Related papers: One-dimensional Monte Carlo dynamics at zero tempe…
In this paper we consider a stochastic process that may experience random reset events which bring suddenly the system to the starting value and analyze the relevant statistical magnitudes. We focus our attention on monotonous…
We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…
The unconstrained ensemble describes completely open systems whose control parameters are chemical potential, pressure, and temperature. For macroscopic systems with short-range interactions, thermodynamics prevents the simultaneous use of…
We prove results for random walks in dynamic random environments which do not require the strong uniform mixing assumptions present in the literature. We focus on the "environment seen from the walker"-process and in particular its…
In this paper we introduce a simple Monte Carlo method for simulating the dynamics of a crowd. Within our model a collection of hard-disk agents is subjected to a series of two-stage steps, implying (i) the displacement of one specific…
Monte Carlo simulations are based on the manipulation of random numbers to evaluate probable outcomes, with applicability in a variety of different fields. By assigning probabilities, which can be determined a priori, to various events, it…
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…
A $\theta$ term, which couples to topological charge, is added to the two-dimensional lattice CP^3 model and U(1) gauge theory. Monte Carlo simulations are performed and compared to strong-coupling character expansions. In certain…
We present a stepwise adaptive-timestep version of the Quantum Jump (Monte Carlo wave-function) algorithm. Our method has proved to remain robust even for problems where the integrating implementation of the Quantum Jump method is…
We introduce a quantum Monte Carlo method to simulate the reversible dynamics of correlated many-body systems. Our method is based on the Laplace transform of the time-evolution operator which, as opposed to most quantum Monte Carlo…
Exploiting the coherent medium approximation, random walk among sites distributed randomly in space is investigated when the jump rate depends on the distance between two adjacent sites. In one dimension, it is shown that when the jump rate…
Recent progress in numerical study of the short-time critical dynamics is briefly reviewed.
Here, a dynamical Monte-Carlo (DMC) method is used to study temperature-dependent dynamical magnetization of famous Mn2Ni system as typical example of single-chain magnets with strong magnetic anisotropy. Simulated magnetization curves are…
We study an induced dynamics in the space of energy of single-spin-flip Monte Carlo algorithm. The method gives an efficient reweighting technique. This dynamics is shown to have relaxation times proportional to the specific heat. Thus, it…
We describe a Monte Carlo procedure for the simulation of dynamically triangulate random surfaces with a boundary (topology of a disk). The algorithm keeps the total number of triangles fixed, while the length of the boundary is allowed to…
We study the evolution of a random walker on a conservative dynamic random environment composed of independent particles performing simple symmetric random walks, generalizing results of [16] to higher dimensions and more general transition…
We theoretically study the creep of vortex matter in superconductors. The low temperatures experimental phenomenology, previously interpreted in terms of ``quantum tunnelling'' of vortices, is reproduced by Monte Carlo simulations of a…
We show several results on convergence of the Monte Carlo method applied to consistent approximations of the isentropic Euler system of gas dynamics with uncertain initial data. Our method is based on combination of several new concepts. We…
Neutron oscillation into mirror neutron, a sterile state exactly degenerate in mass with the neutron, could be a very rapid process, even faster than the neutron decay itself. It can be observed by comparing the neutron lose rates in an…
The non-equilibrium dynamics of the three-dimensional Edwards-Anderson spin-glass model with different bond distributions is investigated by means of Monte Carlo simulation. A numerical method is used to determine the critical temperature…