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Since its first description fifty years ago, the Metropolis Monte Carlo method has been used in a variety of different ways for the simulation of continuum quantum many-body systems. This paper will consider some of the generalizations of…

计算物理 · 物理学 2009-11-10 D. M. Ceperley

We present an improved Metropolis algorithm for arbitrary hard core systems in any dimensions. In the new updating scheme the conventional Metropolis step of a single particle is replaced by a collective step of a chain of particles. For…

统计力学 · 物理学 2007-05-23 Andreas Jaster

The Metropolis implementation of the Monte Carlo algorithm has been developed to study the equilibrium thermodynamics of many-body systems. Choosing small trial moves, the trajectories obtained applying this algorithm agree with those…

其他定量生物学 · 定量生物学 2009-11-13 G. Tiana , L. Sutto , R. A. Broglia

We introduce a modification of the well-known Metropolis importance sampling algorithm by using a methodology inspired on the consideration of the reparametrization invariance of the microcanonical ensemble. The most important feature of…

统计力学 · 物理学 2007-05-23 L. Velazquez , J. C. Castro Palacio

Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

统计力学 · 物理学 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

The Metropolis algorithm is a Markov chain Monte Carlo (MCMC) algorithm used to simulate from parameter distributions of interest, such as generalized linear model parameters. The "Metropolis step" is a keystone concept that underlies…

统计计算 · 统计学 2023-08-31 Alexander P Keil , Jessie K Edwards , Ashley I Naimi , Stephen R Cole

In dynamic Monte Carlo simulations, using for example the Metropolis dynamic, it is often required to simulate for long times and to simulate large systems. We present an overview of advanced algorithms to simulate for larger times and to…

统计力学 · 物理学 2007-05-23 M. A. Novotny , Alice K. Kolakowska , G. Korniss

The multi-point Metropolis algorithm is an advanced MCMC technique based on drawing several correlated samples at each step and choosing one of them according to some normalized weights. We propose a variation of this technique where the…

统计计算 · 统计学 2012-10-18 Luca Martino , Victor Pascual Del Olmo , Jesse Read

Particle MCMC is a class of algorithms that can be used to analyse state-space models. They use MCMC moves to update the parameters of the models, and particle filters to propose values for the path of the state-space model. Currently the…

统计计算 · 统计学 2014-12-25 Chris Nemeth , Paul Fearnhead

The Markov chain Monte Carlo method (MCMC), especially the Metropolis-Hastings (MH) algorithm, is a widely used technique for sampling from a target probability distribution $P$ on a state space $\Omega$ and applied to various problems such…

量子物理 · 物理学 2023-03-13 Koichi Miyamoto

We consider deployment of the particle filter on modern massively parallel hardware architectures, such as Graphics Processing Units (GPUs), with a focus on the resampling stage. While standard multinomial and stratified resamplers require…

统计计算 · 统计学 2012-02-29 Lawrence Murray

The Metropolis Monte Carlo algorithm with the Finite Element method applied to compute electrostatic interaction energy between charge densities is described in this work. By using the Finite Element method to integrate numerically the…

统计力学 · 物理学 2010-09-08 Martial Mazars

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

统计计算 · 统计学 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

We propose a new algorithm based on the Metropolis sampling method to perform Monte Carlo integration for path integrals in the recently proposed formulation of quantum field theories on the Lefschetz thimble. The algorithm is based on a…

计算物理 · 物理学 2013-10-02 Abhishek Mukherjee , Marco Cristoforetti , Luigi Scorzato

The physics of crystalline membranes, i.e. fixed-connectivity surfaces embedded in three dimensions and with an extrinsic curvature term, is very rich and of great theoretical interest. To understand their behavior, numerical simulations…

计算物理 · 物理学 2009-10-30 G. Thorleifsson , M. Falcioni

The effect of different move sets on the folding kinetics of the Monte Carlo simulations is analysed based on the conformation-network and the temperature-dependent folding kinetics. A new scheme of implementing Metropolis algorithm is…

软凝聚态物质 · 物理学 2007-05-23 Yu-Pin Luo , Ming-Chang Huang , Yen-Liang Chou , Tsong-Ming Liaw

We present a fast, hierarchical, and adaptive algorithm for Metropolis Monte Carlo simulations of systems with long-range interactions that reproduces the dynamics of a standard implementation exactly, i.e., the generated configurations and…

计算物理 · 物理学 2023-07-27 Fabio Müller , Henrik Christiansen , Stefan Schnabel , Wolfhard Janke

These lectures given to graduate students in high energy physics, provide an introduction to Monte Carlo methods. After an overview of classical numerical quadrature rules, Monte Carlo integration together with variance-reducing techniques…

高能物理 - 唯象学 · 物理学 2007-05-23 Stefan Weinzierl

Monte Carlo simulation based on Metropolis algorithm has been used with a great success to analyze the dynamic phase transition properties of a single spherical core-shell nanoparticle system with a spin-3/2 core surrounded by a spin-1…

统计力学 · 物理学 2015-06-15 Erol Vatansever , Hamza Polat

To minimise systematic errors in Monte Carlo simulations of charged particles, long range electrostatic interactions have to be calculated accurately and efficiently. Standard approaches, such as Ewald summation or the naive application of…

计算物理 · 物理学 2021-02-24 William Robert Saunders , James Grant , Eike Hermann Müller
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