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We present a formalism of the transition matrix Monte Carlo method. A stochastic matrix in the space of energy can be estimated from Monte Carlo simulation. This matrix is used to compute the density of states, as well as to construct…

Statistical Mechanics · Physics 2011-12-30 Jian-Sheng Wang , Robert H. Swendsen

We propose an approach to lossy source coding, utilizing ideas from Gibbs sampling, simulated annealing, and Markov Chain Monte Carlo (MCMC). The idea is to sample a reconstruction sequence from a Boltzmann distribution associated with an…

Information Theory · Computer Science 2016-11-17 Shirin Jalali , Tsachy Weissman

We present a history-dependent Monte Carlo scheme for the efficient calculation of the free-energy of quantum systems, inspired by the Wang-Landau sampling and metadynamics method. When embedded in a path integral formulation, it is of…

Statistical Mechanics · Physics 2009-04-08 Yanier Crespo , Alessandro Laio , Giuseppe E. Santoro , Erio Tosatti

We present an efficient Monte Carlo algorithm for the simulation of the two-dimensional Random Field Ising Model (RFIM). The method combines the event-driven, rejection-free character of the Bortz Kalos-Lebowitz (BKL) algorithm with Glauber…

Statistical Mechanics · Physics 2026-03-19 Luca Cattaneo , Federico Ettori , Giovanni Cerri , Paolo Biscari , Ezio Puppin

Monte Carlo (MC) sampling methods are widely applied in Bayesian inference, system simulation and optimization problems. The Markov Chain Monte Carlo (MCMC) algorithms are a well-known class of MC methods which generate a Markov chain with…

Methodology · Statistics 2024-06-21 Luca Martino , Victor Elvira

The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…

Statistical Mechanics · Physics 2009-11-11 Carlos Nieto-Draghi , Javier Perez-Pellitero , Josep Bonet Avalos

The critical behavior of the disordered ferromagnetic Ising model is studied numerically by the Monte Carlo method in a wide range of variation of concentration of nonmagnetic impurity atoms. The temperature dependences of correlation…

Disordered Systems and Neural Networks · Physics 2007-09-11 V. Prudnikov , P. Prudnikov , A. Vakilov , A. Krinitsyn

Monte Carlo methods are widely used to estimate observables in many-body quantum systems. However, conventional sampling schemes often require a large number of samples to achieve sufficient accuracy. In this work we propose the…

Quantum Physics · Physics 2026-01-29 Wenxuan Zhang , Dingzu Wang , Dario Poletti

In this paper, we review the physical concepts of the nonequilibrium techniques for the calculation of free energies applied to magnetic systems using Monte Carlo simulations of different nonequilibrium processes. The methodology allows the…

Statistical Mechanics · Physics 2019-05-01 Samuel Cajahuaringa , Alex Antonelli

Binary magnetic square lattice Ising system with nearest neighbour interactions were simulated using the Monte Carlo technique. Two types of ions were randomly distributed on the lattice sites, one type interacting ferromagnetic and the…

Statistical Mechanics · Physics 2013-01-23 Ike Q. Sikakana

We construct an effective low-energy Hamiltonian from the classical action via Monte Carlo with importance sampling. We use Monte Carlo (i) to compute matrix elements of the transition amplitude and (ii) to construct stochastically a basis.…

High Energy Physics - Lattice · Physics 2007-05-23 L. A. Caron , H. Kröger , G. Melkonyan , X. Q. Luo , K. J. M. Moriarty

Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…

Methodology · Statistics 2015-05-13 Rémi Bardenet , Arnaud Doucet , Chris Holmes

Diagrammatic expansions are a central tool for treating correlated electron systems. At thermal equilibrium, they are most naturally defined within the Matsubara formalism. However, extracting any dynamic response function from a Matsubara…

Strongly Correlated Electrons · Physics 2020-02-19 Jaksa Vucicevic , Michel Ferrero

Using Quantum Monte Carlo we compute thermodynamics and spectra for the orbitally degenerate Hubbard model in infinite spatial dimensions. With increasing orbital degeneracy we find in the one-particle spectra: broader Hubbard bands…

Strongly Correlated Electrons · Physics 2009-10-31 J. E. Han , M. Jarrell , D. L. Cox

We present a simple approach to high-accuracy calculations of critical properties for the three-dimensional Ising model, without prior knowledge of the critical temperature. The iterative method uses a modified block-spin transformation…

Statistical Mechanics · Physics 2021-09-01 D. Ron , A. Brandt , R. H. Swendsen

Ferrenberg and Swendsen histogram method is based on Boltzmann probability distribution which presents exponentially decaying tails. Thus, it gives accurate measures only within a narrow window around the simulated temperature. The larger…

Statistical Mechanics · Physics 2008-02-03 P. M. C. de Oliveira , T. J. P. Penna , H. J. Herrmann

A new approach to describe comminution processes in general ball mills as a macroscopic canonical ensemble is proposed. Using hamiltonian method, the model is able to take simultaneously into account the internal dynamics from mechanical…

Mesoscale and Nanoscale Physics · Physics 2010-12-14 G. K. Sunnardianto , Muhandis , F. N. Diana , L. T. Handoko

Hamiltonian Monte Carlo (HMC) is widely used for sampling from high dimensional target distributions with densities known up to proportionality. While HMC exhibits favorable scaling properties in high dimensions, it struggles with strongly…

Computation · Statistics 2025-07-30 Joonha Park

We report microcanonical Monte Carlo simulations of melting and superheating of a generic, Lennard-Jones system starting from the crystalline phase. The isochoric curve, the melting temperature $T_m$ and the critical superheating…

Statistical Mechanics · Physics 2017-03-20 Sergio Davis , Gonzalo Gutiérrez

We develop a statistical-mechanical formulation for image restoration and error-correcting codes. These problems are shown to be equivalent to the Ising spin glass with ferromagnetic bias under random external fields. We prove that the…

Disordered Systems and Neural Networks · Physics 2009-10-31 H. Nishimori , K. Y. M. Wong
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