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The recent implementation of a swap Monte Carlo algorithm (SWAP) for polydisperse mixtures fully bypasses computational sluggishness and closes the gap between experimental and simulation timescales in physical dimensions $d=2$ and $3$.…

Statistical Mechanics · Physics 2019-03-13 Ludovic Berthier , Patrick Charbonneau , Joyjit Kundu

The dynamics of strongly disordered systems becomes extremely slow or glassy at low temperatures, which results in a characteristic aging scenario. This means that the outcome of measurements strongly depends on the history of the system…

Condensed Matter · Physics 2015-06-25 Heiko Rieger

We present an efficient computational approach to sample the histories of nonlinear stochastic processes. This framework builds upon recent work on casting a $d$-dimensional stochastic dynamical system into a $d+1$-dimensional equilibrium…

Statistical Mechanics · Physics 2009-11-11 Natali Gulbahce , Francis J. Alexander , Gregory Johnson

An overview of advanced dynamical algorithms capable of spanning the widely disparate time scales that govern the decay of metastable phases in discrete spin models is presented. The algorithms discussed include constrained transfer-matrix,…

Materials Science · Physics 2015-06-25 M. A. Novotny

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

Finding the ground state of Ising spin glasses is notoriously difficult due to disorder and frustration. Often, this challenge is framed as a combinatorial optimization problem, for which a common strategy employs simulated annealing, a…

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

An adaptive Monte Carlo localization algorithm based on coevolution mechanism of ecological species is proposed. Samples are clustered into species, each of which represents a hypothesis of the robots pose. Since the coevolution between the…

Robotics · Computer Science 2007-05-23 Luo Ronghua , Hong Bingrong

We describe a generalized scheme for the probability-changing cluster (PCC) algorithm, based on the study of the finite-size scaling property of the correlation ratio, the ratio of the correlation functions with different distances. We…

Statistical Mechanics · Physics 2009-11-07 Yutaka Okabe , Yusuke Tomita , Chiaki Yamaguchi

We present an algorithm for cluster dynamics to efficiently simulate large systems on MIMD parallel computers with large numbers of processors. The method divides physical space into rectangular cells which are assigned to processors and…

High Energy Physics - Lattice · Physics 2009-10-22 Mike Flanigan , Pablo Tamayo

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

Multi-dimensional density of states provides a useful description of complex frustrated systems. Recent advances in Monte Carlo methods enable efficient calculation of the density of states and related quantities, which renew the interest…

Disordered Systems and Neural Networks · Physics 2009-11-10 Yukito Iba , Hisanao Takahashi

We present here two irreversible Markov chain Monte Carlo algorithms for general discrete state systems, one of the algorithms is based on the random-scan Gibbs sampler for discrete states and the other on its improved version, the…

Statistical Mechanics · Physics 2020-05-08 Fahim Faizi , George Deligiannidis , Edina Rosta

First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…

Fluid Dynamics · Physics 2012-01-16 Roman V. Maltsev

We present a continuous-variable photonic quantum algorithm for the Monte Carlo evaluation of multi-dimensional integrals. Our algorithm encodes n-dimensional integration into n+3 modes and can provide a quadratic speedup in runtime…

Quantum Physics · Physics 2018-09-10 Patrick Rebentrost , Brajesh Gupt , Thomas R. Bromley

This paper considers clustered multi-task compressive sensing, a hierarchical model that solves multiple compressive sensing tasks by finding clusters of tasks that leverage shared information to mutually improve signal reconstruction. The…

Signal Processing · Electrical Eng. & Systems 2023-10-03 Alexander Lin , Demba Ba

Standard Monte Carlo cluster algorithms have proven to be very effective for many different spin models, however they fail for frustrated spin systems. Recently a generalized cluster algorithm was introduced that works extremely well for…

Condensed Matter · Physics 2009-10-22 P. D. Coddington , L. Han

Coupled cluster theory is a vital cornerstone of electronic structure theory and is being applied to ever-larger systems. Stochastic approaches to quantum chemistry have grown in importance and offer compelling advantages over traditional…

Two coarse-grained models for polymer chains in dense glass-forming polymer melts are studied by computer simulation: the bond-fluctuation model on a simple cubic lattice, where a bond-length potential favors long bonds, is treated by…

Soft Condensed Matter · Physics 2007-05-23 K. Binder , J. Baschnagel , C. Bennemann , W. Paul
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