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Systems comprised of self-steering active Brownian particles are studied via simulations for a minimal cognitive flocking model. The dynamics of the active Brownian particles is extended by an orientational response with limited…
We propose a general framework to study transformations that drive an underdamped Brownian particle in contact with a thermal bath from an equilibrium state to a new one in an arbitrarily short time. To this end, we make use of a time and…
An important task in the simulation of hard spheres and other hard particles is structure prediction via equilibration. Event-driven molecular dynamics is efficient because its Newtonian dynamics equilibrates fluctuations with the speed of…
In this paper, using an algorithm based on the retrospective rejection sampling scheme, we propose an exact simulation of a Brownian diffusion whose drift admits several jumps. We treat explicitly and extensively the case of two jumps,…
We develop Random Batch Methods for interacting particle systems with large number of particles. These methods use small but random batches for particle interactions, thus the computational cost is reduced from $O(N^2)$ per time step to…
We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…
New hybrid Molecular Dynamics-Monte Carlo methods are proposed to increase the efficiency of constant-pressure simulations. Two variations of the isobaric Molecular Dynamics component of the algorithms are considered. In the first, we use…
We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…
We review Sweeny's algorithm for Monte Carlo simulations of the random cluster model. Straightforward implementations suffer from the problem of computational critical slowing down, where the computational effort per edge operation scales…
Computer simulation with Monte Carlo is an important tool to investigate the function and equilibrium properties of many systems with biological and soft matter materials solvable in solvents. The appropriate treatment of long-range…
Fluctuating hydrodynamics has been successfully combined with several computational methods to rapidly compute the correlated random velocities of Brownian particles. In the overdamped limit where both particle and fluid inertia are…
Embedding non-Markovian open quantum dynamics into an enlarged Markovian space offers a powerful route to nonperturbative simulations, where the dynamics of the extended space can be governed by multiple distinct Markovian equations. We…
Two cluster algorithms, based on constructing and flipping loops, are presented for worldline quantum Monte Carlo simulations of fermions and are tested on the one-dimensional repulsive Hubbard model. We call these algorithms the loop-flip…
In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…
We present a novel method to investigate the dynamics of a single semiflexible polymer, subject to anisotropic friction in a viscous fluid. In contrast to previous approaches, we do not rely on a discrete bead-rod model, but introduce a…
A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…
The aim of this paper is to introduce a new Monte Carlo method based on importance sampling techniques for the simulation of stochastic differential equations. The main idea is to combine random walk on squares or rectangles methods with…
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…
We study numerically the motion of a one dimensional array of Brownian particles in a washboard potential, driven by an external stochastic force and interacting via short range repulsive forces. In particular, we investigate the role of…
We demonstrate that the multicanonical approach is not restricted to Monte Carlo simulations, but can also be applied to simulation techniques such as molecular dynamics, Langevin, and hybrid Monte Carlo algorithms. The effectiveness of the…