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Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

In this paper, we present the Monte-Carlo Compressive Optimization algorithm, a new method to solve a combinatorial optimization problem that is assumed compressible. The method relies on random queries to the objective function in order to…

Optimization and Control · Mathematics 2025-10-30 Baptiste Chevalier , Shimpei Yamaguchi , Wojciech Roga , Masahiro Takeoka

We use a swap Monte Carlo algorithm to numerically prepare bulk glasses with kinetic stability comparable to that of glass films produced experimentally by physical vapor deposition. By melting these systems into the liquid state, we show…

Soft Condensed Matter · Physics 2017-10-18 Christopher J. Fullerton , Ludovic Berthier

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

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

Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , J. C. Castro-Palacio

We discuss a new Monte Carlo algorithm for the simulation of complex fluids. This algorithm employs geometric operations to identify clusters of particles that can be moved in a rejection-free way. It is demonstrated that this geometric…

Statistical Mechanics · Physics 2015-06-25 Erik Luijten , Jiwen Liu

The swap Monte Carlo algorithm allows the preparation of highly stable glassy configurations for a number of glass-formers, but is inefficient for some models, such as the much studied binary Kob-Andersen (KA) mixture. We have recently…

Statistical Mechanics · Physics 2020-10-07 Anshul D. S. Parmar , Benjamin Guiselin , Ludovic Berthier

We applied a multicanonical algorithm (entropic sampling) to a two-dimensional and a three-dimensional Lennard-Jones system with quasicrystalline and glassy ground states. Focusing on the ability of the algorithm to locate low lying energy…

Statistical Mechanics · Physics 2009-10-30 Kamal K. Bhattacharya , James P. Sethna

We consider dynamically constrained Monte-Carlo dynamics and show that this leads to the generation of long ranged effective interactions. This allows us to construct a local algorithm for the simulation of charged systems without ever…

Statistical Mechanics · Physics 2009-11-10 L. Levrel , F. Alet , J. Rottler , A. C. Maggs

Clustering aims to group unlabeled objects based on similarity inherent among them into clusters. It is important for many tasks such as anomaly detection, database sharding, record linkage, and others. Some clustering methods are taken as…

Databases · Computer Science 2024-12-02 Binbin Gu , Saeed Kargar , Faisal Nawab

It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…

Statistical Mechanics · Physics 2019-06-24 Ludovic Berthier , Elijah Flenner , Christopher J. Fullerton , Camille Scalliet , Murari Singh

We propose a minimal generalization of the celebrated Markov-Chain Monte Carlo algorithm which allows for an arbitrary number of configurations to be visited at every Monte Carlo step. This is advantageous when a parallel computing machine…

Computational Physics · Physics 2021-02-11 Fedor Šimkovic , Riccardo Rossi

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

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

We present a real-time quantum Monte Carlo algorithm that simulates the dynamics of open quantum systems by stochastically compressing and evolving the density matrix under both Markovian and non-Markovian master equations. Our algorithm…

Quantum Physics · Physics 2025-09-11 Tong Shen , Daniel A. Lidar

We describe a number of recently developed cluster-flipping algorithms for the efficient simulation of classical spin models near their critical temperature. These include the algorithms of Wolff, Swendsen and Wang, and Niedermeyer, as well…

Condensed Matter · Physics 2007-05-23 G. T. Barkema , M. E. J. Newman

We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…

Soft Condensed Matter · Physics 2009-11-10 Joerg Rottler , A. C. Maggs

We design an enhanced Event-Chain Monte Carlo algorithm to study 1D quantum dissipative systems, using their bosonized representation. Expressing the bosonized Hamiltonian as a path integral over a scalar field enables the application of…

Strongly Correlated Electrons · Physics 2025-08-21 Oscar Bouverot-Dupuis , Alberto Rosso , Manon Michel

The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…

Statistical Mechanics · Physics 2010-06-22 Martin Weigel