Related papers: Efficient method of finding scaling exponents from…
Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…
The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…
A typical problem with Monte Carlo simulations in statistical physics is that they do not allow for a direct calculation of the free energy. For systems at criticality, this means that one cannot calculate the central charge in a Monte…
Using the concept of finite-size scaling, Monte Carlo calculations of various models have become a very useful tool for the study of critical phenomena, with the system linear dimension as a variable. As an example, several recent studies…
In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…
A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…
We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. In some cases, like in the…
The scaling exponent and scaling function for the 1D single species coagulation model $(A+A\rightarrow A)$ are shown to be universal, i.e. they are not influenced by the value of the coagulation rate. They are independent of the initial…
Using single cluster flip Monte Carlo simulations we accurately determine new finite size scaling functions which are expressed only in terms the variable $x = \xi_L / L$, where $\xi_L$ is the correlation length in a finite system of size…
We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…
In this paper we propose a new approach to estimation of the tail exponent in financial stock markets. We begin the study with the finite sample behavior of the Hill estimator under {\alpha}-stable distributions. Using large Monte Carlo…
We present a simple and powerful method for extrapolating finite-volume Monte Carlo data to infinite volume, based on finite-size-scaling theory. We discuss carefully its systematic and statistical errors, and we illustrate it using three…
We introduce a Monte Carlo method, as a modification of existing cluster algorithms, which allows simulations directly on systems of infinite size, and for quantum models also at beta=infinity. All two-point functions can be obtained,…
Recent Monte Carlo simulations of the critical point of the restricted primitive model for ionic solutions are reported. Only the continuum version of the model is considered. A finite size scaling analysis based in the Bruce-Wilding…
Based on the scaling relation for the dynamics at the early time, a new method is proposed to measure both the static and dynamic critical exponents. The method is applied to the two dimensional Ising model. The results are in good…
We present a Monte Carlo study of the two-component $\phi^4$ model on the simple cubic lattice in three dimensions. By suitable tuning of the coupling constant $\lambda$ we eliminate leading order corrections to scaling. High statistics…
The finite-size scaling method in the equilibrium Monte Carlo(MC) simulations and the finite-time scaling method in the nonequilibrium-relaxation simulations are compromised. MC time data of various physical quantities are scaled by the MC…
We study the site-diluted Ising model in two dimensions with Monte Carlo simulations. Using finite-size scaling techniques we compute the critical exponents observing deviations from the pure Ising ones. The differences can be explained as…
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…
We present a systematic and comprehensive study of finite-size effects in diffusion quantum Monte Carlo calculations of metals. Several previously introduced schemes for correcting finite-size errors are compared for accuracy and efficiency…