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We independently develop a simulation code following the previous dynamical Monte Carlo simulation of the diffusive shock acceleration under the isotropic scattering law during the scattering process, and the same results are obtained.…

Earth and Planetary Astrophysics · Physics 2015-05-20 Xin Wang , Yihua Yan

The first passage time (FPT) problem is ubiquitous in many applications. In finance, we often have to deal with stochastic processes with jump-diffusion, so that the FTP problem is reducible to a stochastic differential equation with…

Computational Engineering, Finance, and Science · Computer Science 2025-10-20 Di Zhang , Roderick V. N. Melnik

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…

Astrophysics of Galaxies · Physics 2014-12-04 Eugene Vasiliev

We present a novel approach to investigate the long-time stochastic dynamics of multi-dimensional classical systems, in contact with a heat-bath. When the potential energy landscape is rugged, the kinetics displays a decoupling of short and…

Soft Condensed Matter · Physics 2013-05-29 O. Corradini , P. Faccioli , H. Orland

Calculations of the binding energy of the transition metal oxide molecules TiO and MnO are presented, using a recently developed phaseless auxiliary field quantum Monte Carlo approach. This method maps the interacting many-body problem onto…

Strongly Correlated Electrons · Physics 2007-05-23 W. A. Al-Saidi , Henry Krakauer , Shiwei Zhang

For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that…

Applications · Statistics 2022-09-28 Rene Carmona , Xinshuo Yang

The so-called phaseless quantum Monte-Carlo method currently offers one of the best performing theoretical framework to investigate interacting Fermi systems. It allows to extract an approximate ground-state wavefunction by averaging…

Strongly Correlated Electrons · Physics 2017-03-31 Olivier Juillet , Alexandre Leprévost , Jérémy Bonnard , Raymond Frésard

We present a formalism of the transition matrix Monte Carlo method. A stochastic matrix in the space of energy can be estimated from Monte Carlo simulation. This matrix is used to compute the density of states, as well as to construct…

Statistical Mechanics · Physics 2011-12-30 Jian-Sheng Wang , Robert H. Swendsen

We discuss Monte Carlo dynamics based on <N(sigma, Delta E)>_E, the (microcanonical) average number of potential moves which increase the energy by Delta E in a single spin flip. The microcanonical average can be sampled using Monte Carlo…

Statistical Mechanics · Physics 2009-10-31 Jian-Sheng Wang , Lik Wee Lee

Droplet nucleation and evaporation are ubiquitous in nature and many technological applications, such as phase-change cooling and boiling heat transfer. So far, the description of these phenomena at the molecular scale has posed challenges…

Fluid Dynamics · Physics 2023-11-28 Panagiotis E. Theodorakis , Y. Wang , A. Chen , B. Liu

Piecewise-deterministic Markov processes combine continuous in time dynamics with jump events, the rates of which generally depend on the continuous variables and thus are not constants. This leads to a problem in a Monte-Carlo simulation…

Computational Physics · Physics 2025-01-14 Arkady Pikovsky

A common way to simulate the transport and spread of pollutants in the atmosphere is via stochastic Lagrangian dispersion models. Mathematically, these models describe turbulent transport processes with stochastic differential equations…

In this work, we introduce a simple modification of the Monte Carlo algorithm, which we call step Monte Carlo (sMC). The sMC approach allows to simulate processes far from equilibrium and obtain information about the dynamic properties of…

Other Condensed Matter · Physics 2023-12-15 Dariusz Sztenkiel

Time scales associated with activated transitions between glassy metastable states of a free energy functional appropriate for a dense hard sphere system are calculated by using a new Monte Carlo method for the local density variables. We…

Condensed Matter · Physics 2009-10-28 Chandan Dasgupta , Oriol T. Valls

Monte-Carlo methods for zero energy quantum scattering are developed. Starting from path integral representations for scattering observables, we present results of numerical calculations for potential scattering and scattering off a…

Nuclear Theory · Physics 2009-10-28 Stefan Lenz , Hubertus Mall

We investigate by means of Monte Carlo simulations the dynamic phase transition of the two-dimensional kinetic Blume-Capel model under a periodically oscillating magnetic field in the presence of a quenched random crystal-field coupling. We…

Statistical Mechanics · Physics 2021-08-10 Alexandros Vasilopoulos , Zeynep Demir Vatansever , Erol Vatansever , Nikolaos G. Fytas

For the purpose of Monte Carlo scenario generation, we propose a graphical model for the joint distribution of wind power and electricity demand in a given region. To conform with the practice in the electric power industry, we assume that…

Methodology · Statistics 2021-11-30 René Carmona , Xinshuo Yang

We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

Certain point defects in solids can efficiently be used as qubits for applications in quantum technology. They have spin states that are initializable, readable, robust, and can be manipulated optically. New theoretical methods are needed…

Computational Physics · Physics 2023-09-20 Kristoffer Simula , Ilja Makkonen

We study the dynamical behavior of disordered many-particle systems with long-range Coulomb interactions by means of damage-spreading simulations. In this type of Monte-Carlo simulations one investigates the time evolution of the damage,…

Statistical Mechanics · Physics 2009-10-28 Torsten Wappler , Michael Schreiber , Thomas Vojta