Related papers: The Approach to Ergodicity in Monte Carlo Simulati…
In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…
Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…
Accurately and efficiently estimating system performance under uncertainty is paramount in power system planning and operation. Monte Carlo simulation is often used for this purpose, but convergence may be slow, especially when detailed…
Ab initio Monte Carlo simulations have been performed to determine the equilibrium properties of liquid lithium and lithium clusters at different temperatures. First-principles density-functional methods were employed to calculate the…
This paper proposes a new multilevel Monte Carlo (MLMC) method for the ergodic SDEs which do not satisfy the contractivity condition. By introducing the change of measure technique, we simulate the path with contractivity and add the…
We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of…
We analyse convergence of a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with time-scale separation between the (fast) evolution of individual trajectories and the (slow) evolution of…
We propose and analyze a sample-efficient protocol to estimate the fidelity between an experimentally prepared state and an ideal target state, applicable to a wide class of analog quantum simulators without advanced sophisticated…
The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…
The reverse Monte Carlo (RMC) method is widely used in structural modelling and analysis of experimental data. More recently, RMC has been applied to the calculation of equilibrium thermodynamic properties and dynamic problems. These…
We show that the common local Monte Carlo rules used to simulate the motion of driven flux lines in disordered media cannot capture the interplay between elasticity and disorder which lies at the heart of these systems. We therefore discuss…
Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…
We propose a modified power method for computing the subdominant eigenvalue $\lambda_2$ of a matrix or continuous operator. Here we focus on defining simple Monte Carlo methods for its application. The methods presented use random walkers…
We propose an efficient Monte Carlo algorithm for simulating a ``hardly-relaxing" system, in which many replicas with different temperatures are simultaneously simulated and a virtual process exchanging configurations of these replica is…
The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…
The self-organized Monte Carlo simulations of 2D Ising ferromagnet on the square lattice are performed. The essence of devised simulation method is the artificial dynamics consisting of the single-spin-flip algorithm of Metropolis…
The thermodynamic properties of 59 TeF6 clusters that undergo temperature-driven phase transitions have been calculated with a canonical J-walking Monte Carlo technique. A parallel code for simulations has been developed and optimized on…
Solvent-free coarse grained models represent one of the most promising approaches for molecular simulations of mesoscopically large membranes. In these models, the size of the simulated membrane is limited by the slow relaxation time of…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
The physics of crystalline membranes, i.e. fixed-connectivity surfaces embedded in three dimensions and with an extrinsic curvature term, is very rich and of great theoretical interest. To understand their behavior, numerical simulations…