Related papers: Efficient method of finding scaling exponents from…
Monte-Carlo simulations are routinely used for estimating the scaling exponents of complex systems. However, due to finite-size effects, determining the exponent values is often difficult and not reliable. Here we present a novel technique…
We calculate the scaling exponents of the two-dimensional correlated percolation cluster's hull and unscreened perimeter. Correlations are introduced through an underlying correlated random potential, which is used to define the state of…
The computational cost of a Monte Carlo algorithm can only be meaningfully discussed when taking into account the magnitude of the resulting statistical error. Aiming for a fixed error per particle, we study the scaling behavior of the…
A typical problem with Monte Carlo simulations in statistical physics is that they do not allow for a direct calculation of the free energy. For systems at criticality, this means that one cannot calculate the central charge in a Monte…
We demonstrate a scaling method for non-Markovian Monte Carlo wave-function simulations used to study open quantum systems weakly coupled to their environments. We derive a scaling equation, from which the result for the expectation values…
In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…
In this paper we propose a new approach to estimation of the tail exponent in financial stock markets. We begin the study with the finite sample behavior of the Hill estimator under {\alpha}-stable distributions. Using large Monte Carlo…
A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…
Using single cluster flip Monte Carlo simulations we accurately determine new finite size scaling functions which are expressed only in terms the variable $x = \xi_L / L$, where $\xi_L$ is the correlation length in a finite system of size…
The scaling exponent and scaling function for the 1D single species coagulation model $(A+A\rightarrow A)$ are shown to be universal, i.e. they are not influenced by the value of the coagulation rate. They are independent of the initial…
Using the concept of finite-size scaling, Monte Carlo calculations of various models have become a very useful tool for the study of critical phenomena, with the system linear dimension as a variable. As an example, several recent studies…
We present a new approach to determine numerically the statistical behavior of small-scale structures in hydrodynamic turbulence. Starting from the functional integral representation of the random-force-driven Burgers equation we show that…
The finite-size scaling method in the equilibrium Monte Carlo(MC) simulations and the finite-time scaling method in the nonequilibrium-relaxation simulations are compromised. MC time data of various physical quantities are scaled by the MC…
We propose a number of Monte Carlo algorithms for the simulation of ice models and compare their efficiency. One of them, a cluster algorithm for the equivalent three colour model, appears to have a dynamic exponent close to zero, making it…
Recent Monte Carlo simulations of the critical point of the restricted primitive model for ionic solutions are reported. Only the continuum version of the model is considered. A finite size scaling analysis based in the Bruce-Wilding…
Monte Carlo integration is a commonly used technique to compute intractable integrals and is typically thought to perform poorly for very high-dimensional integrals. To show that this is not always the case, we examine Monte Carlo…
We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. In some cases, like in the…
We use a large cell Monte Carlo Renormalization procedure, to compute the critical exponents of a system of growing linear polymers. We simulate the growth of non-intersecting chains in large MC cells. Dense regions where chains get in each…
Based on the scaling relation for the dynamics at the early time, a new method is proposed to measure both the static and dynamic critical exponents. The method is applied to the two dimensional Ising model. The results are in good…
Based on the central limit theorem, we discuss the problem of evaluation of the statistical error of Monte Carlo calculations using a time discretized diffusion process. We present a robust and practical method to determine the effective…