Related papers: The Approach to Ergodicity in Monte Carlo Simulati…
Current trends in parallel processors call for the design of efficient massively parallel algorithms for scientific computing. Parallel algorithms for Monte Carlo simulations of thermodynamic ensembles of particles have received little…
We study statistical model checking of continuous-time stochastic hybrid systems. The challenge in applying statistical model checking to these systems is that one cannot simulate such systems exactly. We employ the multilevel Monte Carlo…
Competing phases or interactions in complex many-particle systems can result in free energy barriers that strongly suppress thermal equilibration. Here we discuss how extended ensemble Monte Carlo simulations can be used to study the…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
A kinetic Monte Carlo (KMC) method is presented to simulate the electrodeposition of a metal on a single crystal surface of the same metal under galvanostatic conditions. This method utilizes the multi-body embedded-atom method (EAM)…
One challenge in the estimation of financial market agent-based models (FABMs) is to infer reliable insights using numerical simulations validated by only a single observed time series. Ergodicity (besides stationarity) is a strong…
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…
Sequential Monte Carlo (SMC) algorithms represent a suite of robust computational methodologies utilized for state estimation and parameter inference within dynamical systems, particularly in real-time or online environments where data…
We introduce a variant of the multi-grid Monte Carlo (MGMC) method, based on the embedding of an $XY$ model into the target model, and we study its mathematical properties for a variety of nonlinear $\sigma$-models. We then apply the method…
Techniques for simulating molecules whose conformations satisfy constraints are presented. A method for selecting appropriate moves in Monte Carlo simulations is given. The resulting moves not only obey the constraints but also maintain…
Monte Carlo experiments produce samples in order to estimate features of a given distribution. However, simultaneous estimation of means and quantiles has received little attention, despite being common practice. In this setting we…
In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…
Using Monte Carlo simulations we study two-dimensional prey-predator systems. Measuring the variance of densities of prey and predators on the triangular lattice and on the lattice with eight neighbours, we conclude that temporal…
While kinetic Monte Carlo simulations can provide long-time simulations of the dynamics of physical and chemical systems, it is not yet possible in general to identify the inverse Monte Carlo attempt frequency with a physical timescale.…
A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov…
The effectiveness of stochastic algorithms based on Monte Carlo dynamics in solving hard optimization problems is mostly unknown. Beyond the basic statement that at a dynamical phase transition the ergodicity breaks and a Monte Carlo…
We propose a generalization of the Quantum Monte Carlo loop algorithm to the t-J model by a mapping to three coupled six-vertex models. The autocorrelation times are reduced by orders of magnitude compared to the conventional local…
In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…
A kinetic Monte Carlo (KMC) method is used to study the structural properties and dynamics of a supercooled binary Lennard-Jones liquid around the glass transition temperature. This technique permits us to explore the potential energy…
In conventional molecular simulation, metastable structures often survive over considerable computational time, resulting in difficulties in simulating equilibrium states. In order to overcome this difficulty, here we propose a newly…