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An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…

Computation · Statistics 2021-09-17 Naoki Awaya , Yasuhiro Omori

Quantum Monte Carlo simulations are powerful and versatile tools for the quantum many-body problem. In addition to the usual calculations of energies and eigenstate observables, quantum Monte Carlo simulations can in principle be used to…

Nuclear Theory · Physics 2023-12-29 Avik Sarkar , Dean Lee , Ulf-G. Meißner

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…

Physics and Society · Physics 2015-05-19 Francesco Piazza

Using Brownian vibrators, where single particles can undergo Brownian motion under vibration, we experimentally investigated self-organized structures and dynamics of quasi-two-dimensional (quasi-2d) granular materials with volume fractions…

Soft Condensed Matter · Physics 2023-01-18 Yangrui Chen , Jie Zhang

The chemical master equation is a powerful theoretical tool for analysing the kinetics of complex multi-well potential energy surfaces in a wide range of different domains of chemical kinetics spanning combustion, atmospheric chemistry, gas…

Chemical Physics · Physics 2018-11-27 Robin J Shannon , David R Glowacki

The standard kinetic Monte Carlo algorithm is an extremely efficient method to carry out serial simulations of dynamical processes such as thin-film growth. However, in some cases it is necessary to study systems over extended time and…

Materials Science · Physics 2007-05-23 Yunsic Shim , Jacques G. Amar

We develop an asynchronous event-driven First-Passage Kinetic Monte Carlo (FPKMC) algorithm for continuous time and space systems involving multiple diffusing and reacting species of spherical particles in two and three dimensions. The…

Materials Science · Physics 2015-05-13 A. Donev , V. V. Bulatov , T. Oppelstrup , G. H. Gilmer , B. Sadigh , M. H. Kalos

For the description of thermally activated dynamics in systems of classical magnetic moments numerical methods are desirable. We consider a simple model for isolated magnetic particles in a uniform field with an oblique angle to the easy…

Statistical Mechanics · Physics 2009-10-31 U. Nowak , R. W. Chantrell , E. C. Kennedy

We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michel G. Gauthier , Gary W. Slater

We introduce and compare three different Monte Carlo determinantal algorithms that allow one to compute dynamical quantities, such as the self-energy, of fermionic systems in their thermodynamic limit. We show that the most efficient…

Strongly Correlated Electrons · Physics 2018-02-14 Alice Moutenet , Wei Wu , Michel Ferrero

Active matter systems - such as a collection of active colloidal particles - operate far from equilibrium with complex inter-particle interactions that govern their collective dynamics. Predicting the collective dynamics of such systems may…

Soft Condensed Matter · Physics 2024-08-06 Arvin Gopal Subramaniam , Manoj Kumar , Shashi Thutupalli , Rajesh Singh

The kinetic Monte Carlo method is a standard approach for simulating physical systems whose dynamics are stochastic or that evolve in a probabilistic manner. Here we show how to calculate the system time for such simulations.

Computational Physics · Physics 2008-01-14 Clinton DeW. Van Siclen

We derive equations of motion for the mean-squared displacement (MSD) of an active Brownian particle (ABP) in a crowded environment modeled by a dense system of passive Brownian particles, and of a passive tracer particle in a dense…

Soft Condensed Matter · Physics 2021-07-27 Julian Reichert , Thomas Voigtmann

Systems comprised of self-steering active Brownian particles are studied via simulations for a minimal cognitive flocking model. The dynamics of the active Brownian particles is extended by an orientational response with limited…

Soft Condensed Matter · Physics 2024-06-04 Rajendra Singh Negi , Roland G. Winkler , Gerhard Gompper

We present two diagrammatic Monte Carlo methods for quantum systems coupled with harmonic baths, whose dynamics are described by integro-differential equations. The first approach can be considered as a reformulation of Dyson series, and…

Quantum Physics · Physics 2023-12-15 Zhenning Cai , Geshuo Wang , Siyao Yang

A Monte Carlo simulation of chemotactic bacteria is developed on the basis of the kinetic model and is applied to a one-dimensional traveling population wave in a microchannel. In this simulation, the Monte Carlo method, which calculates…

Biological Physics · Physics 2017-01-10 Shugo Yasuda

Inspired by previous works on epidemic-like processes in open quantum systems, we derive an elementary quantum epidemic model that is simple enough to be studied via Quantum Jump Monte Carlo simulations at reasonably large system sizes. We…

Statistical Mechanics · Physics 2025-12-30 Alexander Sturges , Hugo Smith , Matteo Marcuzzi

Numerical algorithms are proposed for simulating the Brownian dynamics of charged particles in an external magnetic field, taking into account the Brownian motion of charged particles, damping effect and the effect of magnetic field…

Computational Physics · Physics 2009-05-21 L. J. Hou , Z. L. Mišković , A. Piel , P. K. Shukla

Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…

Computation · Statistics 2017-10-11 Roland Lamberti , Yohan Petetin , François Desbouvries , François Septier

Kinetic descriptions of runaway electrons (RE) are usually based on Fokker-Planck models that determine the probability distribution function (PDF) of RE in 2-dimensional momentum space. Despite of the simplification involved, the…

Plasma Physics · Physics 2017-09-13 Guannan Zhang , Diego del-Castillo-Negrete