Population annealing: Massively parallel simulations in statistical physics
The canonical technique for Monte Carlo simulations in statistical physics is importance sampling via a suitably constructed Markov chain. While such approaches are quite successful, they are not particularly well suited for parallelization as the chain dynamics is sequential, and if replicated chains are used to increase statistics each of them relaxes into equilibrium with an intrinsic time constant that cannot be reduced by parallel work. Population annealing is a sequential Monte Carlo method that simulates an ensemble of system replica under a cooling protocol. The population element makes it naturally well suited for massively parallel simulations, and bias can be systematically reduced by increasing the population size. We present an implementation of population annealing on graphics processing units and discuss its behavior for different systems undergoing continuous and first-order phase transitions.
Population annealing is a hybrid of sequential and Markov chain Monte Carlo methods geared towards the efficient parallel simulation of systems with complex free-energy landscapes. Systems with first-order phase transitions are among the problems in computational physics that are difficult to tackle with standard methods such as local-update simulations in the canonical ensemble, for example with the Metropolis algorithm. It is hence interesting to see whether such transitions can be more easily studied using population annealing. We report here our preliminary observations from population annealing runs for the two-dimensional Potts model with q > 4, where it undergoes a first-order transition.
The population annealing algorithm is a novel approach to study systems with rough free-energy landscapes, such as spin glasses. It combines the power of simulated annealing, Boltzmann weighted differential reproduction and sequential Monte Carlo process to bring the population of replicas to the equilibrium even in the low-temperature region. Moreover, it provides a very good estimate of the free energy. The fact that population annealing algorithm is performed over a large number of replicas with many spin updates, makes it a good candidate for massive parallelism. We chose the GPU programming using a CUDA implementation to create a highly optimized simulation. It has been previously shown for the frustrated Ising antiferromagnet on the stacked triangular lattice with a ferromagnetic interlayer coupling, that standard Markov Chain Monte Carlo simulations fail to equilibrate at low temperatures due to the effect of kinetic freezing of the ferromagnetically ordered chains. We applied the population annealing to study the case with the isotropic intra- and interlayer antiferromagnetic coupling (J2/|J1| = −1). The reached ground states correspond to non-magnetic degenerate states, where chains are antiferromagnetically ordered, but there is no long-range ordering between them, which is analogical with Wannier phase of the 2D triangular Ising antiferromagnet.
Population annealing is a promising recent approach for Monte Carlo simulations in statistical physics, in particular for the simulation of systems with complex free-energy landscapes. It is a hybrid method, combining importance sampling through Markov chains with elements of sequential Monte Carlo in the form of population control. While it appears to provide algorithmic capabilities for the simulation of such systems that are roughly comparable to those of more established approaches such as parallel tempering, it is intrinsically much more suitable for massively parallel computing. Here, we tap into this structural advantage and present a highly optimized implementation of the population annealing algorithm on GPUs that promises speed-ups of several orders of magnitude as compared to a serial implementation on CPUs. While the sample code is for simulations of the 2D ferromagnetic Ising model, it should be easily adapted for simulations of other spin models, including disordered systems. Our code includes implementations of some advanced algorithmic features that have only recently been suggested, namely the automatic adaptation of temperature steps and a multi-histogram analysis of the data at different temperatures.
A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.
The dynamics of a two-component Davydov-Scott (DS) soliton with a small mismatch of the initial location or velocity of the high-frequency (HF) component was investigated within the framework of the Zakharov-type system of two coupled equations for the HF and low-frequency (LF) fields. In this system, the HF field is described by the linear Schrödinger equation with the potential generated by the LF component varying in time and space. The LF component in this system is described by the Korteweg-de Vries equation with a term of quadratic influence of the HF field on the LF field. The frequency of the DS soliton`s component oscillation was found analytically using the balance equation. The perturbed DS soliton was shown to be stable. The analytical results were confirmed by numerical simulations.
Event logs collected by modern information and technical systems usually contain enough data for automated process models discovery. A variety of algorithms was developed for process models discovery, conformance checking, log to model alignment, comparison of process models, etc., nevertheless a quick analysis of ad-hoc selected parts of a journal still have not get a full-fledged implementation. This paper describes an ROLAP-based method of multidimensional event logs storage for process mining. The result of the analysis of the journal is visualized as directed graph representing the union of all possible event sequences, ranked by their occurrence probability. Our implementation allows the analyst to discover process models for sublogs defined by ad-hoc selection of criteria and value of occurrence probability
This volume presents new results in the study and optimization of information transmission models in telecommunication networks using different approaches, mainly based on theiries of queueing systems and queueing networks .
The Handbook of CO₂ in Power Systems' objective is to include the state-of-the-art developments that occurred in power systems taking CO₂ emission into account. The book includes power systems operation modeling with CO₂ emissions considerations, CO₂ market mechanism modeling, CO₂ regulation policy modeling, carbon price forecasting, and carbon capture modeling. For each of the subjects, at least one article authored by a world specialist on the specific domain is included.