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In simulations of crystals, unlike liquids or gases, it may happen that the properties of the studied system depend not only on the volume of the simulation cell but also on its shape. For such cases it is desirable to change the shape of…
We determine how MRI-turbulent stresses depend on gas pressure via a suite of unstratified shearing box simulations. Earlier numerical work reported only a very weak dependence at best, results that call into question the canonical…
We describe and analyze some Monte Carlo methods for manifolds in Euclidean space defined by equality and inequality constraints. First, we give an MCMC sampler for probability distributions defined by un-normalized densities on such…
First of all, this paper presents some improvements of DSMC method in the form of new schemes and approaches, that, for a wide class of problems, increase performance and reduce the demands on computer resources. The most important…
We have carried out molecular dynamics simulations of the crystallization of hard spheres modelling colloidal systems that are studied in conventional and space-based experiments. We use microscopic probes to investigate the effects of…
We introduce an ambidextrous view of stochastic dynamical systems, comparing their forward-time and reverse-time representations and then integrating them into a single time-symmetric representation. The perspective is useful theoretically,…
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…
The reliability of a complex industrial system can rarely be assessed analytically. As system failure is often a rare event, crude Monte-Carlo methods are prohibitively expensive from a computational point of view. In order to reduce…
To minimise systematic errors in Monte Carlo simulations of charged particles, long range electrostatic interactions have to be calculated accurately and efficiently. Standard approaches, such as Ewald summation or the naive application of…
Simulation plays a central role in scientific discovery. In many applications, the bottleneck is no longer running a simulator; it is choosing among large families of plausible simulators, each corresponding to different forward…
Packing problems have been a source of fascination for millenia and their study has produced a rich literature that spans numerous disciplines. Investigations of hard-particle packing models have provided basic insights into the structure…
We perform Monte Carlo simulation of the thermodynamic and structural properties of Hard-, Square-Well, and Square-Shoulder Disks in narrow channels. For the thermodynamics we study the internal energy per particle and the longitudinal and…
Detailed models of galactic disk formation and evolution require knowledge about the initial conditions under which disk galaxies form, the boundary conditions that affect their secular evolution and the micro-physical processes that drive…
Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…
Hyperbolic cross approximation is a special type of multivariate approximation. Recently, driven by applications in engineering, biology, medicine and other areas of science new challenging problems have appeared. The common feature of…
A key challenge in complex design problems that permeate science and engineering is the need to balance design objectives for specific design elements or subsystems with global system objectives. Global objectives give rise to competing…
The fluid-structure interaction between a thin circular disk and its turbulent wake is investigated experimentally and described with a low-order stochastic model. The disk faces a uniform flow at Reynolds number Re=133 000 and can rotate…
Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…
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…
We present a novel technique to incorporate precision calculations from quantum chromodynamics into fully differential particle-level Monte-Carlo simulations. By minimizing an information-theoretic quantity subject to constraints, our…