Monte Carlo limit cycle characterization

The fixed point implementation of IIR digital filters usually leads to the appearance of zero-input limit cycles, which degrade the performance of the system. In this paper, we develop an efficient Monte Carlo algorithm to detect and characterize limit cycles in fixed-point IIR digital filters. The proposed approach considers filters formulated in the state space and is valid for any fixed point representation and quantization function. Numerical simulations on several high-order filters, where an exhaustive search is unfeasible, show the effectiveness of the proposed approach.

Monte Carlo simulations of densely-packed athermal polymers in the bulk and under confinement

We review the main results from extensive Monte Carlo (MC) simulations on athermal polymer packings in the bulk and under confinement. By employing the simplest possible model of excluded volume, macromolecules are represented as freely-jointed chains of hard spheres of uniform size. Simulations are carried out in a wide concentration range: from very dilute up to very high volume fractions, reaching the maximally random jammed (MRJ) state. We study how factors like chain length, volume fraction and flexibility of bond lengths affect the structure, shape and size of polymers, their packing efficiency and their phase behaviour (disorder–order transition). In addition, we observe how these properties are affected by confinement realized by flat, impenetrable walls in one dimension. Finally, by mapping the parent polymer chains to primitive paths through direct geometrical algorithms, we analyse the characteristics of the entanglement network as a function of packing density.

A stochastic approximation algorithm with Markov chain Monte-Carlo method for incomplete data estimation problems

We propose a general procedure for solving incomplete data estimation problems. The procedure can be used to find the maximum likelihood estimate or to solve estimating equations in difficult cases such as estimation with the censored or truncated regression model, the nonlinear structural measurement error model, and the random effects model. The procedure is based on the general principle of stochastic approximation and the Markov chain Monte-Carlo method. Applying the theory on adaptive algorithms, we derive conditions under which the proposed procedure converges. Simulation studies also indicate that the proposed procedure consistently converges to the maximum likelihood estimate for the structural measurement error logistic regression model.

Dynamic weighting in Monte Carlo and optimization

Dynamic importance weighting is proposed as a Monte Carlo method that has the capability to sample relevant parts of the configuration space even in the presence of many steep energy minima. The method relies on an additional dynamic variable (the importance weight) to help the system overcome steep barriers. A non-Metropolis theory is developed for the construction of such weighted samplers. Algorithms based on this method are designed for simulation and global optimization tasks arising from multimodal sampling, neural network training, and the traveling salesman problem. Numerical tests on these problems confirm the effectiveness of the method.

Enhanced conformational sampling in Monte Carlo simulations of proteins: application to a constrained peptide.

A Monte Carlo simulation method for globular proteins, called extended-scaled-collective-variable (ESCV) Monte Carlo, is proposed. This method combines two Monte Carlo algorithms known as entropy-sampling and scaled-collective-variable algorithms. Entropy-sampling Monte Carlo is able to sample a large configurational space even in a disordered system that has a large number of potential barriers. In contrast, scaled-collective-variable Monte Carlo provides an efficient sampling for a system whose dynamics is highly cooperative. Because a globular protein is a disordered system whose dynamics is characterized by collective motions, a combination of these two algorithms could provide an optimal Monte Carlo simulation for a globular protein. As a test case, we have carried out an ESCV Monte Carlo simulation for a cell adhesive Arg-Gly-Asp-containing peptide, Lys-Arg-Cys-Arg-Gly-Asp-Cys-Met-Asp, and determined the conformational distribution at 300 K. The peptide contains a disulfide bridge between the two cysteine residues. This bond mimics the strong geometrical constraints that result from a protein's globular nature and give rise to highly cooperative dynamics. Computation results show that the ESCV Monte Carlo was not trapped at any local minimum and that the canonical distribution was correctly determined.

Reconfigurable computing for Monte Carlo simulations: results and prospects of the Janus project

We describe Janus, a massively parallel FPGA-based computer optimized for the simulation of spin glasses, theoretical models for the behavior of glassy materials. FPGAs (as compared to GPUs or many-core processors) provide a complementary approach to massively parallel computing. In particular, our model problem is formulated in terms of binary variables, and floating-point operations can be (almost) completely avoided. The FPGA architecture allows us to run many independent threads with almost no latencies in memory access, thus updating up to 1024 spins per cycle. We describe Janus in detail and we summarize the physics results obtained in four years of operation of this machine; we discuss two types of physics applications: long simulations on very large systems (which try to mimic and provide understanding about the experimental non equilibrium dynamics), and low-temperature equilibrium simulations using an artificial parallel tempering dynamics. The time scale of our non-equilibrium simulations spans eleven orders of magnitude (from picoseconds to a tenth of a second). On the other hand, our equilibrium simulations are unprecedented both because of the low temperatures reached and for the large systems that we have brought to equilibrium. A finite-time scaling ansatz emerges from the detailed comparison of the two sets of simulations. Janus has made it possible to perform spin glass simulations that would take several decades on more conventional architectures. The paper ends with an assessment of the potential of possible future versions of the Janus architecture, based on state-of-the-art technology.

Tethered Monte Carlo: computing the effective potential without critical slowing down

We present Tethered Monte Carlo, a simple, general purpose method of computing the effective potential of the order parameter (Helmholtz free energy). This formalism is based on a new statistical ensemble, closely related to the micromagnetic one, but with an extended configuration space (through Creutz-like demons). Canonical averages for arbitrary values of the external magnetic field are computed without additional simulations. The method is put to work in the two-dimensional Ising model, where the existence of exact results enables us to perform high precision checks. A rather peculiar feature of our implementation, which employs a local Metropolis algorithm, is the total absence, within errors, of critical slowing down for magnetic observables. Indeed, high accuracy results are presented for lattices as large as L = 1024.

Mean-value identities as an opportunity for Monte Carlo error reduction

In the Monte Carlo simulation of both lattice field theories and of models of statistical mechanics, identities verified by exact mean values, such as Schwinger-Dyson equations, Guerra relations, Callen identities, etc., provide well-known and sensitive tests of thermalization bias as well as checks of pseudo-random-number generators. We point out that they can be further exploited as control variates to reduce statistical errors. The strategy is general, very simple, and almost costless in CPU time. The method is demonstrated in the twodimensional Ising model at criticality, where the CPU gain factor lies between 2 and 4.

Tethered Monte Carlo: computing the effective potential without critical slowing down

We present Tethered Monte Carlo, a simple, general purpose method of computing the effective potential of the order parameter (Helmholtz free energy). This formalism is based on a new statistical ensemble, closely related to the micromagnetic one, but with an extended configuration space (through Creutz-like demons). Canonical averages for arbitrary values of the external magnetic field are computed without additional simulations. The method is put to work in the two-dimensional Ising model, where the existence of exact results enables us to perform high precision checks. A rather peculiar feature of our implementation, which employs a local Metropolis algorithm, is the total absence, within errors, of critical slowing down for magnetic observables. Indeed, high accuracy results are presented for lattices as large as L = 1024.

Optimized Monte Carlo method for glasses

A new Monte Carlo algorithm is introduced for the simulation of supercooled liquids and glass formers, and tested in two model glasses. The algorithm thermalizes well below the Mode Coupling temperature and outperforms other optimized Monte Carlo methods.