Related papers: Optimized multicanonical simulations: a new propos…
Stochastic sampling algorithms such as Langevin Monte Carlo are inspired by physical systems in a heat bath. Their equilibrium distribution is the canonical ensemble given by a prescribed target distribution, so they must balance…
We propose a new Monte Carlo technique in which the degeneracy of energy states is obtained with a Markovian process analogous to that of Metropolis used currently in canonical simulations. The obtained histograms are much broader than…
A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…
Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…
The study of multiplicity distributions of identified particles in terms of their higher moments is at the focus of contemporary experimental and theoretical studies. In a thermalized system, combinations of these moments are directly…
The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…
We introduce a systematic classification method for the analogs of phase transitions in finite systems. This completely general analysis, which is applicable to any physical system and extends towards the thermodynamic limit, is based on…
The most common way to simplify extensive Monte-Carlo simulations of air showers is to use the thinning approximation. We study its effect on the physical parameters reconstructed from simulated showers. To this end, we have created a…
A multicanonical formalism is introduced to describe statistical equilibrium of complex systems exhibiting a hierarchy of time and length scales, where the hierarchical structure is described as a set of nested "internal heat reservoirs"…
In this work we present a theoretical study on the propagation of light in heterogeneous systems with fluctuating optical properties. To understand the consequences of the fluctuations we perform numerical calculations with uniform and non…
We present a model for the dynamics in energy space of multicanonical simulation methods that lends itself to a rather complete analytic characterization. The dynamics is completely determined by the density of states. In the \pm J 2D spin…
Numerical simulations of models and theories that describe complex systems such as spin glasses are becoming increasingly important. Beyond fundamental research, these computational methods also find practical applications in fields like…
A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…
Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…
Multicanonical molecular dynamics (MD) is a powerful technique for sampling conformations on rugged potential surfaces such as protein. However, it is notoriously difficult to estimate the multicanonical temperature effectively. Wang and…
We present a new Monte Carlo method for obtaining solutions of the Boltzmann equation for describing phonon transport in micro and nanoscale devices. The proposed method can resolve arbitrarily small signals (e.g. temperature differences)…
We recently introduced a novel replica-exchange scheme in which an individual replica can sample from states encountered by other replicas at any previous time by way of a global configuration database, enabling the fast propagation of…
A Hamiltonian model living in a bounded phase space and with long-range interactions is studied. It is shown, by analytical computations, that there exists an energy interval in which the microcanonical entropy is a decreasing convex…
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…
This paper introduces a Monte Carlo method for maximum likelihood inference in the context of discretely observed diffusion processes. The method gives unbiased and a.s.\@ continuous estimators of the likelihood function for a family of…