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Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…

Statistical Mechanics · Physics 2007-05-23 S. Trebst , D. A. Huse , E. Gull , H. G. Katzgraber , U. H. E. Hansmann , M. Troyer

We carry out a high-precision simulation of the two-dimensional $SU(3)$ principal chiral model at correlation lengths $\xi$ up to $\sim 4 \times 10^5$, using a multi-grid Monte Carlo (MGMC) algorithm and approximately one year of Cray C-90…

High Energy Physics - Lattice · Physics 2014-11-17 Gustavo Mana , Andrea Pelissetto , Alan D. Sokal

A cluster Monte Carlo algorithm for the Ashkin-Teller (AT) model is constructed according to the guidelines of a general scheme for such algorithms. Its dynamical behaviour is tested for the square lattice AT model. We perform simulations…

High Energy Physics - Lattice · Physics 2009-09-25 S. Wiseman , E. Domany

We study a two-dimensional fluid of dipolar hard disks by Monte Carlo simulations in a square with periodic boundary conditions and on the surface of a sphere. The theory of the dielectric constant and the asymptotic behaviour of the…

Soft Condensed Matter · Physics 2015-10-28 Jean-Michel Caillol , Jean-Jacques Weis

Several strategies have been recently proposed in order to improve Monte Carlo sampling efficiency using machine learning tools. Here, we challenge these methods by considering a class of problems that are known to be exponentially hard to…

Disordered Systems and Neural Networks · Physics 2023-03-15 Simone Ciarella , Jeanne Trinquier , Martin Weigt , Francesco Zamponi

We report the results of simulations of the Lebwohl-Lasher model of the nematic-isotropic transition using a new cluster Monte Carlo algorithm. The algorithm is a modification of the Wolff algorithm for spin systems, and greatly reduces…

Soft Condensed Matter · Physics 2009-10-31 N. Priezjev , Robert A. Pelcovits

In this paper we study crumpled surfaces through Monte Carlo Simulations. The crumpled surface is represented by a cluster of spins pointing up and spins pointing down represent the air both inside and around the surface. We follow the time…

Computational Physics · Physics 2008-10-23 Klauko P. Mota , Paulo Murilo C. de Oliveira

We present a new parallel supercomputer implementation of the Monte-Carlo method for simulating the dynamical evolution of globular star clusters. Our method is based on a modified version of Henon's Monte-Carlo algorithm for solving the…

Astrophysics · Physics 2009-10-31 Kriten Joshi , Frederic Rasio , Simon Portegies Zwart

Monte Carlo evaluation is used to calculate heavy-ion elastic scattering including the center-of-mass correction and the Coulomb interaction.Angular distributions are presented for a number of nuclear pairs over a wide energy range using…

Nuclear Theory · Physics 2015-06-04 W. R. Gibbs , Jean-Pierre Dedonder

We perform large-scale Monte Carlo simulations of the classical XY model on a three-dimensional $L\times L \times L$ cubic lattice using the graphics processing unit (GPU). By the combination of Metropolis single-spin flip, over-relaxation…

Statistical Mechanics · Physics 2012-11-06 Ti-Yen Lan , Yun-Da Hsieh , Ying-Jer Kao

Distortion risk measures play a critical role in quantifying risks associated with uncertain outcomes. Accurately estimating these risk measures in the context of computationally expensive simulation models that lack analytical tractability…

Risk Management · Quantitative Finance 2025-08-29 Sören Bettels , Stefan Weber

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

To investigate order-order interfaces, we perform multimagnetical Monte Carlo simulations of the $2D$ and $3D$ Ising model. Stringent tests of the numerical methods are performed by reproducing with high precision exact $2D$ results. In the…

High Energy Physics - Lattice · Physics 2015-06-25 U. Hansmann , B. A. Berg , T. Neuhaus

Monte Carlo simulation is one of the most important tools in the study of diffusion processes. For constant diffusion coefficients, an appropriate Gaussian distribution of particle's steplengths can generate exact results, when compared…

Computational Physics · Physics 2015-06-12 V. Ruiz Barlett , M. Hoyuelos , H. O. Mártin

This work aims to present a representation for the Kagom\'e and pyrochlore lattices for Monte Carlo simulation and some results of the critical properties. These geometric frustrated lattices are composed of corner sharing triangles and…

Disordered Systems and Neural Networks · Physics 2014-11-13 André Luis Passos , Douglas F. de Albuquerque , João Batista Santos Filho

In the study of phase transitions a very few models are accessible to exact solution. In the most cases analytical simplifications have to be done or some numerical technique has to be used to get insight about their critical properties.…

Statistical Mechanics · Physics 2017-05-24 B. V. Costa , L. A. S. Mól , J. C. S. Rocha

The continuous-time quantum Monte Carlo method is applied to the interacting resonant level model (IRLM) using double expansion with respect to Coulomb interaction Ufc and hybridization V. Thermodynamics of the IRLM without spin is…

Strongly Correlated Electrons · Physics 2015-07-30 Annamaria Kiss , Junya Otsuki , Yoshio Kuramoto

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…

Computational Physics · Physics 2015-03-19 Eren Metin Elçi , Martin Weigel

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…

Statistical Mechanics · Physics 2009-11-11 A. C. Maggs

We present an efficient and exact Monte Carlo algorithm to simulate reversible aggregation of particles with dedicated binding sites. This method introduces a novel data structure of dynamic bond tree to record clusters and sequences of…

Quantitative Methods · Quantitative Biology 2011-09-27 Qiang Chang , Jin Yang