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We use extensive Monte Carlo transfer matrix calculations on infinite strips of widths $L$ up to 30 lattice spacing and a finite-size scaling analysis to obtain critical exponents and conformal anomaly number $c$ for the two-dimensional…

Condensed Matter · Physics 2009-10-28 M. P. Nightingale , E. Granato , J. M. Kosterlitz

We review the local Monte Carlo dynamics and Swendsen-Wang cluster algorithm. We introduce and analyze a new Monte Carlo dynamics known as transitional Monte Carlo. The transitional Monte Carlo algorithm samples energy probability…

Statistical Mechanics · Physics 2007-05-23 Jian-Sheng Wang

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…

Strongly Correlated Electrons · Physics 2009-11-07 F. Alet , E. Sorensen

Adaptive Monte Carlo methods are recent variance reduction techniques. In this work, we propose a mathematical setting which greatly relaxes the assumptions needed by for the adaptive importance sampling techniques presented by Vazquez-Abad…

Computational Finance · Quantitative Finance 2011-04-28 Bernard Lapeyre , Jérôme Lelong

The relation between critical exponents, characterizing a continuous phase transition, and the fractal structure of physical lines, proliferating at the critical point, is established by considering the two-dimensional O($N$) spin model for…

Statistical Mechanics · Physics 2007-05-23 Wolfhard Janke , Adriaan M. J. Schakel

A select collection of pseudorandom number generators is applied to a Monte Carlo study of the two dimensional square site percolation model. A generator suitable for high precision calculations is identified from an application specific…

Disordered Systems and Neural Networks · Physics 2009-11-13 Michael J. Lee

Dynamical triangulations of four-dimensional Euclidean quantum gravity give rise to an interesting, numerically accessible model of quantum gravity. We give a simple introduction to the model and discuss two particularly important issues.…

High Energy Physics - Lattice · Physics 2008-11-26 B. Bruegmann , E. Marinari

Monte Carlo methods are widely used for approximating complicated, multidimensional integrals for Bayesian inference. Population Monte Carlo (PMC) is an important class of Monte Carlo methods, which utilizes a population of proposals to…

Methodology · Statistics 2022-08-30 Chaofan Huang , V. Roshan Joseph , Simon Mak

Accurate knowledge of the response of the detection system is very crucial for unambiguous interpretation of the experimental data. A simulation code has been developed using the Monte Carlo technique involving 3-body kinematics for the…

Instrumentation and Detectors · Physics 2019-01-14 S. K. Pandit , K. Mahata , A. Shrivastava , V. V. Parkar , K. Ramachandran

Random non-commutative geometries are introduced by integrating over the space of Dirac operators that form a spectral triple with a fixed algebra and Hilbert space. The cases with the simplest types of Clifford algebra are investigated…

General Relativity and Quantum Cosmology · Physics 2016-06-22 John W. Barrett , Lisa Glaser

In this paper we study statistical methods of parameters estimation of the site percolation model. Advantages of the proposed method is demonstrated for the computing of the confidence interval of mass fractal dimension of a percolation…

Statistical Mechanics · Physics 2011-09-20 P. V. Moskalev , K. V. Grebennikov , V. V. Shitov

A wide variety of methods have been used to compute percolation thresholds. In lattice percolation, the most powerful of these methods consists of microcanonical simulations using the union-find algorithm to efficiently determine the…

Statistical Mechanics · Physics 2012-12-11 Stephan Mertens , Cristopher Moore

We consider the fractal dimensions d_k of the k-connected part of percolation clusters in two dimensions, generalizing the cluster (k=1) and backbone (k=2) dimensions. The codimensions X_k = 2-d_k describe the asymptotic decay of the…

Statistical Mechanics · Physics 2007-05-23 Jesper Lykke Jacobsen , Paul Zinn-Justin

Motivated mainly by applications to partial differential equations with random coefficients, we introduce a new class of Monte Carlo estimators, called Toeplitz Monte Carlo (TMC) estimator for approximating the integral of a multivariate…

Numerical Analysis · Mathematics 2021-01-14 Josef Dick , Takashi Goda , Hiroya Murata

This is the first of two papers on the critical behaviour of bond percolation models in high dimensions. In this paper, we obtain strong joint control of the critical exponents eta and delta, for the nearest-neighbour model in very high…

Mathematical Physics · Physics 2007-05-23 Takashi Hara , Gordon Slade

The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…

Statistics Theory · Mathematics 2017-07-14 Betina Berghaus , Axel Bücher

We present a Monte Carlo study of the bond and site directed (oriented) percolation models in $(d+1)$ dimensions on simple-cubic and body-centered-cubic lattices, with $2 \leq d \leq 7$. A dimensionless ratio is defined, and an analysis of…

Statistical Mechanics · Physics 2013-10-11 Junfeng Wang , Zongzheng Zhou , Qingquan Liu , Timothy M. Garoni , Youjin Deng

A two parameter percolation model with nucleation and growth of finite clusters is developed taking the initial seed concentration \rho and a growth parameter g as two tunable parameters. Percolation transition is determined by the final…

Statistical Mechanics · Physics 2016-11-30 Bappaditya Roy , S. B. Santra

The probability distributions of the masses of the clusters spanning from top to bottom of a percolating lattice at the percolation threshold are obtained in all dimensions from two to five. The first two cumulants and the exponents for the…

Statistical Mechanics · Physics 2015-06-25 Parongama Sen

Based on the recently developed resummation-based quantum Monte Carlo method for the SU($N$) spin and loop-gas models, we develop a new algorithm, dubbed ResumEE, to compute the entanglement entropy (EE) with greatly enhanced efficiency.…

Strongly Correlated Electrons · Physics 2024-09-20 Menghan Song , Ting-Tung Wang , Zi Yang Meng