Large deviations in Monte Carlo methods

DOI10.1007/978-3-642-54251-0_6zbMATH Open1320.82058OpenAlexW108928442MaRDI QIDQ5261899FDOQ5261899

Authors: Federico Ricci-Tersenghi, Andrea Pelissetto 

Publication date: 8 July 2015

Published in: Large Deviations in Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-54251-0_6

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zbMATH Keywords

large deviationssimulated temperingumbrella samplingBoltzmann-Gibbs distributiondynamic Monte Carlo methodmulti-canonical samplingmultiple histogram method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Large deviations (60F10) Discrete-time Markov processes on general state spaces (60J05) Lattice systems (Ising, dimer, Potts, etc.) and systems on graphs arising in equilibrium statistical mechanics (82B20) Phase transitions (general) in equilibrium statistical mechanics (82B26) Critical phenomena in equilibrium statistical mechanics (82B27)

Cited In (6)

• The inefficiency of re-weighted sampling and the curse of system size in high-order path integration
• Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise
• Distance between configurations in Markov chain Monte Carlo simulations
• Numerical computation of rare events via large deviation theory
• Temperature in and out of equilibrium: a review of concepts, tools and attempts
• Bounding the variance in Monte Carlo experiments

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