Related papers: Subdiffusive discrete time random walks via Monte …
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
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…
We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…
In the paper we deal with linear fractional control problems with constant delays in the state. Single-order systems with fractional derivative in Caputo sense of orders between 0 and 1 are considered. The aim is to introduce a new…
We present a numerical procedure of solving the subdiffusion equation with Caputo fractional time derivative. On the basis of few examples we show that the subdiffusion is a 'long time memory' process and the short memory principle should…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
We present dielectric spectroscopy data obtained for gallium-doped Cd$_{0.99}$Mn$_{0.01}$Te:Ga mixed crystals which exhibit a very special case of the two-power-law relaxation pattern with the high-frequency power-law exponent equal to 1.…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
Many physical phenomena occur on domains that grow in time. When the timescales of the phenomena and domain growth are comparable, models must include the dynamics of the domain. A widespread intrinsically slow transport process is…
Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…
Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matter. In complex condensed-phase systems, however, it is difficult to design Monte Carlo moves with high acceptance probabilities that also…
A novel approach called Moate Simulation is presented to provide an accurate numerical evolution of probability distribution functions represented on grids arising from stochastic differential processes where initial conditions are…
We introduce a model of self-repelling random walks where the short-range interaction between two elements of the chain decreases as a power of the difference in proper time. Analytic results on the exponent $\nu$ are obtained. They are in…
We implement a discretization of the one-dimensional branching Brownian motion in the form of a Monte Carlo event generator, designed to efficiently produce ensembles of realizations in which the rightmost lead particle at the final time…
Here we study the dynamics of many-body quantum systems using time dependent quantum Monte Carlo method where the evolution is described by ensembles of particles and guide waves. The exponential-time scaling inherent to the quantum…
Commonly, normal diffusive behavior is characterized by a linear dependence of the second central moment on time, $< x^2(t) >\propto t$, while anomalous behavior is expected to show a different time dependence, $ < x^2(t) > \propto…
Recently, in the paper: T. Koszto{\l}owicz and A. Dutkiewicz, Phys. Rev. E \textbf{104}, 014118 (2021) the $g$--subdiffusion equation with fractional Caputo time derivative with respect to another function $g$ has been considered. This…
The main goal in this paper is to study asymptotic behaviour in $L^p(\mathbb{R}^N)$ for the solutions of the fractional version of the discrete in time $N$-dimensional diffusion equation, which involves the Caputo fractional $h$-difference…
We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…
We investigate the extension of the multilevel Monte Carlo path simulation method to jump-diffusion SDEs. We consider models with finite rate activity, using a jump-adapted discretisation in which the jump times are computed and added to…