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Register a new userA Bifurcation Monte Carlo Scheme for Rare Event Simulation
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The bifurcation method is a way to do rare event sampling -- to estimate the probability of events that are too rare to be found by direct simulation. We describe the bifurcation method and use it to estimate the transition rate of a double well potential problem. We show that the associated constrained path sampling problem can be addressed by a combination of Crooks-Chandler sampling and parallel tempering and marginalization.
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Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection method, and Markov chain Monte Carlo to sample a probability distribution function, and methods for variance reduction to evaluate numerical integrals using the Monte Carlo simulation. We will also briefly introduce the quasi-Monte Carlo sampling at the end of this lecture.
Monte Carlo event generators (MCEGs) are the indispensable workhorses of particle physics, bridging the gap between theoretical ideas and first-principles calculations on the one hand, and the complex detector signatures and data of the experimental community on the other hand. All collider physics experiments are dependent on simulated events by MCEG codes such as Herwig, Pythia, Sherpa, POWHEG, and MG5_aMC@NLO to design and tune their detectors and analysis strategies. The development of MCEGs is overwhelmingly driven by a vibrant community of academics at European Universities, who also train the next generations of particle phenomenologists. The new challenges posed by possible future collider-based experiments and the fact that the first analyses at Run II of the LHC are now frequently limited by theory uncertainties urge the community to invest into further theoretical and technical improvements of these essential tools. In this short contribution to the European Strategy Update, we briefly review the state of the art, and the further developments that will be needed to meet the challenges of the next generation.
We present JeLLyFysh-Version1.0, an open-source Python application for event-chain Monte Carlo (ECMC), an event-driven irreversible Markov-chain Monte Carlo algorithm for classical N-body simulations in statistical mechanics, biophysics and electrochemistry. The applications architecture closely mirrors the mathematical formulation of ECMC. Local potentials, long-ranged Coulomb interactions and multi-body bending potentials are covered, as well as bounding potentials and cell systems including the cell-veto algorithm. Configuration files illustrate a number of specific implementations for interacting atoms, dipoles, and water molecules.
In this work we demonstrate the usage of the VegasFlow library on multidevice situations: multi-GPU in one single node and multi-node in a cluster. VegasFlow is a new software for fast evaluation of highly parallelizable integrals based on Monte Carlo integration. It is inspired by the Vegas algorithm, very often used as the driver of cross section integrations and based on Googles powerful TensorFlow library. In this proceedings we consider a typical multi-GPU configuration to benchmark how different batch sizes can increase (or decrease) the performance on a Leading Order example integration.
We present a multithreaded event-chain Monte Carlo algorithm (ECMC) for hard spheres. Threads synchronize at infrequent breakpoints and otherwise scan for local horizon violations. Using a mapping onto absorbing Markov chains, we rigorously prove the correctness of a sequential-consistency implementation for small test suites. On x86 and ARM processors, a C++ (OpenMP) implementation that uses compare-and-swap primitives for data access achieves considerable speed-up with respect to single-threaded code. The generalized birthday problem suggests that for the number of threads scaling as the square root of the number of spheres, the horizon-violation probability remains small for a fixed simulation time. We provide C++ and Python open-source code that reproduces all our results.
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