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In this paper we present extensions to the original adaptive parallel tempering algorithm. Two different approaches are presented. In the first one we introduce state-dependent strategies using current information to perform a swap step. It…

Computation · Statistics 2014-06-25 Mateusz Krzysztof Łącki , Błażej Miasojedow

In this paper, a method to exactly sample the trajectories of inverse subordinators (in the sense of the finite-dimensional distributions), jointly with the undershooting or overshooting process, is provided. The method applies to general…

Probability · Mathematics 2025-11-05 Ivan Biočić , Daniel E. Cedeño-Girón , Bruno Toaldo

We investigate a generic, parallel replica-exchange framework for Monte Carlo simulations based on the Wang-Landau method. To demonstrate its advantages and general applicability for massively parallel simulations of complex systems, we…

Computational Physics · Physics 2015-06-22 Thomas Vogel , Ying Wai Li , Thomas Wüst , David P. Landau

Successful computer studies of glass-forming materials need to overcome both the natural tendency to structural ordering and the dramatic increase of relaxation times at low temperatures. We present a comprehensive analysis of eleven…

Statistical Mechanics · Physics 2017-06-09 Andrea Ninarello , Ludovic Berthier , Daniele Coslovich

We describe a new direct method to estimate bipartite mutual information of a classical spin system based on Monte Carlo sampling enhanced by autoregressive neural networks. It allows studying arbitrary geometries of subsystems and can be…

Statistical Mechanics · Physics 2023-10-27 Piotr Białas , Piotr Korcyl , Tomasz Stebel

The present work extends the well-known thermodynamic relation $C=\beta ^{2}< \delta {E^{2}}>$ for the canonical ensemble. We start from the general situation of the thermodynamic equilibrium between a large but finite system of interest…

Statistical Mechanics · Physics 2009-10-15 L. Velazquez , S. Curilef

Global optimization heuristics are popular to optimize hard non-convex problems. Despite their irrefutably large cost-to-solution, in the lack of other working greedy or convex approaches, global optimization algorithms remain the…

Optimization and Control · Mathematics 2025-02-24 Kayo Gonçalves-e-Silva , Samuel Xavier-de-Souza

We present results from Monte Carlo simulations of the two- and three-dimensional gauge glass at low temperature using the parallel tempering Monte Carlo method. Our results in two dimensions strongly support the transition being at T_c=0.…

Disordered Systems and Neural Networks · Physics 2007-05-23 Helmut G. Katzgraber , A. P. Young

We construct a fast exact algorithm for the simulation of the first-passage time, jointly with the undershoot and overshoot, of a tempered stable subordinator over an arbitrary non-increasing absolutely continuous function. We prove that…

Probability · Mathematics 2024-06-18 Jorge Ignacio González Cázares , Feng Lin , Aleksandar Mijatović

We study a trapped system of fermions with a zero-range two-body interaction using the shell-model Monte Carlo method, providing {\em ab initio} results for the low particle number limit where mean-field theory is not applicable. We present…

Superconductivity · Physics 2009-09-22 N. T. Zinner , K. Mølmer , C. Özen , D. J. Dean , K. Langanke

In this work, we discuss the implications of a recently obtained equilibrium fluctuation-dissipation relation on the extension of the available Monte Carlo methods based on the consideration of the Gibbs canonical ensemble to account for…

Statistical Mechanics · Physics 2013-07-31 L. Velazquez , S. Curilef

We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…

Mathematical Finance · Quantitative Finance 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

We report microcanonical Monte Carlo simulations of melting and superheating of a generic, Lennard-Jones system starting from the crystalline phase. The isochoric curve, the melting temperature $T_m$ and the critical superheating…

Statistical Mechanics · Physics 2017-03-20 Sergio Davis , Gonzalo Gutiérrez

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

Plasma Physics · Physics 2026-01-13 Kentaro Sakai , Kentaro Tomita , Takeo Hoshi , Ryo Yasuhara

In this paper, we prove a polynomial Central Limit Theorem for several integrable models, and for the $\beta$-ensembles at high-temperature with polynomial potential. Furthermore, we connect the mean values, the variances and the…

Probability · Mathematics 2023-12-19 Guido Mazzuca , Ronan Memin

A Monte-Carlo algorithm for discrete statistical models that combines the full power of the Belief Propagation algorithm with the advantages of a detailed-balanced heat bath approach is presented. A sub-tree inside the factor graph is first…

Statistical Mechanics · Physics 2014-07-02 Aurélien Decelle , Florent Krzakala

We propose a finite temperature Landau theory that describes competing orders and interlayer tunneling in cuprate superconductors as an important extension to a corresponding theory at zero temperature [Nature {\bf 428}, 53 (2004)], where…

Superconductivity · Physics 2009-11-11 Jian-Bao Wu , Ming-Xu Pei , Qiang-Hua Wang

We improve the efficiency of the minimally entangled typical thermal states (METTS) algorithm without breaking the Abelian symmetries. By adding the operation of Trotter gates that respects the Abelian symmetries to the METTS algorithm, we…

Quantum Physics · Physics 2020-11-18 Shimpei Goto , Ippei Danshita

We further develop a thermal LB model for multiphase flows. In the improved model, we propose to use the FFT scheme to calculate both the convection term and external force term. The usage of FFT scheme is detailed and analyzed. By using…

Soft Condensed Matter · Physics 2015-05-20 Yanbiao Gan , Aiguo Xu , Guangcai Zhang , Yingjun Li

We show how to generalise the zero temperature Lanczos method for calculating dynamical correlation functions to finite temperatures. The key is the microcanonical ensemble, which allows us to replace the involved canonical ensemble with a…

Strongly Correlated Electrons · Physics 2009-11-10 M. W. Long , P. Prelovsek , S. El Shawish , J. Karadamoglou , X. Zotos