Related papers: Autocorrelations in the totally asymmetric simple …
We study the dynamic critical behavior of a Swendsen-Wang-type algorithm for the Ashkin--Teller model. We find that the Li--Sokal bound on the autocorrelation time ($\tau_{{\rm int},{\cal E}} \ge {\rm const} \times C_H$) holds along the…
We study the dynamic critical behavior of a Swendsen--Wang--type algorithm for the Ashkin--Teller model. We find that the Li--Sokal bound on the autocorrelation time ($\tau_{{\rm int},{\cal E}} \ge {\rm const} \times C_H$) holds along the…
As a simple model for single-file diffusion of hard core particles we investigate the one-dimensional symmetric exclusion process. We consider an open semi-infinite system where one end is coupled to an external reservoir of constant…
We have investigated decorrelation of samples in Quantum Monte Carlo (QMC) ground-state energy calculations for large Li and H$_{2}$O nanoclusters. Binning data as a way of eliminating statistical correlations, as is the common practice, is…
In a semi-infinite geometry, a 1D, M-component model of biological evolution realizes microscopically an inhomogeneous branching process for $M \to \infty$. This implies in particular a size distribution exponent $\tau'=7/4$ for avalanches…
We use time-resolved dynamic light scattering to investigate the slow dynamics of a colloidal gel. The final decay of the average intensity autocorrelation function is well described by $g\_2(q,\tau)-1 \sim…
In commonly used Monte Carlo algorithms for lattice gauge theories the integrated autocorrelation time of the topological charge is known to be exponentially-growing as the continuum limit is approached. This…
The hybrid Monte Carlo (HMC) algorithm is a ubiquitous method in computational physics with applications ranging from condensed matter to lattice QCD and beyond. However, HMC simulations often suffer from long autocorrelation times,…
We study the dynamic critical behavior of two algorithms: the Swendsen-Wang algorithm for the two-dimensional Potts model with q=2,3,4 and a Swendsen-Wang-type algorithm for the two-dimensional symmetric Ashkin-Teller model on the self-dual…
Many natural phenomena exhibit a stochastic nature that one attempts at modeling by using stochastic processes of different types. In this context, often one is interested in investigating the memory properties of the natural phenomenon at…
In fully developed turbulence, the velocity field possesses long-range correlations, denoted by a scaling power spectrum or structure functions. Here we consider the autocorrelation function of velocity increment $ {\Delta u_{\ell}(t)}$ at…
On the basis of the dynamical interpretation of Monte Carlo simulations, we discuss the relation of the equilibrium relaxation time, the susceptibility and the statistical error. We introduce a new quantity called {\it the statistical…
We study the phases of the Nagel-Schreckenberg traffic model with open boundary conditions as a function of the randomization probability p > 0 and the maximum velocity ${v}_{max} > 1$. Due to the existence of "buffer sites" which enhance…
Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random…
We numerically investigate the long-time behavior of the density-density auto-correlation function in driven lattice gases with particle exclusion and periodic boundary conditions in one, two, and three dimensions using precise Monte Carlo…
We are interested in investigating the statistical properties of extreme values for strongly correlated variables. The starting motivation is to understand how the strong-correlation properties of power-law distributed processes affect the…
We study the dynamic critical behavior of the multi-grid Monte Carlo (MGMC) algorithm with piecewise-constant interpolation and a W-cycle, applied to the one-dimensional $O(4)$-symmetric nonlinear $\sigma$-model [= $SU(2)$ principal chiral…
We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…
The basic model of the non-equilibrium low dimensional physics the so-called totally asymmetric exclusion process is related to the 'crystalline limit' ($q\to\infty$) of the $SU_q(2)$ quantum algebra. Using the quantum inverse scattering…
Investigating million-atom systems for very long simulation times, we demonstrate that the collective density-density correlation time ($\tau_{\alpha}$) in simulated supercooled water and silica becomes wavevector independent ($q^0$) when…