Related papers: Single-cluster dynamics for the random-cluster mod…
An off-lattice Monte Carlo algorithm for solutions of equilibrium polymers (EP) is proposed. At low and moderate densities this is shown to reproduce faithfully the (static) properties found recently for flexible linear EP using a lattice…
In this communication, the convergence of the 1/t and Wang - Landau algorithms in the calculation of multidimensional numerical integrals is analyzed. Both simulation methods are applied to a wide variety of integrals without restrictions…
In this paper we study the critical behaviour of the fully-connected p-colours Potts model at the dynamical transition. In the framework of Mode Coupling Theory (MCT), the time autocorrelation function displays a two step relaxation, with…
The Motsch-Tadmor (MT) model is a variant of the Cucker-Smale model with a normalized communication weight function. The normalization poses technical challenges in analyzing the collective behavior due to the absence of conservation of…
We use Monte Carlo techniques to simulate an organized prediction competition between a group of a scientific experts acting under the influence of a ``self-governing'' prediction reward algorithm. Our aim is to illustrate the advantages of…
Parameter estimation for discretely observed Markov processes is a challenging problem. However, simulation of Markov processes is straightforward using the Gillespie algorithm. We exploit this ease of simulation to develop an effective…
On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…
We present explicit methods for simulating diffusions whose generator is self-adjoint with respect to a known (but possibly not normalizable) density. These methods exploit this property and combine an optimized Runge-Kutta algorithm with a…
The two-dimensional spin-1 Baxter-Wu model is studied by using Monte Carlo simulations. The standard single-spin-flip Metropolis algorithm is used to generate the configurations from which the order parameter, specific heat and magnetic…
Sequential Monte Carlo (SMC) methods are a class of techniques to sample approximately from any sequence of probability distributions using a combination of importance sampling and resampling steps. This paper is concerned with the…
Sequential Monte Carlo algorithms (also known as particle filters) are popular methods to approximate filtering (and related) distributions of state-space models. However, they converge at the slow $1/\sqrt{N}$ rate, which may be an issue…
In online clustering problems, there is often a large amount of uncertainty over possible cluster assignments that cannot be resolved until more data are observed. This difficulty is compounded when clusters follow complex distributions, as…
We present a detailed description of the idea and procedure for the newly proposed Monte Carlo algorithm of tuning the critical point automatically, which is called the probability-changing cluster (PCC) algorithm [Y. Tomita and Y. Okabe,…
The random-cluster model is a dependent percolation model that has applications in the study of Ising and Potts models. In this paper, several new results are obtained for the random-cluster model on nonamenable graphs with cluster…
An extended polymer collapses to form a globule when subjected to a quench below the collapse transition temperature. The process begins with the formation of clusters of monomers or ``pearls''. The nascent clusters merge, resulting in…
We investigate a one-dimensional three-species dynamical model whose dynamics naturally generate the semi-directed percolation cluster in time and show a non-equilibrium absorbing state phase transition from an active to inactive state. The…
We describe an efficient numerical method for simulating the dynamics of interacting spin ensembles in the presence of dephasing and decay. The method builds on the discrete truncated Wigner approximation for isolated systems, which…
The critical behaviour of a bond-disordered Ashkin-Teller model on a square lattice is investigated by intensive Monte-Carlo simulations. A duality transformation is used to locate a critical plane of the disordered model. This critical…
We report measurements of the critical exponents of the classical three-dimensional Heisenberg model on simple cubic lattices of size $L^3$ with $L$ = 12, 16, 20, 24, 32, 40, and 48. The data was obtained from a few long single-cluster…
We report large systematic errors in Monte Carlo simulations of the tricritical Blume-Capel model using single spin Metropolis updating. The error, manifest as a $20\%$ asymmetry in the magnetisation distribution, is traced to the interplay…