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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

A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…

Computational Physics · Physics 2020-02-05 Alexander A. Kunitsa , So Hirata

Current-driven vortex wall dynamics is studied by means of a two-dimensional analytical model and micromagnetic simulation. By constructing a trial function for the vortex wall in the magnetic wire, we analytically solve for domain wall…

Materials Science · Physics 2009-11-11 Jiexuan He , Zhanjie Li , Shufeng Zhang

We developed a Monte Carlo simulation method to calculate incoherent Thomson scattering spectra in high temperature plasmas. The basic idea is to treat the entire scattering process as the superposition of individual photon-electron…

Plasma Physics · Physics 2026-01-13 Kentaro Sakai , Kentaro Tomita , Takeo Hoshi , Ryo Yasuhara

This paper investigates wall boundary condition schemes for the simulation of turbulent flows using the Lattice Boltzmann method (LBM) coupled to turbulence models with wall functions. The analysis focuses on two schemes: a regularized…

Fluid Dynamics · Physics 2025-09-03 Jorge Ponsin , Carlos Lozano

This study is concerned with the simulation of a complex fluid flow problem involving flow past a wedge mounted on a wall for channel Reynolds numbers $Re_c=1560$, $6621$ and $6873$ in uniform and accelerated flow medium. The transient…

Fluid Dynamics · Physics 2022-11-29 Jiten C Kalita , Pankaj Kumar

In this article we consider importance sampling (IS) and sequential Monte Carlo (SMC) methods in the context of 1-dimensional random walks with absorbing barriers. In particular, we develop a very precise variance analysis for several IS…

Computation · Statistics 2016-11-11 Pierre Del Moral , Ajay Jasra

Hard-sphere fluids confined between parallel plates a distance $D$ apart are studied for a wide range of packing fractions, including also the onset of crystallization, applying Monte Carlo simulation techniques and density functional…

Statistical Mechanics · Physics 2011-10-10 Debabrata Deb , Alexander Winkler , Mohammad Hossein Yamani , Martin Oettel , Peter Virnau , Kurt Binder

Recent advances in steady-state analysis of power systems have introduced the equivalent split-circuit approach and corresponding continuation methods that can reliably find the correct physical solution of large-scale power system…

Systems and Control · Computer Science 2018-04-24 Martin R. Wagner , Amritanshu Pandey , Marko Jereminov , Larry Pileggi

We elaborate on the methodology to simulate bulk systems in the absence of time-reversal symmetry by the phase-fixed path-integral Monte Carlo method under (possibly twisted) periodic boundary conditions. Such systems include…

Statistical Mechanics · Physics 2018-03-07 Tamás Haidekker Galambos , Csaba Toke

An earlier four-loop calculation of the fluctuation pressure of a fluid membrane between two infinite walls is extended to five loops. Variational perturbation theory is used to extract the hard-wall limit from perturbative results obtained…

Statistical Mechanics · Physics 2007-05-23 Boris Kastening

We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…

Statistical Mechanics · Physics 2009-10-31 N. B. Wilding , A. D. Bruce

Proximal gamma-ray spectroscopy recently emerged as a promising technique for non-stop monitoring of soil water content with possible applications in the field of precision farming. The potentialities of the method are investigated by means…

We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…

Numerical Analysis · Mathematics 2012-04-06 Jan Baldeaux , Eckhard Platen

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…

Numerical Analysis · Mathematics 2019-10-31 Jose Antonio Carrillo , Mattia Zanella

This manuscript describes an adjoint/reverse Monte Carlo method to calculate the flux of charged plasma particles to the wall of e.g. a tokamak. Two applications are described: a fusion product activation probe and a neutral beam injection…

Plasma Physics · Physics 2015-04-03 Simppa Äkäslompolo

We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…

Soft Condensed Matter · Physics 2009-11-10 Joerg Rottler , A. C. Maggs

We investigate a mechanism to manipulate wall-bounded flows whereby wave-like undulations of the wall topography drives the creation of bespoke longitudinal vortices. A resonant interaction between the ambient vorticity of the undisturbed…

Fluid Dynamics · Physics 2020-08-10 Andreas H. Akselsen , Simen Å. Ellingsen

We experimentally assess the capabilities of an active, open-loop technique for drag reduction in turbulent wall flows recently introduced by Quadrio et al. [J. Fluid Mech., v.627, 161, (2009)]. The technique consists in generating…

Fluid Dynamics · Physics 2015-05-19 Franco Auteri , Arturo Baron , Marco Belan , Gabriele Campanardi , Maurizio Quadrio

The two-dimensional flows around a cylinder between two parallel walls at Re=40 and Re=100 are simulated with computational fluid dynamics (CFD). The governing equations are Navier-Stokes equations. They are discretized with finite volume…

Fluid Dynamics · Physics 2019-02-13 Hua-Shu Dou , An-Qing Ben