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We present a Monte Carlo numerical investigation of the Hamiltonian Mean Field (HMF) model. We begin by discussing canonical Metropolis Monte Carlo calculations, in order to check the caloric curve of the HMF model and study finite size…

Statistical Mechanics · Physics 2009-11-10 Alessandro Pluchino , Giuseppe Andronico , Andrea Rapisarda

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…

Other Condensed Matter · Physics 2014-03-05 Fernando A. Reboredo , Jeongnim Kim

In this paper we propose to evaluate and compare Markov chain Monte Carlo (MCMC) methods to estimate the parameters in a generalized extreme value model. We employed the Bayesian approach using traditional Metropolis-Hastings methods,…

Computation · Statistics 2016-11-03 Marcelo Hartmann , Ricardo Ehlers

We show how to use the multiple histogram method to combine canonical ensemble Monte Carlo simulations made at different temperatures and densities. The method can be applied to study systems of particles with arbitrary interaction…

Statistical Mechanics · Physics 2009-10-31 A. L. Ferreira , M. A. Barroso

Hybrid Monte Carlo (HMC) generates samples from a prescribed probability distribution in a configuration space by simulating Hamiltonian dynamics, followed by the Metropolis (-Hastings) acceptance/rejection step. Compressible HMC (CHMC)…

Computational Physics · Physics 2016-04-05 Akihiko Nishimura , David Dunson

The Ising model is a simple statistical model for ferromagnetism. There are analytic solutions for low dimensions and very efficient Monte Carlo methods, such as cluster algorithms, for simulating this model in special cases. However most…

Computational Physics · Physics 2021-08-25 Johann Ostmeyer , Evan Berkowitz , Thomas Luu , Marcus Petschlies , Ferenc Pittler

The Hamiltonian Monte Carlo (HMC) method allows sampling from continuous densities. Favorable scaling with dimension has led to wide adoption of HMC by the statistics community. Modern auto-differentiating software should allow more…

Computation · Statistics 2022-08-17 Ian Langmore , Michael Dikovsky , Scott Geraedts , Peter Norgaard , Rob von Behren

We design and implement HPMC, a scalable hard particle Monte Carlo simulation toolkit, and release it open source as part of HOOMD-blue. HPMC runs in parallel on many CPUs and many GPUs using domain decomposition. We employ BVH trees…

Soft Condensed Matter · Physics 2016-06-22 Joshua A. Anderson , M. Eric Irrgang , Sharon C. Glotzer

A method is proposed for determining the line tension, which is the main physical characteristic of a three-phase contact region, by Monte-Carlo (MC) simulations. The key idea of the proposed method is that if a three-phase equilibrium…

Statistical Mechanics · Physics 2009-11-10 Yuri Djikaev

High-temperature series are computed for a generalized $3d$ Ising model with arbitrary potential. Two specific ``improved'' potentials (suppressing leading scaling corrections) are selected by Monte Carlo computation. Critical exponents are…

Statistical Mechanics · Physics 2009-10-31 Massimo Campostrini , Andrea Pelissetto , Paolo Rossi , Ettore Vicari

Dynamic relaxation of the XY model quenched from a high temperature state to the critical temperature or below is investigated with Monte Carlo methods. When a non-zero initial magnetization is given, in the short-time regime of the dynamic…

Condensed Matter · Physics 2009-10-30 K. Okano , L. Schuelke , K. Yamagishi , B. Zheng

The canonical one-band Hubbard model is studied using a computational method that mixes the Monte Carlo procedure with the mean field approximation. This technique allows us to incorporate thermal fluctuations and the development of…

Strongly Correlated Electrons · Physics 2014-11-25 Anamitra Mukherjee , Niravkumar D. Patel , Shuai Dong , Steve Johnston , Adriana Moreo , Elbio Dagotto

In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…

Statistical Mechanics · Physics 2015-05-20 Gerardo Odriozola

We propose a new generalized-ensemble algorithm, which we refer to as the multibaric-multithermal Monte Carlo method. The multibaric-multithermal Monte Carlo simulations perform random walks widely both in volume space and in potential…

Statistical Mechanics · Physics 2009-11-10 H. Okumura , Y. Okamoto

Although there is now a good measure of agreement between Monte Carlo and high-temperature series expansion estimates for Ising ($n=1$) models, published results for the critical temperature from series expansions up to 12{\em th} order for…

High Energy Physics - Lattice · Physics 2009-10-22 J. Adler , C. Holm , W. Janke

Hamiltonian Monte Carlo (HMC) is a Markov chain Monte Carlo (MCMC) approach that exhibits favourable exploration properties in high-dimensional models such as neural networks. Unfortunately, HMC has limited use in large-data regimes and…

Machine Learning · Statistics 2020-10-15 Adam D. Cobb , Brian Jalaian

An efficient method for computing thermodynamic equilibrium states at the micromagnetic length scale is introduced, using the Markov chain Monte Carlo method. Trial moves include not only rotations of vectors, but also a change in their…

Mesoscale and Nanoscale Physics · Physics 2021-11-10 Serban Lepadatu

Generating samples from a continuous probability density is a central algorithmic problem across statistics, engineering, and the sciences. For high-dimensional settings, Hamiltonian Monte Carlo (HMC) is the default algorithm across…

Data Structures and Algorithms · Computer Science 2026-03-25 Matthew S. Zhang , Jason M. Altschuler , Sinho Chewi

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

We present an \textit{ab initio} auxiliary field quantum Monte Carlo method for studying the electronic structure of molecules, solids, and model Hamiltonians at finite temperature. The algorithm marries the \textit{ab initio} phaseless…

Strongly Correlated Electrons · Physics 2018-11-13 Yuan Liu , Minsik Cho , Brenda Rubenstein