Related papers: Results From The UKQCD Parallel Tempering Project
We develop and implement a parallel flatPERM algorithm \cite{G97,PK04} with mutually interacting parallel flatPERM sequences and use it to sample self-avoiding walks in 2 and 3 dimensions. Our data show that the parallel implementation…
In this short note, we show how the parallel adaptive Wang-Landau (PAWL) algorithm of Bornn et al. (2013) can be used to automate and improve simulated tempering algorithms. While Wang-Landau and other stochastic approximation methods have…
We present results of a Monte Carlo study of temperature-programmed desorption in a model system with attractive lateral interactions. It is shown that even for weak interactions there are large shifts of the peak maximum temperatures with…
It was recently demonstrated that a simple Monte Carlo (MC) algorithm involving the swap of particle pairs dramatically accelerates the equilibrium sampling of simulated supercooled liquids. We propose two numerical schemes integrating the…
This paper is about a parallel algorithm for tube-based model predictive control. The proposed control algorithm solves robust model predictive control problems suboptimally, while exploiting their structure. This is achieved by…
This paper introduces the parallel hierarchical sampler (PHS), a Markov chain Monte Carlo algorithm using several chains simultaneously. The connections between PHS and the parallel tempering (PT) algorithm are illustrated, convergence of…
We discuss multi-dimensional generalizations of multicanonical algorithm, simulated tempering, and replica-exchange method. We generalize the original potential energy function $E_0$ by adding any physical quantity $V$ of interest as a new…
We investigate the theoretical foundations of the simulated tempering method and use our findings to design efficient algorithms. Employing a large deviation argument first used for replica exchange molecular dynamics [Plattner et al., J.…
Decoupling approach presents a novel solution/alternative to the highly time-consuming fluid-thermal-structural simulation procedures when thermal effects and resultant displacements on machine tools are analyzed. Using high dimensional…
While gradient-based discrete samplers are effective in sampling from complex distributions, they are susceptible to getting trapped in local minima, particularly in high-dimensional, multimodal discrete distributions, owing to the…
We design a sequential Monte Carlo scheme for the dual purpose of Bayesian inference and model selection. We consider the application context of urban mobility, where several modalities of transport and different measurement devices can be…
We perform Monte Carlo simulations of the CP$^{N-1}$ model on the square lattice for $N=10$, $21$, and $41$. Our focus is on the severe slowing down related to instantons. To fight this problem we employ open boundary conditions as proposed…
We perform large scale simulations to characterize the transition in quenched QCD. It is shown by a rigorous finite size scaling that the transition is of first order. After this qualitative feature quantitative results are obtained with…
We propose a self-adapted Monte Carlo approach to automatically determine the critical temperature by simulating two systems with different sizes at the same temperature. The temperature is increased or decreased by checking the short-time…
Calculating thermodynamic potentials and observables efficiently and accurately is key for the application of statistical mechanics simulations to materials science. However, naive Monte Carlo approaches, on which such calculations are…
Data assimilation algorithms integrate prior information from numerical model simulations with observed data. Ensemble-based filters, regarded as state-of-the-art, are widely employed for large-scale estimation tasks in disciplines such as…
The efficiency of path sampling simulations can be improved considerably using the approach of path swapping. For this purpose, we have devised a new algorithmic procedure based on the transition interface sampling technique. In the same…
We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…
We study the 38-atom Lennard-Jones cluster with parallel tempering Monte Carlo methods in the microcanonical and molecular dynamics ensembles. A new Monte Carlo algorithm is presented that samples rigorously the molecular dynamics ensemble…
Parallel algorithms designed for simulation and performance evaluation of single-server tandem queueing systems with both infinite and finite buffers are presented. The algorithms exploit a simple computational procedure based on recursive…