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In many biological systems, motile agents exhibit random motion with short-term directional persistence, together with crowding effects arising from spatial exclusion. We formulate and study a class of lattice-based models for multiple…

Biological Physics · Physics 2019-11-06 Stephen Zhang , Aaron Chong , Barry D. Hughes

With large-scale Monte Carlo simulations, we investigate the nonsteady relaxation at the dynamic depinning transition in the two-dimensional Gaussian random-field Ising model. The dynamic scaling behavior is carefully analyzed, and the…

Statistical Mechanics · Physics 2023-06-21 Xiaohui Qian , Gaotian Yu , Nengji Zhou

Random sequential adsorption of binary mixtures of extended objects on a two-dimensional triangular lattice is studied numerically by means of Monte Carlo simulations. The depositing objects are formed by self-avoiding random walks on the…

Statistical Mechanics · Physics 2009-11-13 I. Lončarević , Lj. Budinski-Petković , S. B. Vrhovac

The one-dimensional contact process with weak to intermediate quenched disorder in its transmission rates is investigated via quasi-stationary Monte Carlo simulation. We address the contested questions of both the nature of dynamical…

Statistical Mechanics · Physics 2008-09-03 S V Fallert , S N Taraskin

We investigate the coarsening dynamics in the two-dimensional Hamiltonian XY model on a square lattice, beginning with a random state with a specified potential energy and zero kinetic energy. Coarsening of the system proceeds via an…

Statistical Mechanics · Physics 2007-05-23 Kyo-Joon Koo , Woon-Bo Baek , Bongsoo Kim , Sung Jong Lee

In this paper, we present the results of Monte Carlo simulations for two popular techniques of long-range correlations detection - classical and modified rescaled range analyses. A focus is put on an effect of different distributional…

Statistical Finance · Quantitative Finance 2012-05-24 Ladislav Kristoufek

Exclusion processes became paradigmatic models of nonequilibrium interacting particle systems of wide range applicability both across the natural and the applied, social and technological sciences. Usually they are defined as a…

Statistical Mechanics · Physics 2018-06-26 J. Ricardo G. Mendonça

We consider a system consisting of a planar random walk on a square lattice, submitted to stochastic elementary local deformations. Depending on the deformation transition rates, and specifically on a parameter $\eta$ which breaks the…

Statistical Mechanics · Physics 2015-06-24 Guy Fayolle , Cyril Furtlehner

Linearizing the Heisenberg equations of motion around the ground state of an interacting quantum many-body system, one gets a time-evolution generator in the positive cone of a real symplectic Lie algebra. The presence of disorder in the…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 T. Lueck , H. -J. Sommers , M. R. Zirnbauer

The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…

Statistical Mechanics · Physics 2008-05-16 J. Szavits-Nossan , K. Uzelac

In molecular simulations, efficient methods for investigating equilibration and slow relaxation in dense systems are crucial yet challenging. This study focuses on the diffusional characteristics of monodisperse hard disk systems at…

Soft Condensed Matter · Physics 2024-10-21 Daigo Mugita , Masaharu Isobe

A sampling procedure for the transition matrix Monte Carlo method is introduced that generates the density of states function over a wide parameter range with minimal coding effort.

Statistical Mechanics · Physics 2016-03-23 David Yevick

We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…

Statistical Mechanics · Physics 2007-05-23 Paolo Grigolini , Luigi Palatella , Giacomo Raffaelli

We investigate the effects of layered quenched disorder on the behavior of planar magnets, superfluids, and superconductors by performing large-scale Monte-Carlo simulations of a three-dimensional randomly layered XY model. Our data provide…

Disordered Systems and Neural Networks · Physics 2012-12-04 Fawaz Hrahsheh , Thomas Vojta

The structure of a polystyrene matrix filled with tightly cross-linked polystyrene nanoparticles, forming an athermal nanocomposite system, is investigated by means of a Monte Carlo sampling formalism. The polymer chains are represented as…

Soft Condensed Matter · Physics 2014-01-17 Georgios G. Vogiatzis , Evangelos Voyiatzis , Doros N. Theodorou

Recently, different numerical studies of coarsening in disordered systems have shown the existence of a crossover from an initial, transient, power-law domain growth to a slower, presumably logarithmic, growth. However, due to the very slow…

Statistical Mechanics · Physics 2013-04-01 Nasrin Afzal , Michel Pleimling

The problem of sampling according to the probability distribution minimizing a given free energy, using interacting particles unadjusted kinetic Langevin Monte Carlo, is addressed. In this setting, three sources of error arise, related to…

Probability · Mathematics 2024-12-05 Pierre Monmarché , Katharina Schuh

Time series data are often corrupted by outliers or other kinds of anomalies. Identifying the anomalous points can be a goal on its own (anomaly detection), or a means to improving performance of other time series tasks (e.g. forecasting).…

Machine Learning · Computer Science 2021-12-30 François-Xavier Aubet , Daniel Zügner , Jan Gasthaus

We define a new variant of exclusion processes in discrete time that has jump probabilities that depend on the last jump performed. In a particular limit for the jump probabilities and in suitable scaling limits for space and time, we…

Statistical Mechanics · Physics 2021-04-01 Bryan Debin , Etienne Granet

We show that the occurrence of chaotic diffusion in a typical class of time-delayed systems with linear instantaneous and nonlinear delayed term can be well described by an anti-persistent random walk. We numerically investigate the…

Statistical Mechanics · Physics 2022-07-13 Tony Albers , David Müller-Bender , Günter Radons