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A general synthetic iterative scheme is proposed to solve the Enskog equation within a Monte Carlo framework. The method demonstrates rapid convergence by reducing intermediate Monte Carlo evolution and preserves the asymptotic-preserving…

Fluid Dynamics · Physics 2025-09-26 Bin Hu , Liyan Luo , Lei Wu

A technique for reducing the number of integrals in a Monte Carlo calculation is introduced. For integrations relying on classical or mean-field trajectories with local weighting functions, it is possible to integrate analytically at least…

Statistical Mechanics · Physics 2024-05-17 Jarod Tall , Steven Tomsovic

We construct a rejection-free Monte Carlo method for the hard-disk system. Rejection-free Monte Carlo methods preserve the time-evolution behavior of the standard Monte Carlo method, and this relationship is confirmed for our method by…

Statistical Mechanics · Physics 2015-06-24 H. Watanabe , S. Yukawa , M. A. Novotny , N. Ito

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

Materials Science · Physics 2016-11-23 M. A. Novotny

Divide-and-conquer strategies for Monte Carlo algorithms are an increasingly popular approach to making Bayesian inference scalable to large data sets. In its simplest form, the data are partitioned across multiple computing cores and a…

Computation · Statistics 2022-08-09 Callum Vyner , Christopher Nemeth , Chris Sherlock

Markov Chain Monte Carlo (MCMC) is a well-established family of algorithms primarily used in Bayesian statistics to sample from a target distribution when direct sampling is challenging. Existing work on Bayesian decision trees uses MCMC.…

Computation · Statistics 2023-01-24 Efthyvoulos Drousiotis , Paul G. Spirakis , Simon Maskell

We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…

Computational Physics · Physics 2013-05-01 Denis Grebenkov

A recent reformulation [1] of the problem of Coulomb gases in the presence of a dynamical dielectric medium showed that finite temperature simulations of such systems can be accomplished on the basis of completely local Hamiltonians on a…

Soft Condensed Matter · Physics 2009-11-11 A. Duncan , R. D. Sedgewick

We describe a general strategy for sampling configurations from a given distribution, NOT based on the standard Metropolis (Markov chain) strategy. It uses the fact that nontrivial problems in statistical physics are high dimensional and…

Statistical Mechanics · Physics 2009-11-07 P. Grassberger

A novel family of dynamical Monte Carlo algorithms for lattice polymers is proposed. Our central idea is to simulate an extended ensemble in which the self-avoiding condition is systematically weakened. The degree of the self-overlap is…

Condensed Matter · Physics 2009-10-31 Yukito Iba , George Chikenji , Macoto Kikuchi

The COMOFLO dynamic Monte Carlo algorithm is extended to enable the simulation of steady-state extensional rheology of dense melts for the first time ever. This significant advancement provides the ability to accurately capture the…

Soft Condensed Matter · Physics 2015-11-03 Nicholas A. Rorrer , John R. Dorgan

A cell lists method based on doubly linked lists and with complexity O(N) is developed for particle deletion and insertion in reaction ensemble Monte Carlo simulation. Because the random move in Metropolis algorithm can be reduced to…

Computational Physics · Physics 2020-03-13 Shaoyun Wang , Chaohui Tong

We present Monte Carlo simulations of semidilute solutions of long self-attracting chain polymers near their Ising type critical point. The polymers are modeled as monodisperse self-avoiding walks on the simple cubic lattice with attraction…

Soft Condensed Matter · Physics 2009-10-30 H. Frauenkron , P. Grassberger , HLRZ Juelich , Germany

A polymer chain tethered to a surface may be compact or extended, adsorbed or desorbed, depending on interactions with the surface and the surrounding solvent. This leads to a rich phase diagram with a variety of transitions. To investigate…

Soft Condensed Matter · Physics 2009-11-13 Jutta Luettmer-Strathmann , Federica Rampf , Wolfgang Paul , Kurt Binder

We present a lattice Monte Carlo simulation for a multiblock copolymer chain of length N=240 and microarchitecture $(10-10)_{12}$.The simulation was performed using the Monte Carlo method with the Metropolis algorithm. We measured average…

Soft Condensed Matter · Physics 2017-08-24 Jakub Krajniak , Michal Banaszak

Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…

Methodology · Statistics 2023-05-26 Yanbo Tang

The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible,…

Soft Condensed Matter · Physics 2012-07-18 Stefan Schnabel , Michael Bachmann , Wolfhard Janke

The paper presents an investigation of estimating treatment effect using different matching methods. The study proposed a new method which is computationally efficient and convenient in implication-'largest caliper matching' and compared…

Applications · Statistics 2018-06-07 Sharif Mahmood

The Markov chain Monte Carlo (MCMC) method is widely used in various fields as a powerful numerical integration technique for systems with many degrees of freedom. In MCMC methods, probabilistic state transitions can be considered as a…

Statistical Mechanics · Physics 2024-11-11 Hidemaro Suwa , Synge Todo

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema