✦ LIBER ✦

A Synopsis of Monte Carlo Perturbation Algorithms

✍ Scribed by Herbert Rief

Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 575 KB
Volume: 111
Category: Article
ISSN: 0021-9991
DOI: 10.1006/jcph.1994.1041

No coin nor oath required. For personal study only.

✦ Synopsis

Fundamental aspects of correlated sampling and differential operator procedures applied to integrals and systems of linear equations modelling Markov processes are investigated. Algorithms providing sensitivities (gradients, Jacobians) and perturbation estimates obtained by a single simulation experiment are described in detail and explained by examples. Mathematical proofs are provided which show that under most conditions a finite relative variance can be obtained for arbitrarily small parameter variations. (c) 1994 Academic Press, Inc.

📜 SIMILAR VOLUMES

Efficiency of Monte Carlo perturbation c

Efficiency of Monte Carlo perturbation calculations

✍ Eberhard Seifert 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 332 KB

Optimizing efficiency of perturbative Mo

Optimizing efficiency of perturbative Monte Carlo method

✍ Evans, Tom J.; Truong, Thanh N. 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 289 KB 👁 1 views

We introduce error weighting functions into the perturbative Monte Carlo method for use with a hybrid ab initio quantum Ž . mechanicsrmolecular mechanics QMrMM potential. The perturbative Monte Carlo approach introduced earlier provides a means to reduce the number of full SCF calculations in simula

Testing a new Monte Carlo algorithm for

Testing a new Monte Carlo algorithm for protein folding

✍ Ugo Bastolla; Helge Frauenkron; Erwin Gerstner; Peter Grassberger; Walter Nadler 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 397 KB 👁 1 views

We demonstrate that the recently proposed pruned-enriched Rosenbluth method (PERM) (Grassberger, Phys. Rev. E 56:3682, 1997) leads to extremely efficient algorithms for the folding of simple model proteins. We test it on several models for lattice heteropolymers, and compare it to published Monte Ca

Monte Carlo Simulation Algorithms of Gra

Monte Carlo Simulation Algorithms of Grain Growth in Polycrystalline Materials

✍ M. Morhac; E. Morhacova 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 514 KB

In the paper we present a variety of Monte Carlo algorithms, that can be employed to simulate the grain growth in polycrystalline materials during sintering. The simulation algorithms of monophase or twophase structure, on both the square and triangular distribution of lattice points, possibly with

A new algorithm for Monte Carlo simulati

A new algorithm for Monte Carlo simulation of Ising spin systems

✍ A.B. Bortz; M.H. Kalos; J.L. Lebowitz 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 511 KB

Monte Carlo studies of binary mixtures:

Monte Carlo studies of binary mixtures: A fast algorithm for equilibration

✍ H. Karaaslan; E. Yurtsever 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 810 KB

An algorithm for speeding up the equilibration process of Monte Carlo simulations of multicomponent mixtures is presented. For the low-density mixtures, the method relies on an automatic scaling of the maximum-allowed-displacement (MAD) of each particle based on individual acceptance ratios. An exch