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In finite-size scaling analyses of Monte Carlo simulations of second-order phase transitions one often needs an extended temperature/energy range around the critical point. By combining the replica-exchange algorithm with cluster updates…

Statistical Mechanics · Physics 2011-08-20 Wolfhard Janke , Elmar Bittner

We propose three physical tests to measure correlations in random numbers used in Monte Carlo simulations. The first test uses autocorrelation times of certain physical quantities when the Ising model is simulated with the Wolff algorithm.…

Condensed Matter · Physics 2009-10-22 I. Vattulainen , T. Ala-Nissila , K. Kankaala

Inspired by the developments in quantum computing, building domain-specific classical hardware to solve computationally hard problems has received increasing attention. Here, by introducing systematic sparsification techniques, we…

In this paper we address the problem of rare-event simulation for heavy-tailed L\'evy processes with infinite activities. We propose a strongly efficient importance sampling algorithm that builds upon the sample path large deviations for…

Probability · Mathematics 2020-07-17 Xingyu Wang , Chang-Han Rhee

Cluster algorithms are developed for simulating quantum spin systems like the one- and two-dimensional Heisenberg ferro- and anti-ferromagnets. The corresponding two- and three-dimensional classical spin models with four-spin couplings are…

High Energy Physics - Lattice · Physics 2019-06-05 U. -J. Wiese , H. -P. Ying

Cluster algorithms are developed for simulating quantum spin systems like the one- and two-dimensional Heisenberg ferro- and anti-ferromagnets. The corresponding two- and three-dimensional classical spin models with four-spin couplings are…

Condensed Matter · Physics 2009-10-22 U. -J. Wiese , H. -P. Ying

We review several parallel tempering schemes and examine their main ingredients for accuracy and efficiency. The present study covers two selection methods of temperatures and several choices for the exchange of replicas, including a recent…

Statistical Mechanics · Physics 2015-06-16 A. Malakis , T. Papakonstantinou

Finding a ground state of a given Hamiltonian of an Ising model on a graph $G=(V,E)$ is an important but hard problem. The standard approach for this kind of problem is the application of algorithms that rely on single-spin-flip Markov…

This paper describes an algorithm for selecting parameter values (e.g. temperature values) at which to measure equilibrium properties with Parallel Tempering Monte Carlo simulation. Simple approaches to choosing parameter values can lead to…

Other Condensed Matter · Physics 2015-05-18 Firas Hamze , Neil Dickson , Kamran Karimi

Variational tensor network optimization has become a powerful tool for studying classical statistical models in two dimensions. However, its application to three-dimensional systems remains limited, primarily due to the high computational…

Statistical Mechanics · Physics 2025-10-14 Xia-Ze Xu , Tong-Yu Lin , Guang-Ming Zhang

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

We present an algorithmic framework for a variant of the quantum Monte Carlo operator-loop algorithm, where non-local cluster updates are constructed in a way that makes each individual loop smaller. The algorithm is designed to increase…

Statistical Mechanics · Physics 2016-09-08 Ying-Jer Kao , Roger G. Melko

We propose a probabilistic model for the parallel execution of Las Vegas algorithms, i.e., randomized algorithms whose runtime might vary from one execution to another, even with the same input. This model aims at predicting the parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-24 Charlotte Truchet , Florian Richoux , Philippe Codognet

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

This article introduces a highly parallel algorithm for molecular dynamics simulations with short-range forces on single node multi- and many-core systems. The algorithm is designed to achieve high parallel speedups for strongly…

Computational Physics · Physics 2013-11-20 R. Meyer

We show how to apply the absorbing Markov chain Monte Carlo algorithm of Novotny to simulate kinetically constrained models of glasses. We consider in detail one-spin facilitated models, such as the East model and its generalizations to…

Statistical Mechanics · Physics 2009-11-11 Douglas J. Ashton , Lester O. Hedges , Juan P. Garrahan

Artificial spike-based computation, inspired by models of computations in the central nervous system, may present significant performance advantages over traditional methods for specific types of large scale problems. In this paper, we…

Neurons and Cognition · Quantitative Biology 2007-05-23 Wei Wang , Jean-Jacques E. Slotine

Population annealing is a recent addition to the arsenal of the practitioner in computer simulations in statistical physics and beyond that is found to deal well with systems with complex free-energy landscapes. Above all else, it promises…

Statistical Mechanics · Physics 2021-05-05 Martin Weigel , Lev Yu. Barash , Lev N. Shchur , Wolfhard Janke

The corrections to finite-size scaling in the critical two-point correlation function G(r) of 2D Ising model on a square lattice have been studied numerically by means of exact transfer-matrix algorithms. The systems have been considered,…

Statistical Mechanics · Physics 2007-05-23 J. Kaupuzs