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We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. We apply it in random matrix…

高能物理 - 格点 · 物理学 2017-08-23 Jan Ambjorn , Konstantinos N. Anagnostopoulos , Jun Nishimura , Jacobus J. M. Verbaarschot

We study the performance of Monte Carlo simulations that sample a broad histogram in energy by determining the mean first-passage time to span the entire energy space of d-dimensional ferromagnetic Ising/Potts models. We first show that…

Random sequential adsorption is an irreversible surface deposition of extended objects. In systems with continuous degrees of freedom coverage follows a power law, theta(t) = theta_J - c t^{-alpha}, where the exponent alpha depends on the…

统计力学 · 物理学 2015-06-25 Jian-Sheng Wang

We consider here systems with piecewise linear dynamics that are periodically sampled with a given period {\tau} . At each sampling time, the mode of the system, i.e., the parameters of the linear dynamics, can be switched, according to a…

计算机科学中的逻辑 · 计算机科学 2011-11-15 Laurent Fribourg , Bertrand Revol , Romain Soulat

When studying high-dimensional dynamical systems such as macromolecules, quantum systems and polymers, a prime concern is the identification of the most probable states and their stationary probabilities or free energies. Often, these…

数据分析、统计与概率 · 物理学 2013-01-01 Hao Wu , Frank Noé

Recent advances in data collection technologies have led to the emergence of massive spatial datasets, with measurements obtained at millions of spatial locations. Geostatistical models typically employ Gaussian processes (GPs) to capture…

统计方法学 · 统计学 2026-05-18 Nicholas Rios , Ben Seiyon Lee

A resampling scheme provides a way to switch low-weight particles for sequential Monte Carlo with higher-weight particles representing the objective distribution. The less the variance of the weight distribution is, the more concentrated…

统计计算 · 统计学 2023-09-19 Xiongming Dai , Gerald Baumgartner

We describe a Monte Carlo scheme for the grand canonical simulation study of fluid phase equilibria in highly size-asymmetrical binary mixtures. The method utilizes an expanded ensemble in which the insertion and deletion of large particles…

软凝聚态物质 · 物理学 2015-05-18 Douglas J. Ashton , Nigel B. Wilding

The $\Delta$-scaling method has been applied to ultra-relativistic p+p, C+C and Pb+Pb collision data simulated using a high energy Monte Carlo package, LUCIAE 3.0. The $\Delta$-scaling is found to be valid for some physical variables, such…

In recent years the Swap Monte Carlo algorithm has led to remarkable progress in equilibrating supercooled model liquids at low temperatures. Applications have so far been limited to systems composed of spherical particles, however, whereas…

软凝聚态物质 · 物理学 2025-09-05 Till Böhmer , Jeppe C. Dyre , Lorenzo Costigliola

We introduce an ensemble Markov chain Monte Carlo approach to sampling from a probability density with known likelihood. This method upgrades an underlying Markov chain by allowing an ensemble of such chains to interact via a process in…

统计计算 · 统计学 2021-06-08 Michael Lindsey , Jonathan Weare , Anna Zhang

We derive a formula that expresses the density of states of a system with continuous degrees of freedom as a function of microcanonical averages of squared gradient and Laplacian of the Hamiltonian. This result is then used to propose a…

统计力学 · 物理学 2023-12-01 Stefan Schnabel , Wolfhard Janke

We describe an embarrassingly parallel, anytime Monte Carlo method for likelihood-free models. The algorithm starts with the view that the stochasticity of the pseudo-samples generated by the simulator can be controlled externally by a…

机器学习 · 计算机科学 2015-12-03 Edward Meeds , Max Welling

For a wide class of applications of the Monte Carlo method, we describe a general sampling methodology that is guaranteed to converge to a specified equilibrium distribution function. The method is distinct from that of Metropolis in that…

统计力学 · 物理学 2009-10-31 Bruce M. Boghosian

We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…

凝聚态物理 · 物理学 2009-10-30 Ulrich H. E. Hansmann , Yuko Okamoto

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

统计方法学 · 统计学 2016-08-10 Shirin Golchi , Jason L. Loeppky

A scheme to provide various mean-field-type approximation algorithms is presented by employing the Bethe free energy formalism to a family of replicated systems in conjunction with analytical continuation with respect to the number of…

无序系统与神经网络 · 物理学 2009-11-11 Yoshiyuki Kabashima

As decarbonization agendas mature, macro-energy systems modelling studies have increasingly focused on enhanced decision support methods that move beyond least-cost modelling to improve consideration of additional objectives and tradeoffs.…

最优化与控制 · 数学 2024-11-26 Michael Lau , Neha Patankar , Jesse D. Jenkins

General quadratic Hamiltonian models, describing interaction between crystal molecules (typically with $D_{2h}$ symmetry) take into account couplings between their uniaxial and biaxial tensors. While the attractive contributions arising…

软凝聚态物质 · 物理学 2017-09-27 B. Kamala Latha , K. P. N. Murthy , V. S. S. Sastry

The influence of random site dilution on the critical properties of the two-dimensional Ising model on a square lattice was explored by Monte Carlo simulations with the Wang-Landau sampling. The lattice linear size was $L = 20-120$ and the…

统计力学 · 物理学 2008-07-02 I. A. Hadjiagapiou , A. Malakis , S. S. Martinos
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