Related papers: Stochastic Cutoff Method for Long-Range Interactin…
In this paper we consider an interacting particle system in $\mathbb{R}^d$ modelled as a system of $N$ stochastic differential equations driven by L\'evy processes. The limiting behaviour as the size $N$ grows to infinity is achieved as a…
In this work, we develop a novel Monte Carlo method for solving the electromagnetic scattering problem. The method is based on a formal solution of the scattering problem as a modified Born series whose coefficients are found by a conformal…
This paper introduces a versatile approach for computing the risk of collision specifically tailored for scenarios featuring low relative encounter velocities, but with potential applicability across a wide range of situations. The…
A totally asymmetric exclusion process consisting of classical particles with next-nearest-neighbor interactions has been considered on a 1D discrete lattice with a ring geometry. Using large deviation techniques, we have investigated…
We apply a new entropic scheme to study the critical behavior of the square-lattice Ising model with nearest- and next-nearest-neighbor antiferromagnetic interactions. Estimates of the present scheme are compared with those of the…
Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…
We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…
We study the influence of Ohmic dissipation on the random transverse-field Ising chain by means of large-scale Monte-Carlo simulations. To this end, we first map the Hamiltonian onto a classical Ising model with long-range $1/\tau^2$…
We design an enhanced Event-Chain Monte Carlo algorithm to study 1D quantum dissipative systems, using their bosonized representation. Expressing the bosonized Hamiltonian as a path integral over a scalar field enables the application of…
We develop a new relativistic radiation hydrodynamics code based on the Monte-Carlo algorithm. In this code, we implement a new scheme to achieve the second-order accuracy in time in the limit of a large packet number for solving the…
We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
The primary objective of this work is to develop coarse-graining schemes for stochastic many-body microscopic models and quantify their effectiveness in terms of a priori and a posteriori error analysis. In this paper we focus on stochastic…
We modified the recently proposed multicanonical MC algorithm for the case of a magnetic field driven order--order phase transition. We test this {\it multimagnetic} Monte Carlo algorithm for the D=2 Ising model at $\beta=0.5$ and simulate…
We have developed a novel Monte Carlo method for simulating the dynamical evolution of stellar systems in arbitrary geometry. The orbits of stars are followed in a smooth potential represented by a basis-set expansion and perturbed after…
In this paper, we theoretically study the critical properties of the classical spin-1 Ising model using two approaches: 1) the analytical low-temperature series expansion and 2) the numerical Metropolis Monte Carlo technique. Within this…
We propose in this work a Monte Carlo method for three dimensional scalar radiative transfer equations with non-integrable, space-dependent scattering kernels. Such kernels typically account for long-range statistical features, and arise…
We describe a Monte Carlo simulation study of the magnetic phase diagram of diluted magnetic semiconductors doped with shallow impurities in the low concentration regime. We show that because of a wide distribution of interaction strengths,…
The multilevel Monte Carlo (MLMC) method for continuous-time Markov chains, first introduced by Anderson and Higham (SIAM Multiscal Model. Simul. 10(1), 2012), is a highly efficient simulation technique that can be used to estimate various…
A quantum Monte Carlo algorithm is constructed starting from the standard perturbation expansion in the interaction representation. The resulting configuration space is strongly related to that of the Stochastic Series Expansion (SSE)…