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Related papers: On the length of one-dimensional reactive paths

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Since its formulation in the late 1940s, the Feynman-Kac formula has proven to be an effective tool for both theoretical reformulations and practical simulations of differential equations. The link it establishes between such equations and…

Probability · Mathematics 2014-01-17 Stefan Pauli , Robert Gantner , Peter Arbenz , Andreas Adelmann

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…

Statistical Mechanics · Physics 2015-01-13 Benedict Leimkuhler , Charles Matthews , Gabriel Stoltz

We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…

Statistical Mechanics · Physics 2019-03-12 Gorka Muñoz-Gil , Miguel Angel García-March , Carlo Manzo , Alessio Celi , Maciej Lewenstein

We present a numerical method and computer code to calculate the radiative transfer and excitation of molecular lines. Formulating the Monte Carlo method from the viewpoint of cells rather than photons allows us to separate local and…

Astrophysics · Physics 2007-05-23 Michiel R. Hogerheijde , Floris F. S. van der Tak

Thermally activated escape of an over-damped particle from a metastable well under the action of a time-ramped force is studied. We express the mean first passage time (MFPT) as the solution to a partial differential equation, which we…

Statistical Mechanics · Physics 2009-10-31 Julian Shillcock , Udo Seifert

An abstract network approach is proposed for the description of the dynamics in reactive processes. The phase space of the variables (concentrations in reactive systems) is partitioned into a finite number of segments, which constitute the…

Statistical Mechanics · Physics 2015-06-17 A. Provata , E. Panagakou

We investigate transport effects in in situ studies of defined model catalysts using a multi-scale modeling approach integrating first-principles kinetic Monte Carlo simulations into a fluid dynamical treatment. We specifically address two…

Materials Science · Physics 2013-07-25 Sebastian Matera , Karsten Reuter

We analyze the line radiative transfer in protoplanetary disks using several approximate methods and a well-tested Accelerated Monte Carlo code. A low-mass flaring disk model with uniform as well as stratified molecular abundances is…

Astrophysics · Physics 2009-11-13 Ya. Pavlyuchenkov , D. Semenov , Th. Henning , St. Guilloteau , V. Pietu , R. Launhardt , A. Dutrey

The presence of temporal correlations in random movement trajectories is a widespread phenomenon across biological, chemical and physical systems. The ubiquity of persistent and anti-persistent motion in many natural and synthetic systems…

Statistical Mechanics · Physics 2024-07-03 Daniel Marris , Luca Giuggioli

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…

Other Condensed Matter · Physics 2014-03-05 Fernando A. Reboredo , Jeongnim Kim

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

Computational Finance · Quantitative Finance 2014-10-07 Denis Belomestny , Tigran Nagapetyan

The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…

Statistical Mechanics · Physics 2015-05-13 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

Active matter has been intensely studied for its wealth of intriguing properties such as collective motion, motility-induced phase separation (MIPS), and giant fluctuations away from criticality. However, the precise connection of active…

Statistical Mechanics · Physics 2019-04-17 Juliane U. Klamser , Sebastian C. Kapfer , Werner Krauth

The traditional complex network approach considers only the shortest paths from one node to another, not taking into account several other possible paths. This limitation is significant, for example, in urban mobility studies. In this short…

Discrete Mathematics · Computer Science 2022-10-10 Leonardo B. L. Santos , Luiz Max Carvalho , Giovanni G. Soares , Leonardo N. Ferreira , Igor M. Sokolov

In stochastic processes with absorbing states, the quasi-stationary distribution provides valuable insights into the long-term behaviour prior to absorption. In this work, we revisit two well-established numerical methods for its…

Statistical Mechanics · Physics 2026-04-01 Sara Oliver-Bonafoux , Javier Aguilar , Tobias Galla , Raúl Toral

We consider diffusion-like paths that are explored by a particle moving via a conservative force while being in thermal equilibrium with its surroundings. To probe rare transitions, we use the Onsager-Machlup (OM) functional as a path…

Statistical Mechanics · Physics 2016-01-01 Patrick Malsom , Frank Pinski

Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…

Numerical Analysis · Mathematics 2018-02-23 Augustin Chevallier , Stefan Engblom

Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…

Computational Physics · Physics 2026-02-16 Michael Kim , Wei Cai

In the framework of SOS models, the dynamics of isolated and pairs of surface steps of monoatomic height is studied, for step--edge diffusion and for evaporation kinetics, using Monte Carlo techniques. In particular, various interesting…

Statistical Mechanics · Physics 2009-10-31 F. Szalma , W. Selke , S. Fischer