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We use improved Monte-Carlo algorithms to study the antiferromagnetic 2D-Ising model with competing interactions $J_1$ on nearest neighbour and $J_2$ on next-nearest neighbour bonds. The finite-temperature phase diagram is divided by a…
We calculate the critical temperature of the Ising model on a set of graphs representing a concatenated three-bit error-correction code. The graphs are derived from the stabilizer formalism used in quantum error correction. The stabilizer…
We study the problem of identifying the set of \emph{active} variables, termed in the literature as \emph{variable selection} or \emph{multiple hypothesis testing}, depending on the pursued criteria. For a general \emph{robust setting} of…
When underlying probability density functions of nonlinear dynamic systems are unknown, the filtering problem is known to be a challenging problem. This paper attempts to make progress on this problem by proposing a new class of filtering…
The temperature developed in bondwires of integrated circuits (ICs) is a possible source of malfunction, and has to be taken into account during the design phase of an IC. Due to manufacturing tolerances, a bondwire's geometrical…
This paper describes an isobaric semi-grand canonical ensemble Monte Carlo scheme for the accurate study of phase behaviour in ternary fluid mixtures under the experimentally relevant conditions of prescribed pressure, temperature and…
We use an auxiliary-field Monte Carlo (AFMC) method to calculate thermodynamic properties (spin susceptibility and heat capacity) of ultra-small metallic grains in the presence of pairing correlations. This method allows us to study the…
This work introduces two Monte Carlo (MC)-based sampling methods, known as line sampling and subset simulation, to improve the performance of standard MC analyses in the context of asteroid impact risk assessment. Both techniques sample the…
We investigate the dynamic structure factor of a system of Bose particles at zero temperature using quantum Monte Carlo methods. Interactions are modeled using a hard-sphere potential of size $a$ and simulations are performed for values of…
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…
The diffusion quantum Monte Carlo method is extended to solve the old theoretical physics problem of many-electron atoms and ions in intense magnetic fields. The feature of our approach is the use of adiabatic approximation wave functions…
When hydrocarbon reservoirs are used as a CO2 storage facility, an accurate uncertainty analysis and risk assessment is essential. An integration of information from geological knowledge, geological modelling, well log data, and geophysical…
This discussion serves as an introduction to the use of Monte Carlo simulations as a useful way to evaluate the observables of a ferromagnet. Key background is given about the relevance and effectiveness of this stochastic approach and in…
We study cluster perturbation theory [Phys. Rev. Lett. \textbf{84}, 522 (2000)] when auxiliary field quantum Monte Carlo method is used for solving the cluster hamiltonian. As a case study, we calculate the spectral functions of the Hubbard…
A Monte Carlo filter, based on the idea of averaging over characteristics and fashioned after a particle-based time-discretized approximation to the Kushner-Stratonovich (KS) nonlinear filtering equation, is proposed. A key aspect of the…
The von Neumann equation with delta self-interaction kernel serves as a statistical model for nonlinear waves, and it exhibits a bifurcation between stable and unstable regimes. In oceanography it is known as the Alber equation, and its…
We propose a new and easy-to-use method for identifying cointegrated components of nonstationary time series, consisting of an eigenanalysis for a certain non-negative definite matrix. Our setting is model-free, and we allow the…
Dramatically increasing data volumes are forcing astronomers to adopt automated methods for the identification and classification of astronomical objects. Although deep-learning models are often well-suited to this task, obtaining a measure…
We present the numerical results for low temperature behavior of the transverse-field Ising model on a frustrated checkerboard lattice, with focus on the effect of both quantum and thermal fluctuations. Applying the recently-developed…
Continuous-time random disturbances from the renewable generation pose a significant impact on power system dynamic behavior. In evaluating this impact, the disturbances must be considered as continuous-time random processes instead of…