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Statisticians often use Monte Carlo methods to approximate probability distributions, primarily with Markov chain Monte Carlo and importance sampling. Sequential Monte Carlo samplers are a class of algorithms that combine both techniques to approximate distributions of interest and their normalizing constants. These samplers originate from particle filtering for state space models and have become general and scalable sampling techniques. This article describes sequential Monte Carlo samplers and their possible implementations, arguing that they remain under-used in statistics, despite their ability to perform sequential inference and to leverage parallel processing resources among other potential benefits. Supplementary materials for this article are available online.
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Parallel simulation via SPPARKS of on-lattice kinetic and Metropolis Monte Carlo models for materials processing
Abstract SPPARKS is an open-source parallel simulation code for developing and running various kinds of on-lattice Monte Carlo models at the atomic or meso scales. It can be used to study the properties of solid-state materials as well as model their dynamic evolution during processing. The modular nature of the code allows new models and diagnostic computations to be added without modification to its core functionality, including its parallel algorithms. A variety of models for microstructural evolution (grain growth), solid-state diffusion, thin film deposition, and additive manufacturing (AM) processes are included in the code. SPPARKS can also be used to implement grid-based algorithms such as phase field or cellular automata models, to run either in tandem with a Monte Carlo method or independently. For very large systems such as AM applications, the Stitch I/O library is included, which enables only a small portion of a huge system to be resident in memory. In this paper we describe SPPARKS and its parallel algorithms and performance, explain how new Monte Carlo models can be added, and highlight a variety of applications which have been developed within the code.
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- PAR ID:
- 10412380
- Publisher / Repository:
- IOP Publishing
- Date Published:
- Journal Name:
- Modelling and Simulation in Materials Science and Engineering
- Volume:
- 31
- Issue:
- 5
- ISSN:
- 0965-0393
- Page Range / eLocation ID:
- Article No. 055001
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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