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This paper presents an algorithm for Monte Carlo fixed-lag smoothing in state-space models defined by a diffusion process observed through noisy discrete-time measurements. Based on a particles approximation of the filtering and smoothing…

Applications · Statistics 2015-06-17 Anne Cuzol , Etienne Mémin

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…

Other Condensed Matter · Physics 2014-03-05 Fernando A. Reboredo , Jeongnim Kim

Monte Carlo simulations are widely employed to measure the physical properties of glass-forming liquids in thermal equilibrium. Combined with local Monte Carlo moves, the Metropolis algorithm can also be used to simulate the relaxation…

Statistical Mechanics · Physics 2024-09-23 Ludovic Berthier , Federico Ghimenti Frédéric van Wijland

Solvent-free coarse grained models represent one of the most promising approaches for molecular simulations of mesoscopically large membranes. In these models, the size of the simulated membrane is limited by the slow relaxation time of…

Soft Condensed Matter · Physics 2009-11-13 Oded Farago

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

The "gravitational million-body problem," to model the dynamical evolution of a self-gravitating, collisional N-body system with ~10^6 particles over many relaxation times, remains a major challenge in computational astrophysics.…

Instrumentation and Methods for Astrophysics · Physics 2018-12-07 Carl L. Rodriguez , Bharath Pattabiraman , Sourav Chatterjee , Alok Choudhary , Wei-keng Liao , Meagan Morscher , Frederic A. Rasio

We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…

Statistical Mechanics · Physics 2016-07-20 Alejandro Mendoza-Coto , Rogelio Díaz-Méndez , Guido Pupillo

The rotational evolution of a young stellar population can give informations about the rotation pattern of more evolved clusters. Combined with rotational period values of thousands of young stars and theoretical propositions about the…

Solar and Stellar Astrophysics · Physics 2021-11-18 Maria Jaqueline Vasconcelos , Jérôme Bouvier , Florian Gallet , Edson A. Luz Filho

We study the dynamical evolution of globular clusters using our 2D Monte Carlo code with the inclusion of primordial binary interactions for equal-mass stars. We use approximate analytical cross sections for energy generation from…

Astrophysics · Physics 2009-11-07 J. M. Fregeau , M. A. Gurkan , K. J. Joshi , F. A. Rasio

Pixel-space full spectrum fitting exploiting non-linear $\chi^2$ minimization became a \emph{de facto} standard way of deriving internal kinematics from absorption line spectra of galaxies and star clusters. However, reliable estimation of…

Instrumentation and Methods for Astrophysics · Physics 2020-04-29 Igor V. Chilingarian , Kirill A. Grishin

I review the evolution of binary supermassive black holes and focus on the stellar-dynamical mechanisms that may help to overcome the final-parsec problem - the possible stalling of the binary at a separation much larger than is required…

Astrophysics of Galaxies · Physics 2017-04-24 Eugene Vasiliev

We introduce a new prescription for the evolution of globular clusters (GCs) during the initial embedded gas phase into a Monte Carlo method. With a simplified version of the Monte Carlo MOCCA code embedded in the AMUSE framework, we study…

Astrophysics of Galaxies · Physics 2022-06-29 A. Leveque , M. Giersz , S. Banerjee , E. Vesperini , J. Hong , S. Portegies Zwart

The formation and chemical evolution of the Milky Way Galaxy is numerically simulated by developing a Monte Carlo approach to predict the elemental abundance gradients and other galactic features using the revised solar abundance. The…

Astrophysics of Galaxies · Physics 2018-10-10 Sandeep Sahijpal , Tejpreet Kaur

In this paper we provide a detailed description of the inchworm Monte Carlo formalism for the exact study of real-time non-adiabatic dynamics. This method optimally recycles Monte Carlo information from earlier times to greatly suppress the…

Chemical Physics · Physics 2017-02-10 Hsing-Ta Chen , Guy Cohen , David R. Reichman

In a previous paper we introduced a new method for simulating collisional gravitational $N$-body systems with linear time scaling on $N$, based on the Multi-Particle Collision (MPC) approach. This allows us to simulate globular clusters…

Astrophysics of Galaxies · Physics 2022-03-04 Pierfrancesco Di Cintio , Mario Pasquato , Alicia Simon-Petit , Suk-Jin Yoon

On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…

Other Condensed Matter · Physics 2011-07-19 Massimo Ostilli , Carlo Presilla

Evolution of self-gravitating rotating dense stellar systems (e.g. globular clusters, galactic nuclei) with embedded black holes is investigated. The interaction between the black hole and stellar component in differential rotating…

Astrophysics · Physics 2010-02-04 J. Fiestas , R. Spurzem

Dust growth is a crucial step in planet formation, and the efficiency of this process is controlled by the physical and chemical properties of the dust grains. Monte Carlo-based methods are commonly used to follow the collisional evolution…

Earth and Planetary Astrophysics · Physics 2026-04-29 Nerea Gurrutxaga , Vignesh Vaikundaraman , Joanna Drazkowska

We describe a simple computer package which illustrates a method of combining stellar dynamics with stellar evolution. Though the method is intended for elaborate applications (especially the dynamical evolution of rich star clusters) it is…

Astrophysics · Physics 2009-11-11 Douglas C. Heggie , Simon Portegies Zwart , Jarrod Hurley

We simulate the sintering of particle aggregates due to surface diffusion. As a method we use Kinetic Monte-Carlo simulations in which elasticity can explicitly be taken into account. Therefore it is possible to investigate the shape…

Statistical Mechanics · Physics 2007-05-23 F. Westerhoff , R. Zinetullin , D. E. Wolf