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We investigate both ensemble and time-averaged mean-squared displacements of particles in a polydisperse granular system in a homogeneous cooling state. The system contains an arbitrary number of species of different sizes and masses. The…

Soft Condensed Matter · Physics 2024-09-20 Anna S. Bodrova , Alexander I. Osinsky

We investigate the stationary state of Symmetric and Totally Asymmetric Simple Exclusion Processes with local resetting, on a one-dimensional lattice with periodic boundary conditions, using mean-field approximations, which appear to be…

Statistical Mechanics · Physics 2021-05-17 A. Pelizzola , M. Pretti , M. Zamparo

Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…

Computational Finance · Quantitative Finance 2016-05-09 Louis Paulot

We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…

Probability · Mathematics 2015-09-29 Konstantinos Spiliopoulos

Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and statistical physics. Efficient numerical `cloning'…

Probability · Mathematics 2021-07-21 Letizia Angeli , Stefan Grosskinsky , Adam M. Johansen

The process of protein synthesis in biological systems resembles a one dimensional driven lattice gas in which the particles (ribosomes) have spatial extent, covering more than one lattice site. Realistic, nonuniform gene sequences lead to…

Statistical Mechanics · Physics 2009-11-10 Leah B. Shaw , James P. Sethna , Kelvin H. Lee

Lattice growth models where uncorrelated random deposition competes with some aggregation dynamics that generates correlations are studied with rates of the correlated component decreasing as a power law. These models have anomalous…

Statistical Mechanics · Physics 2013-02-05 Fabio D. A. Aarao Reis

In particle-based algorithms, the effect of binary collisions is commonly described in a statistical way, using Monte Carlo techniques. It is shown that, in the relativistic regime, stringent constraints should be considered on the sampling…

Plasma Physics · Physics 2009-11-13 F. Peano , M. Marti , L. O. Silva , G. Coppa

A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…

Adaptation and Self-Organizing Systems · Physics 2009-11-07 A. Bandrivskyy , S. Beri , D. G. Luchinsky , R. Mannella , P. V. E. McClintock

We use kinetic Monte Carlo simulations to investigate current fluctuations in boundary driven generalized exclusion processes, in different dimensions. Simulation results are in full agreement with predictions based on the additivity…

Statistical Mechanics · Physics 2015-06-01 T. Becker , K. Nelissen , B. Cleuren

The effect of a moving defect particle for the one-dimensional partially asymmetric simple exclusion process on a ring is considered. The current of the ordinary particles, the speed of the defect particle and the density profile of the…

Statistical Mechanics · Physics 2007-05-23 Tomohiro Sasamoto

We reconsider the model of the randomly pinned planar flux array (or the two-dimensional XY-model with random fields and no vortices) in extensive Monte Carlo simulations. We show that contrary to what has been reported recently [Phys.\…

Condensed Matter · Physics 2009-10-28 Heiko Rieger

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

Methodology · Statistics 2022-08-26 Paul B. Rohrbach , Robert L. Jack

We provide a both qualitative and quantitative comparison among different approaches aimed to solve the problem of non-linear diffusive acceleration of particles at shocks. In particular, we show that state-of-the-art models (numerical,…

High Energy Astrophysical Phenomena · Physics 2015-03-17 D. Caprioli , Hyesung Kang , A. Vladimirov , T. W. Jones

The misanthrope process is a class of stochastic interacting particle systems, generalizing the simple exclusion process. It allows each site of the lattice to accommodate more than one particle. We consider a special case of the one…

Cellular Automata and Lattice Gases · Physics 2016-07-29 Chikashi Arita , Chihiro Matsui

We present a numerical study of a two-lane version of the stochastic non-equilibrium model known as the totally asymmetric simple exclusion process. For such a system with open boundaries, and suitably chosen values of externally-imposed…

Statistical Mechanics · Physics 2019-07-31 S. L. A. de Queiroz , R. B. Stinchcombe

The temporal evolution of equilibrium fluctuations for surface steps of monoatomic height is analyzed studying one-dimensional solid-on-solid models. Using Monte Carlo simulations, fluctuations due to periphery-diffusion (PD) as well as due…

Statistical Mechanics · Physics 2014-07-31 Walter Selke

Recent computational investigations in polymeric and non-polymeric binary mixtures have reported anomalous relaxation features when both components exhibit very different mobilities. Anomalous relaxation is characterized by sublinear power…

Soft Condensed Matter · Physics 2015-06-25 Angel J. Moreno , Juan Colmenero

This work is devoted to the development of a novel theoretical approach, named hybrid approach, to handle a localized bottleneck in a symmetrically coupled two-channel totally asymmetric simple exclusion process with Langmuir kinetics. The…

Computational Physics · Physics 2016-02-17 Isha Dhiman , Arvind Kumar Gupta

If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…

Materials Science · Physics 2009-11-13 V. I. Tokar , H. Dreyssé