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We present a new quantum Monte Carlo algorithm suitable for generically complex problems, such as systems coupled to external magnetic fields or anyons in two spatial dimensions. We find that the choice of gauge plays a nontrivial role, and…

Condensed Matter · Physics 2009-10-22 Lizeng Zhang , Geoff Canright , Ted Barnes

The most efficient weights for Markov chain Monte Carlo calculations of physical observables are not necessarily those of the canonical ensemble. Generalized ensembles, which do not exist in nature but can be simulated on computers, lead…

Statistical Mechanics · Physics 2017-04-26 Bernd A Berg

A simple reweighting scheme is proposed for Monte Carlo simulations of interacting particle systems, permitting one to study various parameter values in a single study, and improving efficiency by an order of magnitude. Unlike earlier…

Statistical Mechanics · Physics 2009-10-31 Ronald Dickman

We introduce a Monte-Carlo method that allows for the simulation of a polymeric phase containing a weak polyelectrolyte, which is coupled to a reservoir at a fixed pH, salt concentration and total concentration of a weak polyprotic acid.…

Soft Condensed Matter · Physics 2023-07-12 David Beyer , Christian Holm

In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…

Statistical Mechanics · Physics 2014-02-10 Manon Michel , Sebastian C. Kapfer , Werner Krauth

The classical Langevin Monte Carlo method looks for samples from a target distribution by descending the samples along the gradient of the target distribution. The method enjoys a fast convergence rate. However, the numerical cost is…

Machine Learning · Statistics 2025-03-07 Zhiyan Ding , Qin Li

I propose a new algorithm, a free energy Monte Carlo algorithm, for calculations where conventional Monte Carlo simulations struggle with ergodicity problems. The simplest version of the proposed algorithm allows for the determination of…

Condensed Matter · Physics 2007-05-23 M. J. Thill

We propose a Monte Carlo method which performs a random walk in energy space using cluster-like collective updates. By imposing that bond probabilities depend continuously on the microcanonical temperature, we obtain dynamic exponents close…

Statistical Mechanics · Physics 2007-05-23 Sylvain Reynal , Hung-The Diep

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

In this work, we developed an efficient approach to compute ensemble averages in systems with pairwise-additive energetic interactions between the entities. Methods involving full enumeration of the configuration space result in exponential…

Biomolecules · Quantitative Biology 2020-10-13 Arun V. Sathanur , Nathan A. Baker

Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…

Probability · Mathematics 2016-05-23 Xiaoou Li , Jingchen Liu

We describe a novel switching algorithm based on a ``reverse'' Monte Carlo method, in which the potential is stochastically modified before the system configuration is moved. This new algorithm facilitates a generalized formulation of…

Soft Condensed Matter · Physics 2009-11-13 C. H. Mak , Arun K. Sharma

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

A first-order, Monte Carlo ensemble method has been recently introduced for solving parabolic equations with random coefficients in [26], which is a natural synthesis of the ensemble-based, Monte Carlo sampling algorithm and the…

Numerical Analysis · Mathematics 2018-02-19 Yan Luo , Zhu Wang

The potential effects of conservation actions on threatened species can be predicted using ensemble ecosystem models by forecasting populations with and without intervention. These model ensembles commonly assume stable coexistence of…

Populations and Evolution · Quantitative Biology 2024-03-22 Sarah A. Vollert , Christopher Drovandi , Matthew P. Adams

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

Computational Physics · Physics 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé

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

Monte Carlo simulations are widely used to simulate complex molecular systems, but standard approaches suffer from metastability. Lately, the use of non-local proposal updates in a collective-variable (CV) space has been proposed in several…

Statistical Mechanics · Physics 2026-04-20 Christoph Schönle , Davide Carbone , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

This paper describes a new Monte Carlo method based on a novel stochastic potential switching algorithm. This algorithm enables the equilibrium properties of a system with potential $V$ to be computed using a Monte Carlo simulation for a…

Statistical Mechanics · Physics 2007-05-23 C. H. Mak

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