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Population annealing is a promising recent approach for Monte Carlo simulations in statistical physics, in particular for the simulation of systems with complex free-energy landscapes. It is a hybrid method, combining importance sampling…
The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in enhancing phase space mixing of these protocols, thus…
A numerical algorithm for solving mantle convection problems with strongly variable viscosity is presented. Equations for conservation of mass and momentum for highly viscous and incompressible fluids are solved iteratively by a multigrid…
Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…
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 present a Markov Chain Monte Carlo algorithm based on the Metropolis algorithm for simulation of the flow of two immiscible fluids in a porous medium under macroscopic steady-state conditions using a dynamical pore network model that…
The dynamics of a polydisperse model glassformer are investigated by augmenting molecular dynamics (MD) simulation with swap Monte Carlo (SMC). Three variants of the SMC algorithm are analyzed with regard to convergence and performance. We…
The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…
We discuss the advantages of parallelization by multithreading on graphics processing units (GPUs) for parallel tempering Monte Carlo computer simulations of an exemplified bead-spring model for homopolymers. Since the sampling of a large…
Quantum Monte Carlo and quantum simulation are both important tools for understanding quantum many-body systems. As a classical algorithm, quantum Monte Carlo suffers from the sign problem, preventing its application to most fermion systems…
Despite the growing interest in parallel-in-time methods as an approach to accelerate numerical simulations in atmospheric modelling, improving their stability and convergence remains a substantial challenge for their application to…
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…
We propose a number of Monte Carlo algorithms for the simulation of ice models and compare their efficiency. One of them, a cluster algorithm for the equivalent three colour model, appears to have a dynamic exponent close to zero, making it…
We propose a variant of the Simulated Annealing method for optimization in the multivariate analysis of differentiable functions. The method uses global actualizations via the Hybrid Monte Carlo algorithm in their generalized version for…
Rigid bodies, made of smaller composite beads, are commonly used to simulate anisotropic particles with molecular dynamics or Monte Carlo methods. To accurately represent the particle shape and to obtain smooth and realistic effective pair…
Markov chain Monte Carlo samplers based on discretizations of (overdamped) Langevin dynamics are commonly used in the Bayesian inference and computational statistical physics literature to estimate high-dimensional integrals. One can…
We present the preliminary tests on two modifications of the Hybrid Monte Carlo (HMC) algorithm. Both algorithms are designed to travel much farther in the Hamiltonian phase space for each trajectory and reduce the autocorrelations among…
Magnetic nanostructures find application in diverse technological domains and their behavior is significantly influenced by long-range dipolar interactions. However, simulating these systems using the traditional Metropolis Monte Carlo…
First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…
It is commonly admitted that non-reversible Markov chain Monte Carlo (MCMC) algorithms usually yield more accurate MCMC estimators than their reversible counterparts. In this note, we show that in addition to their variance reduction…