Related papers: Anomalous coarsening in disordered exclusion proce…
Multitime correlation functions provide useful probes for the ensembles of trajectories underlying the stochastic dynamics of complex systems. These can be obtained by measuring their optical response to sequences of ultrashort optical…
We compute the average shape of trajectories of some one--dimensional stochastic processes x(t) in the (t,x) plane during an excursion, i.e. between two successive returns to a reference value, finding that it obeys a scaling form. For…
Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…
Snapshots of colloidal particles moving on disordered two-dimensional substrates can be used to extract equal-time many-body correlations in their positions. To understand the systematics of these correlations, we perform Monte Carlo…
Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…
We argue that one can associate a pseudo-time with sequences of configurations generated in the course of classical Monte Carlo simulations for a single-minimum bound state, if the sampling is optimal. Hereby the sampling rates can be,…
Phase separation plays a central role in the emergence of novel functionalities of correlated electron materials. The structure of the mixed-phase states depends strongly on the nonequilibrium phase-separation dynamics, which has so far yet…
With the guidance offered by nonequilibrium statistical thermodynamics, simulation techniques are elevated from brute-force computer experiments to systematic tools for extracting complete, redundancy-free and consistent coarse grained…
The transfer matrix and matrix multiplication ansatz, when applied to nonequilibrium steady states in asymmetric exclusion processed and traffic models, has given many exact results for phase diagrams, bulk densities and fluxes, as well as…
The inference procedure for the mean of a stationary time series is usually quite different under various model assumptions because the partial sum process behaves differently depending on whether the time series is short or long-range…
The spatial coverage produced by a single discrete-time random walk, with asymmetric jump probability $p\neq 1/2$ and non-uniform steps, moving on an infinite one-dimensional lattice is investigated. Analytical calculations are complemented…
We present a Monte Carlo method for computing the renormalized coupling constants and the critical exponents within renormalization theory. The scheme, which derives from a variational principle, overcomes critical slowing down, by means of…
We propose to compute physical properties by Monte Carlo calculations using conditional expectation values. The latter are obtained on top of the usual Monte Carlo sampling by partitioning the physical space in several subspaces or…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
Quantum mechanics for many-body systems may be reduced to the evaluation of integrals in 3N dimensions using Monte-Carlo, providing the Quantum Monte Carlo ab initio methods. Here we limit ourselves to expectation values for trial…
We study the effect of quenched spatial disorder on the current-carrying steady states of the totally asymmetric simple exclusion process with spatially disordered jump rates. The exact analytical expressions for the steady-state weights,…
The performance of a number of different measures of nonlinearity in a time series is compared numerically. Their power to distinguish noisy chaotic data from linear stochastic surrogates is determined by Monte Carlo simulation for a number…
The stochastic dynamics of colloidal particles with surface activity--in the form of catalytic reaction or particle release--and self-phoretic effects is studied analytically. Three different time scales corresponding to inertial effects,…
In the first part of this paper we study approximations of trajectories of Piecewise Deter-ministic Processes (PDP) when the flow is not explicit by the thinning method. We also establish a strong error estimate for PDPs as well as a weak…
The stochastic simulation algorithm (SSA) and the corresponding Monte Carlo (MC) method are among the most common approaches for studying stochastic processes. They rely on knowledge of interevent probability density functions (PDFs) and on…