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Related papers: On the Free Energy Monte Carlo algorithm

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Conventional Monte Carlo simulations are stochastic in the sense that the acceptance of a trial move is decided by comparing a computed acceptance probability with a random number, uniformly distributed between 0 and 1. Here we consider the…

Statistical Mechanics · Physics 2018-05-24 Daan Frenkel , K. Julian Schrenk , Stefano Martiniani

The cross entropy (CE) method is a model based search method to solve optimization problems where the objective function has minimal structure. The Monte-Carlo version of the CE method employs the naive sample averaging technique which is…

Artificial Intelligence · Computer Science 2018-02-01 Ajin George Joseph , Shalabh Bhatnagar

A method for the multifidelity Monte Carlo (MFMC) estimation of statistical quantities is proposed which is applicable to computational budgets of any size. Based on a sequence of optimization problems each with a globally minimizing…

Numerical Analysis · Mathematics 2022-11-15 Anthony Gruber , Max Gunzburger , Lili Ju , Zhu Wang

We consider a wide range of matrix models and study them using the Monte Carlo technique in the large $N$ limit. The results we obtain agree with exact analytic expressions and recent numerical bootstrap methods for models with one and two…

High Energy Physics - Theory · Physics 2022-04-05 Raghav G. Jha

We present a Monte Carlo method to compute efficiently susceptibilites or covariances of two physical variables. The method relies on a generalization of the exchange cluster algorithm to any model of interacting particles with any $2$-body…

Computational Physics · Physics 2025-02-11 Assaraf Roland , Chevreau Hilaire

A new Monte Carlo method is proposed for fermion systems interacting with classical degrees of freedom. To obtain a weight for each Monte Carlo sample with a fixed configuration of classical variables, the moment expansion of the density of…

Strongly Correlated Electrons · Physics 2015-06-24 Yukitoshi Motome , Nobuo Furukawa

A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm is shown to thermalize well below the Mode Coupling temperature and to outperform other…

Statistical Mechanics · Physics 2009-05-21 L. A. Fernandez , V. Martin-Mayor , P. Verrocchio

In recent years dynamical systems (of deterministic and stochastic nature), describing many models in mathematics, physics, engineering and finances, become more and more complex. Numerical analysis narrowed only to deterministic algorithms…

Numerical Analysis · Mathematics 2024-02-13 Paweł Przybyłowicz

Many fields of physics use quantum Monte Carlo techniques, but struggle to estimate dynamic spectra via the analytic continuation of imaginary-time quantum Monte Carlo data. One of the most ubiquitous approaches to analytic continuation is…

Computational Physics · Physics 2025-10-10 Thomas Chuna , Nicholas Barnfield , Tobias Dornheim , Michael P. Friedlander , Tim Hoheisel

Monte Carlo techniques play a central role in statistical mechanics approaches for connecting macroscopic thermodynamic and kinetic properties to the electronic structure of a material. This paper describes the implementation of Monte Carlo…

Materials Science · Physics 2023-09-22 Brian Puchala , John C. Thomas , Anton Van der Ven

We present a quantum Monte Carlo method capable of sampling the full density matrix of a many-particle system at finite temperature. This allows arbitrary reduced density matrix elements and expectation values of complicated non-local…

Computational Physics · Physics 2015-06-15 N. S. Blunt , T. W. Rogers , J. S. Spencer , W. M. C. Foulkes

A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…

Soft Condensed Matter · Physics 2009-11-07 Qiliang Yan , Roland Faller , Juan J. de Pablo

A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…

Computational Physics · Physics 2017-02-07 Liborio I. Costa

A basic simulation-based reinforcement learning algorithm is the Monte Carlo Exploring States (MCES) method, also known as optimistic policy iteration, in which the value function is approximated by simulated returns and a greedy policy is…

Optimization and Control · Mathematics 2020-07-22 Jun Liu

The Metropolis Monte Carlo algorithm with the Finite Element method applied to compute electrostatic interaction energy between charge densities is described in this work. By using the Finite Element method to integrate numerically the…

Statistical Mechanics · Physics 2010-09-08 Martial Mazars

Accurate free energy representations are crucial for understanding phase dynamics in materials. We employ a scale-bridging approach to incorporate atomistic information into our free energy model by training a neural network on DFT-informed…

Computational Physics · Physics 2025-03-12 Jamie Holber , Krishna Garikipati

We introduce a new class of Sequential Monte Carlo (SMC) methods, which we call free energy SMC. This class is inspired by free energy methods, which originate from Physics, and where one samples from a biased distribution such that a given…

Computation · Statistics 2010-06-16 Nicolas Chopin , Pierre Jacob

Estimating the eigenvalue or energy gap of a Hamiltonian H is vital for studying quantum many-body systems. Particularly, many of the problems in quantum chemistry, condensed matter physics, and nuclear physics investigate the energy gap…

Quantum Physics · Physics 2023-05-22 Yongdan Yang , Ying Li , Xiaosi Xu , Xiao Yuan

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

Quantum dimer model is a low-energy and efficient model to study quantum spin systems and strong-correlated physics. As a foreseeing step and without loss of generality, we study the classical dimers on square lattice by means of Monte…

Strongly Correlated Electrons · Physics 2022-04-28 Yao Hongxu , Li Jiaze , Hou Jintao