Related papers: Cross-correlations in scaling analyses of phase tr…
In Quasi-Monte Carlo integration, the integration error is believed to be generally smaller than in classical Monte Carlo with the same number of integration points. Using an appropriate definition of an ensemble of quasi-randompoint sets,…
Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale…
We discuss the problem of defining an estimate for the error in quasi-Monte Carlo integration. The key issue is the definition of an ensemble of quasi-random point sets that, on the one hand, includes a sufficiency of equivalent point sets,…
It is well known that conventional simulation algorithms are inefficient for the statistical description of macroscopic systems exactly at the critical point due to the divergence of the corresponding relaxation time (critical slowing…
We analyse the dependence of stock return cross-correlations on the sampling frequency of the data known as the Epps effect: For high resolution data the cross-correlations are significantly smaller than their asymptotic value as observed…
In the last years there has been remarkable progress in the comparison of experimental data on the shape of event-by-event distributions of conserved quantities and lattice thermodynamic predictions based on the grand canonical ensemble. In…
The fluctuations and correlations of matrix elements of cross sections are investigated in open systems that are chaotic in the classical limit. The form of the correlation functions is discussed within a statistical analysis and tested in…
We study the thermodynamic curvature, $R$, around the chiral phase transition at finite temperature and chemical potential, within the quark-meson model augmented with meson fluctuations. We study the effect of the fluctuations, pions and…
Multilevel Splitting is a Sequential Monte Carlo method to simulate realisations of a rare event as well as to estimate its probability. This article is concerned with the convergence and the fluctuation analysis of Adaptive Multilevel…
We study the influence of thermal fluctuations in the phase diagram of a recently introduced two-dimensional phase field crystal model with an external pinning potential. The model provides a continuum description of pinned lattice systems…
We have studied the phase transition of the contact process near a multiple junction of $M$ semi-infinite chains by Monte Carlo simulations. As opposed to the continuous transitions of the translationally invariant ($M=2$) and semi-infinite…
We study the thermodynamics of ultrasmall metallic grains with the mean level spacing comparable or larger than the pairing correlation energy in the whole range of temperatures. A complete picture of the thermodynamics in such systems is…
Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…
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…
Coarse timesteppers provide a bridge between microscopic / stochastic system descriptions and macroscopic tasks such as coarse stability/bifurcation computations. Exploiting this computational enabling technology, we present a framework for…
We study the two-point correlation function in the model of branched polymers and its relation to the critical behaviour of the model. We show that the correlation function has a universal scaling form in the generic phase with the only…
We explore the critical properties of the recently discovered finite-time dynamical phase transition in the non-equilibrium relaxation of Ising magnets after a temperature quench. The transition is characterized by a sudden switch in the…
We introduce and implement an importance-sampling Monte Carlo algorithm to study systems of globally-coupled oscillators. Our computational method efficiently obtains estimates of the tails of the distribution of various measures of…
Monte Carlo criticality simulations are widely used in nuclear safety demonstrations, as they offer an arbitrarily precise estimation of global and local tallies while making very few assumptions. However, since the inception of such…
A generalization to the quantum case of a recently introduced algorithm (Y. Tomita and Y. Okabe, Phys. Rev. Lett. {\bf 86}, 572 (2001)) for the determination of the critical temperature of classical spin models is proposed. We describe a…