Literature DB >> 22463353

Rejection-free Monte Carlo sampling for general potentials.

E A J F Peters1, G de With.   

Abstract

A Monte Carlo method to sample the classical configurational canonical ensemble is introduced. In contrast to the Metropolis algorithm, where trial moves can be rejected, in this approach collisions take place. The implementation is event-driven; i.e., at scheduled times the collisions occur. A unique feature of the new method is that smooth potentials (instead of only step-wise changing ones) can be used. In addition to an event-driven approach, where all particles move simultaneously, we introduce a straight event-chain implementation. As proof of principle, a system of Lennard-Jones particles is simulated.

Year:  2012        PMID: 22463353     DOI: 10.1103/PhysRevE.85.026703

Source DB:  PubMed          Journal:  Phys Rev E Stat Nonlin Soft Matter Phys        ISSN: 1539-3755


  1 in total

1.  Spatiotemporal blocking of the bouncy particle sampler for efficient inference in state-space models.

Authors:  Jacob Vorstrup Goldman; Sumeetpal S Singh
Journal:  Stat Comput       Date:  2021-09-01       Impact factor: 2.559

  1 in total

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