A modified heat bath method suitable for Monte Carlo simulations on vector and parallel processors

We describe a modification of the heat bath algorithm for Monte Carlo simulations. In the new algorithm the same operations are performed for each update also in the case when an a priori probability has to be generated by an acceptance-rejectance method. Thus the algorithm can always be easily implemented on vector or parallel processors.     

Monte Carlo Methods for Rough Free Energy Landscapes: Population Annealing and Parallel Tempering

Parallel tempering and population annealing are both effective methods for simulating equilibrium systems with rough free energy landscapes. Parallel tempering, also known as replica exchange Monte Carlo, is a Markov chain Monte Carlo method while population annealing is a sequential Monte Carlo method. Both methods overcome the exponential slowing associated with high free energy barriers. The convergence properties and efficiencies of the two methods are compared. For large systems, population annealing is closer to equilibrium than parallel tempering for short simulations. However, with respect to the amount of computation, parallel tempering converges exponentially while population annealing converges only inversely. As a result, for sufficiently long simulations parallel tempering approaches equilibrium more quickly than population annealing.     

A dynamical mean field theory for the study of surface diffusion constants

We present a combined analytical and numerical approach based on the Mori projection operator formalism and Monte Carlo simulations to study surface diffusion within the lattice-gas model. In the present theory, the average jump rate and the susceptibility factor appearing are evaluated through Monte Carlo simulations, while the memory functions are approximated by the known results for a Langmuir gas model. This leads to a dynamical mean field theory (DMF) for collective diffusion, while approximate correlation effects beyond DMF are included for tracer diffusion. We apply our formalism to three very different strongly interacting systems and compare the results of the new approach with those of usual Monte Carlo simulations. We find that the combined approach works very well for collective diffusion, whereas for tracer diffusion the influence of interactions on the memory effects is more prominent.     

Effect of unequal injection rates and different hopping rates on asymmetric exclusion processes with junction

In this paper, the effects of unequal injection rates and different hopping rates on the asymmetric simple exclusion process (ASEP) with a 2-input 1-output junction are studied by using a simple mean-field approach and extensive computer simulations. The steady-state particle currents, the density profiles, and the phase diagrams are obtained. It is shown that with unequal injection rates and different hopping rates, the phase diagram structure is qualitatively changed. The theoretical calculations are in good agreement with Monte Carlo simulations.     

Exact Solution of a Cellular Automaton for Traffic

We present an exact solution of a probabilistic cellular automaton for traffic with open boundary conditions, e.g., cars can enter and leave a part of a highway with certain probabilities. The model studied is the asymmetric exclusion process (ASEP) with simultaneous updating of all sites. It is equivalent to a special case (v _max=1) of the Nagel–Schreckenberg model for highway traffic, which has found many applications in real-time traffic simulations. The simultaneous updating induces additional strong short-range correlations compared to other updating schemes. The stationary state is written in terms of a matrix product solution. The corresponding algebra, which expresses a system-size recursion relation for the weights of the configurations, is quartic, in contrast to previous cases, in which the algebra is quadratic. We derive the phase diagram and compute various properties such as density profiles, two-point functions, and the fluctuations in the number of particles (cars) in the system. The current and the density profiles can be mapped onto the ASEP with other time-discrete updating procedures. Through use of this mapping, our results also give new results for these models.     

Traffic of Molecular Motors Through Tube-Like Compartments

The traffic of molecular motors through open tube-like compartments is studied using lattice models. These models exhibit boundary-induced phase transitions related to those of the asymmetric simple exclusion process (ASEP) in one dimension. The location of the transition lines depends on the boundary conditions at the two ends of the tubes. Three types of boundary conditions are studied: (A) Periodic boundary conditions which correspond to a closed torus-like tube. (B) Fixed motor densities at the two tube ends where radial equilibrium holds locally; and (C) Diffusive motor injection at one end and diffusive motor extraction at the other end. In addition to the phase diagrams, we also determine the profiles for the bound and unbound motor densities using mean field approximations and Monte Carlo simulations. Our theoretical predictions are accessible to experiments.     

The exchange bias phenomenon in uncompensated interfaces: theory and Monte Carlo simulations

We performed Monte Carlo simulations of a bilayer system composed of two thin films, one ferromagnetic (FM) and the other antiferromagnetic (AFM). Two lattice structures for the films were considered: simple cubic and body centered cubic (bcc). We imposed an uncompensated interfacial spin structure in both lattice structures; in particular we emulated an FeF2-FM system in the case of the bcc lattice. Our analysis focused on the incidence of the interfacial strength interactions between the films, J(eb), and the effect of thermal fluctuations on the bias field, H(EB). We first performed Monte Carlo simulations on a microscopic model based on classical Heisenberg spin variables. To analyze the simulation results we also introduced a simplified model that assumes coherent rotation of spins located on the same layer parallel to the interface. We found that, depending on the AFM film anisotropy to exchange ratio, the bias field is controlled either by the intrinsic pinning of a domain wall parallel to the interface or by the stability of the first AFM layer (quasi-domain wall) near the interface.     

Hamiltonian evolution for the hybrid Monte Carlo algorithm

We discuss a class of reversible, discrete approximations to Hamilton's equations for use in the hybrid Monte Carlo algorithm and derive an asymptotic formula for the step-size-dependent errors arising from this family of approximations. For lattice QCD with Wilson fermions, we construct several different updates in which the effect of fermion vacuum polarization is given a longer time step than the gauge field's self-interaction. On a 4⁴ lattice, one of these algorithms with an optimal choice of step size is 30% to 40% faster than the standard leapfrog update with an optimal step size.     

Multiscale Monte Carlo algorithm for simple fluids

We introduce a multiscale Monte Carlo algorithm to simulate dense simple fluids. The probability of an update follows a power law distribution in its length scale. The collective motion of clusters of particles requires generalization of the Metropolis update rule to impose detailed balance. We apply the method to the simulation of a Lennard-Jones fluid and show improvements in efficiency over conventional Monte Carlo and molecular dynamics simulations, eliminating hydrodynamic slowing down.     

Bulk-driven nonequilibrium phase transitions in a mesoscopic ring

We study a periodic one-dimensional exclusion process composed of a driven and a diffusive part. In a mesoscopic limit where both dynamics compete we identify bulk-driven phase transitions. We employ mean-field theory complemented by Monte Carlo simulations to characterize the emerging nonequilibrium steady states. Monte Carlo simulations reveal interesting correlation effects that we explain phenomenologically.     

Theoretical investigation of total-asymmetric simple exclusion processes with attachment and detachment

In this paper, traffic systems with attachment and detachment have been studied by total-asymmetric simple exclusion processes (TASEPs). Attachment and detachment in a one-dimensional system is a type of complex geometry that is relevant to biological transport with the random update rule. The analytical results are presented and have shown good agreement with the extensive Monte Carlo computer simulations.     

Numerical study of the equilibrium thermodynamics of the Coulomb glass

We discuss the results of large‐scale Monte Carlo simulations of the lattice Coulomb glass model. Using the Exchange Monte Carlo algorithm we are able to equilibrate the system to very low temperature and obtain evidence against the existence of an equilibrium glass transition in three dimensions (3D). We also discuss results for the 3D Random Field Ising model that highlight the role of the interaction range. Finally, we report results for the 2D Coulomb glass, which show a behaviour very similar to the 3D case.     

A Eulerian PDF scheme for LES of nonpremixed turbulent combustion with second-order accurate mixture fraction

Monte Carlo simulations of joint probability density function (PDF) approaches have been developed in the past largely with Reynolds averaged Navier Stokes (RANS) applications. Current interests are in the extension of PDF approaches to large eddy simulation (LES). As LES resolves accurately the large scales of turbulence in time, the Monte Carlo simulation and the flow field need to be tightly coupled. A tight coupling can be achieved if the consistency between the scalar field solution obtained via finite-volume (FV) methods and that from the stochastic solution of the PDF is ensured. For nonpremixed turbulent flames with two distinct streams, the local reactive mixture is described by the mixture fraction. A Eulerian Monte Carlo method is developed to achieve a second-order accuracy in the instantaneous filtered mixture fraction that is consistent with the corresponding FV. The performances of the proposed scheme are extensively evaluated using a one-dimensional model. Then, the scheme is applied to two cases with LES. The first one is a non-reacting mixing flow of two different fluids. The second case is the Sandia piloted turbulent flame D with a steady state flamelet model. Both results confirm the consistency of the proposed method to the level of filtered mixture fraction.     

Advanced multicanonical Monte Carlo methods for efficient simulations of nucleation processes of polymers

The investigation of freezing transitions of single polymers is computationally demanding, since surface effects dominate the nucleation process. In recent studies we have systematically shown that the freezing properties of flexible, elastic polymers depend on the precise chain length. Performing multicanonical Monte Carlo simulations, we faced several computational challenges in connection with liquid–solid and solid–solid transitions. For this reason, we developed novel methods and update strategies to overcome the arising problems. We introduce novel Monte Carlo moves and two extensions to the multicanonical method.     

Uncontrollable computational growth in theoretical physics

Some new results in the theory of synchronous parallel computation indicate there may be fundamentally unavoidable limitations to computing in certain kinds of large computational problems arising naturally in science and engineering. These limitations are in the nature of uncontrolled growth (discontinuous jumps) in computation times under fixed programming schemes, and arise for computations allowing arbitrary (uniform) inputs overF ⁿ for sufficiently largen, whereF is a finite field. Instances of such discontinuity may appear, for example, in very-large-scale Monte Carlo simulations, such as those being contemplated for carrying out quantum chromodynamics (QCD) computations on lattices of substantially larger size than is now practicable. In this case, the QCD simulation may encounter abnormally (and unexplained) long run times on particular internally generated updates, resulting in distortion among timeweighted runs. The mechanism of these updates is believed to satisfy our necessary assumption of fixed encodings over uniform inputs.     

Heat capacities of the dipolar Yukawa model polar fluid

The Stockmayer fluid is often used to describe a polar fluid. The dipolar Yukawa (DY) fluid is also a useful model for such fluids and is convenient for theoretical applications. Here we use the mean spherical approximation (MSA) and perturbation theory (PT) to study the heat capacities of the DY fluid model of a polar fluid and compare these results with Monte Carlo simulations for this model polar fluid. We find that the DY fluid shows the same features as the Stockmayer fluid does; demonstrating the utility of the DY fluid and further finding that the MSA and PT approaches give reasonably accurate results for the heat capacity.     

Universal crossover function and non-universal order-parameter profiles for critical adsorption

We present a crossover theory for critical adsorption in a semi-infinite system. The predictions are compared with Monte Carlo simulations for an Ising model with a surface and with experimental measurements for the adsorption of liquid SF₆ on graphite. In both cases we find good agreement with theory.     

Monte Carlo simulation of the two-dimensional Potts model using nonextensive statistics

The standard Potts model is investigated in the framework of nonextensive statistical mechanics. We performed Monte Carlo simulations on two-dimensional lattices with linear sizes ranging from 16 to 64 using the Metropolis algorithm, where the classical Boltzmann–Gibbs transition probabilities were modified for the nonextensive case. We found that the Potts model undergoes a phase transition in the nonextensive scenario. We established the order of the phase transition and we computed the critical temperature for different values of the Tsallis entropic index.     

Pair approximation for polarization interaction: efficient method for Monte Carlo simulations of polarizable fluids

A new method is presented for the Monte Carlo simulations of polarizable models with induced dipole moments. This method updates induced dipole moments on all molecules when a single molecule is moved, without evaluating all pair interactions. Thus, depending on the number of molecules, it is 10–20 times faster than Monte Carlo simulations with full iteration. The efficiency makes it a powerful tool for the study of phase equilibria of polarizable models in grand canonical and Gibbs ensembles.