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On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

其他凝聚态物理 · 物理学 2011-07-19 Massimo Ostilli , Carlo Presilla

We introduce a new micro-macro Markov chain Monte Carlo method (mM-MCMC) to sample invariant distributions of molecular dynamics systems that exhibit a time-scale separation between the microscopic (fast) dynamics, and the macroscopic…

数值分析 · 数学 2020-02-24 Hannes Vandecasteele , Giovanni Samaey

Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…

统计力学 · 物理学 2014-05-27 Jerome P. Nilmeier , Gavin E. Crooks , David D. L. Minh , John D. Chodera

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

统计力学 · 物理学 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

The hard-disk problem, the statics and the dynamics of equal two-dimensional hard spheres in a periodic box, has had a profound influence on statistical and computational physics. Markov-chain Monte Carlo and molecular dynamics were first…

统计力学 · 物理学 2014-02-10 Sebastian C. Kapfer , Werner Krauth

In this paper we present the event-chain algorithms, which are fast Markov-chain Monte Carlo methods for hard spheres and related systems. In a single move of these rejection-free methods, an arbitrarily long chain of particles is…

统计力学 · 物理学 2010-02-08 Etienne P. Bernard , Werner Krauth , David B. Wilson

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

统计方法学 · 统计学 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

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…

其他凝聚态物理 · 物理学 2023-12-15 Dariusz Sztenkiel

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

统计力学 · 物理学 2012-04-16 Stephen Whitelam

We present, in a unifying way, the main components of three asynchronous event-driven algorithms for simulating physical systems of interacting particles. The first example, hard-particle molecular dynamics, is well-known. We also present a…

其他计算机科学 · 计算机科学 2008-09-09 Aleksandar Donev

We present the Monte Carlo with Absorbing Markov Chains (MCAMC) method for extremely long kinetic Monte Carlo simulations. The MCAMC algorithm does not modify the system dynamics. It is extremely useful for models with discrete state spaces…

材料科学 · 物理学 2007-05-23 M. A. Novotny , Shannon M. Wheeler

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

计算物理 · 物理学 2026-02-16 Michael Kim , Wei Cai

For the description of thermally activated dynamics in systems of classical magnetic moments numerical methods are desirable. We consider a simple model for isolated magnetic particles in a uniform field with an oblique angle to the easy…

统计力学 · 物理学 2009-10-31 U. Nowak , R. W. Chantrell , E. C. Kennedy

We discuss the rejection-free event-chain Monte-Carlo algorithm and several applications to dense soft matter systems. Event-chain Monte-Carlo is an alternative to standard local Markov-chain Monte-Carlo schemes, which are based on detailed…

软凝聚态物质 · 物理学 2021-04-29 Tobias A. Kampmann , David Müller , Clemens Franz Vorsmann , Lukas Paul Weise , Jan Kierfeld

Advanced algorithms are necessary to obtain faster-than-real-time dynamic simulations in a number of different physical problems that are characterized by widely disparate time scales. Recent advanced dynamic Monte Carlo algorithms that…

材料科学 · 物理学 2016-11-23 M. A. Novotny

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

软凝聚态物质 · 物理学 2013-05-29 O. Corradini , P. Faccioli , H. Orland

In nuclear fusion and fission, fluctuation and dissipation arise due to the coupling of collective degrees of freedom with internal excitations. Close to the barrier, both quantum, statistical and non-Markovian effects are expected to be…

核理论 · 物理学 2010-04-06 G. Hupin , D. Lacroix

In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…

统计力学 · 物理学 2014-02-10 Manon Michel , Sebastian C. Kapfer , Werner Krauth

The system-level dynamics of multivalent biomolecular interactions can be simulated using a rule-based kinetic Monte Carlo method in which a rejection sampling strategy is used to generate reaction events. This method becomes inefficient…

定量方法 · 定量生物学 2010-03-04 Jin Yang , William S. Hlavacek

Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…

计算物理 · 物理学 2024-05-29 Luigi Sbailò , Manuel Dibak , Frank Noé
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