The Journal of Chemical Physics · 1978 · 513 citations · 11 references
Natural SciencesPhysicsComputational MechanicsComputational PhysicsStochastic ProcessesBrownian MotionComputational ModelingMonte Carlo MethodsMonte Carlo SimulationParticle-based SimulationSimulation MethodsBrownian DynamicsBrownian Dynamics ModelingBrownian Dynamics SimulationMetropolis AlgorithmMonte Carlo Simulation Modeling
A new Monte Carlo simulation procedure is developed which is expected to produce more rapid convergence than the standard Metropolis method. The trial particle moves are chosen in accord with a Brownian dynamics algorithm rather than at random. For two model systems, a string of point masses joined by harmonic springs and a cluster of charged soft spheres, the new procedure is compared to the standard one and shown to manifest a more rapid convergence rate for some important energetic and structural properties.
11
Equation of State Calculations by Fast Computing Machines
N. Metropolis, Arianna W. Rosenbluth, M. N. Rosenbluth et al. · The Journal of Chemical Physics · 1953 · 37.1K citations
Monte Carlo sampling methods using Markov chains and their applications
W. Keith Hastings · Biometrika · 1970 · 15.2K citations
Inference about the change-point in a sequence of random variables
D. V. Hinkley · Biometrika · 1970 · 813 citations