Topic
Hybrid Monte Carlo
About: Hybrid Monte Carlo is a research topic. Over the lifetime, 13304 publications have been published within this topic receiving 493968 citations.
Papers published on a yearly basis
Papers
More filters
Book•
05 Dec 2012
TL;DR: This paper presents a meta-modelling framework that automates the very labor-intensive and therefore time-heavy and expensive process of manually cataloging samples and generating random numbers.
Abstract: Introduction.- Estimating Volume and Count.- Generating Samples.- Increasing Efficiency.- Random Tours.- Designing and Analyzing Sample Paths.- Generating Pseudorandom Numbers.
2,215 citations
TL;DR: In this article, the authors present a method for optimizing the analysis of data from multiple Monte Carlo computer simulations over wide ranges of parameter values, which is applicable to simulations in lattice gauge theories, chemistry, and biology, as well as statistical mechanics.
Abstract: We present a new method for optimizing the analysis of data from multiple Monte Carlo computer simulations over wide ranges of parameter values. Explicit error estimates allow objective planning of the lengths of runs and the parameter values to be simulated. The method is applicable to simulations in lattice gauge theories, chemistry, and biology, as well as statistical mechanics.
2,198 citations
Book•
01 Jan 1997TL;DR: A general framework for using Monte Carlo methods in dynamic systems and a general use of Rao-Blackwellization is proposed to improve performance and to compare different Monte Carlo procedures.
Abstract: We provide a general framework for using Monte Carlo methods in dynamic systems and discuss its wide applications. Under this framework, several currently available techniques are studied and generalized to accommodate more complex features. All of these methods are partial combinations of three ingredients: importance sampling and resampling, rejection sampling, and Markov chain iterations. We provide guidelines on how they should be used and under what circumstance each method is most suitable. Through the analysis of differences and connections, we consolidate these methods into a generic algorithm by combining desirable features. In addition, we propose a general use of Rao-Blackwellization to improve performance. Examples from econometrics and engineering are presented to demonstrate the importance of Rao–Blackwellization and to compare different Monte Carlo procedures.
2,150 citations
TL;DR: In this article, the authors describe a new algorithm for Monte Carlo simulation of Ising spin systems and present results of a study comparing the speed of the new technique to that of a standard technique applied to a square lattice of 6400 spins evolving via single spin flips.
2,080 citations
Book•
19 Sep 2005TL;DR: A review of Monte Carlo methods of computer simulation can be found in this article, where a brief review of other methods of simulation can also be found, as well as a brief introduction to Monte Carlo studies of biological molecules.
Abstract: Preface 1. Introduction 2. Some necessary background 3. Simple sampling Monte Carlo methods 4. Importance sampling Monte Carlo methods 5. More on importance sampling Monte Carlo methods of lattice systems 6. Off-lattice models 7. Reweighting methods 8. Quantum Monte Carlo methods 9. Monte Carlo renormalization group methods 10. Non-equilibrium and irreversible processes 11. Lattice gauge models: a brief introduction 12. A brief review of other methods of computer simulation 13. Monte Carlo simulations at the periphery of physics and beyond 14. Monte Carlo studies of biological molecules 15. Outlook Appendix Index.
2,055 citations