Related papers: Anomalous coarsening in disordered exclusion proce…
Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…
A two-lane exclusion process is studied where particles move in the two lanes in opposite directions and are able to change lanes. The focus is on the steady state behavior in situations where a positive current is constrained to an…
In this paper we consider Bayesian parameter inference associated to a class of partially observed stochastic differential equations (SDE) driven by jump processes. Such type of models can be routinely found in applications, of which we…
Random non-commutative geometries are introduced by integrating over the space of Dirac operators that form a spectral triple with a fixed algebra and Hilbert space. The cases with the simplest types of Clifford algebra are investigated…
We report a study of nonequilibrium relaxation in a two-dimensional random field Ising model at a nonzero temperature. We attempt to observe the coarsening from a different perspective with a particular focus on three dynamical quantities…
Kinetic equations model distributions of particles in position-velocity phase space. Often, one is interested in studying the long-time behavior of particles in high-collisional regimes in which an approximate (advection)-diffusion model…
An asymmetric exclusion model on an open chain with random rates for hopping particles, where overtaking is also possible, is studied numerically and by computer simulation. The phase structure of the model and the density profiles near the…
We introduce a model of granular matter and use a stress ensemble to analyze shearing. Monte Carlo simulation shows the model to exhibit a second order phase transition, associated with the onset of dilatancy.
In this paper we investigate the approximation properties of the coarse-graining procedure applied to kinetic Monte Carlo simulations of lattice stochastic dynamics. We provide both analytical and numerical evidence that the hierarchy of…
We show that repulsive random variables can yield Monte Carlo methods with faster convergence rates than the typical $N^{-1/2}$, where $N$ is the number of integrand evaluations. More precisely, we propose stochastic numerical quadratures…
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…
Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…
We analyze the critical properties of the three-dimensional Ising model with linear parallel extended defects. Such a form of disorder produces two distinct correlation lengths, a parallel correlation length $\xi_\parallel$ in the direction…
It has been recently discovered that some random processes may satisfy limit theorems even though they exhibit intermittency, namely an unusual growth of moments. In this paper we provide a deeper understanding of these intricate limiting…
The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…
We introduce driven exclusion processes with internal states that serve as generic transport models in various contexts, ranging from molecular or vehicular traffic on parallel lanes to spintronics. The ensuing non-equilibrium steady states…
Discrepancies play an important role in the study of uniformity properties of point sets. Their probability distributions are a help in the analysis of the efficiency of the Quasi Monte Carlo method of numerical integration, which uses…
We discuss relaxation and aging processes in the one- and two-dimensional $ABC$ models. In these driven diffusive systems of three particle types, biased exchanges in one direction yield a coarsening process characterized in the long time…
We consider an one-dimensional conservation law with random space-time forcing and calculate using large deviations the exponentially small probabilities of anomalous shock profile displacements. Under suitable hypotheses on the spatial…