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Adaptive Splitting Integrators for Enhancing Sampling Efficiency of Modified Hamiltonian Monte Carlo Methods in Molecular Simulation
The modified Hamiltonian Monte Carlo (MHMC) methods, i.e., importance sampling methods that use modified Hamiltonians within a Hybrid Monte Carlo (HMC) framework, often outperform in sampling efficiency standard techniques ...
Low-traffic limit and first-passage times for a simple model of the continuous double auction
We consider a simplified model of the continuous double auction where prices are integers varying from 1 to $N$ with limit orders and market orders, but quantity per order limited to a single share. For this model, the ...
Enhancing sampling in atomistic simulations of solid state materials for batteries: a focus on olivine NaFePO$_4$
The study of ion transport in electrochemically active materials for energy storage systems requires simulations on quantum-, atomistic- and meso-scales. The methods accessing these scales not only have to be effective but ...