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We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…
In this work, we explore some interesting details of the time-dependent regime of the long-range systems under mean-field approximation in comparison with the critical dynamics of the short-range systems. First, we discuss some mechanisms…
We have investigated the time-dependent regime of a two-dimensional metamagnetic model at its tricritical point via Monte Carlo simulations. First of all, we obtained the temperature and magnetic field corresponding to the tricritical point…
In this paper we consider a fractional stochastic volatility model, that is a model in which the volatility may exhibit a long-range dependent or a rough/antipersistent behavior. We propose a dynamic sequential Monte Carlo methodology that…
We propose a modified voter model with locally conserved magnetization and investigate its phase ordering dynamics in two dimensions in numerical simulations. Imposing a local constraint on the dynamics has the surprising effect of speeding…
Recent interests in dynamic decision modeling have led to the development of several representation and inference methods. These methods however, have limited application under time critical conditions where a trade-off between model…
We study the nonequilibrium phase transition in the one-dimensional contact process with quenched spatial disorder by means of large-scale Monte-Carlo simulations for times up to $10^9$ and system sizes up to $10^7$ sites. In agreement with…
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…
We propose sequential Monte Carlo (SMC) methods for sampling the posterior distribution of state-space models under highly informative observation regimes, a situation in which standard SMC methods can perform poorly. A special case is…
We perform numerical simulations to study static and dynamic critical behaviour of the 3d random-site Ising model. A distinct feature of our approach is a combination of the Metropolis, Swendsen-Wang, and Wolff Monte Carlo algorithms. For…
Recently the scaling result $z=d$ for the dynamic critical exponent at the Bose glass to superfluid quantum phase transition has been questioned both on theoretical and numerical grounds. This motivates a careful evaluation of the critical…
We present numerical investigations of the short-time dynamics at criticality in the 1D Potts model with power-law decaying interactions of the form 1/r^{1+sigma}. The scaling properties of the magnetization, autocorrelation function and…
The formation of large social groups having uniform opinions influenced by mass media is currently an important topic in the social sciences. In this work, we explore and extend an off-lattice, two-dimensional Potts model (Eur. Phys. J. B…
Generalized method of moments estimators based on higher-order moment conditions derived from independent shocks can be used to identify and estimate the simultaneous interaction in structural vector autoregressions. This study highlights…
Multilevel Splitting methods, also called Sequential Monte-Carlo or \emph{Subset Simulation}, are widely used methods for estimating extreme probabilities of the form $P[S(\mathbf{U}) > q]$ where $S$ is a deterministic real-valued function…
Large-scale Monte Carlo simulations, together with scaling, are used to obtain the critical behavior of the Hastings long-range model and two corresponding models based on small-world networks. These models have combined short- and…
The process of pattern formation in the two dimensional Swift-Hohenberg equation is examined through numerical and analytic methods. Dynamic scaling relationships are developed for the collective ordering of convective rolls in the limit of…
The critical dynamics of superconductors is studied using renormalization group and duality arguments. We show that in extreme type II superconductors the dynamic critical exponent is given exactly by $z=3/2$. This result does not rely on…
We study the numerical solution of nonlinear partially observed optimal stopping problems. The system state is taken to be a multi-dimensional diffusion and drives the drift of the observation process, which is another multi-dimensional…
Understanding the real time dynamics of quantum systems without quasiparticles constitutes an important yet challenging problem. We study the superfluid-insulator quantum-critical point of bosons on a two-dimensional lattice, a system whose…