相关论文: Parallel Excluded Volume Tempering for Polymer Mel…

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…

We present density response estimators for Monte Carlo simulations that are based on a reweighting procedure, where the samples of an unperturbed system are used to estimate the properties of a system perturbed by an external harmonic…

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

We study the rate of convergence to equilibrium of the self-repellent random walk and its local time process on the discrete circle $\mathbb{Z}_n$. While the self-repellent random walk alone is non-Markovian since the jump rates depend on…

We present a novel quasi-Monte Carlo mechanism to improve graph-based sampling, coined repelling random walks. By inducing correlations between the trajectories of an interacting ensemble such that their marginal transition probabilities…

The method of tempered transitions was proposed by Neal (1996) for tackling the difficulties arising when using Markov chain Monte Carlo to sample from multimodal distributions. In common with methods such as simulated tempering and…

We propose new polymer models for Monte Carlo simulation and apply them to a polymer chain confined in a relatively thin box which has both curved and flat sides, and show that either an ideal or an excluded-volume chain spends more time in…

When approaching the continuum limit in lattice QCD or other theories in a setup with topological sectors, conventional update algorithms experience a particularly severe form of critical slowing down that is caused by high action barriers…

We study the diffusion of a linear polymer in the presence of permeable membranes without excluded volume interactions, using scaling theory and Monte Carlo simulations. We find that the average time it takes for a chain with polymerization…

Most Markov chain Monte Carlo methods operate in discrete time and are reversible with respect to the target probability. Nevertheless, it is now understood that the use of non-reversible Markov chains can be beneficial in many contexts. In…

The basic problem in equilibrium statistical mechanics is to compute phase space average, in which Monte Carlo method plays a very important role. We begin with a review of nonlocal algorithms for Markov chain Monte Carlo simulation in…

Sampling from the full posterior distribution of high-dimensional non-linear, non-Gaussian latent dynamical models presents significant computational challenges. While Particle Gibbs (also known as conditional sequential Monte Carlo) is…

Correlated fermions are of high interest in condensed matter (Fermi liquids, Wigner molecules), cold atomic gases and dense plasmas. Here we propose a novel approach to path integral Monte Carlo (PIMC) simulations of strongly degenerate…

An efficient approach of measuring the absolute free energy in parallel tempering Monte Carlo using the exponential averaging method is discussed and the results are compared with those of population annealing Monte Carlo using the…

In the absence of impurities and boundary effects, first order phase transitions are initiated by the nucleation of critical bubbles. In thermally driven transitions many systems can remain metastable for an extended time, possibly tens of…

A Monte Carlo method for dynamics simulation of all-atom protein models is introduced, to reach long times not accessible to conventional molecular dynamics. The considered degrees of freedom are the dihedrals at C$_\alpha$-atoms. Two Monte…

The extreme slowing down associated with glass formation in experiments and in simulations results in serious difficulties to prepare deeply quenched, well annealed, glassy material. Recently, methods to achieve such deep quenching were…

While boundary plasmas in present-day tokamaks generally fall in a fluid regime, neutral species near the boundary often require kinetic models due to long mean-free-paths compared to characteristic spatial scales in the region. Monte-Carlo…

We show several results on convergence of the Monte Carlo method applied to consistent approximations of the isentropic Euler system of gas dynamics with uncertain initial data. Our method is based on combination of several new concepts. We…

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…