Physics 2009-11-10 H. Chamati , N. S. Tonchev