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Monte-Carlo simulation of physical processes is an important tool for detector development as it allows to predict signal pulse amplitude and timing, time resolution, efficiency ... Yet despite the fact they are very common, full…

Instrumentation and Detectors · Physics 2016-07-27 Vincent Français

We extend the recently-developed explicit, energy-conserving particle-in-cell (PIC) scheme of [1] to the relativistic Vlasov-Maxwell system. As in the non-relativistic case, the method is built on an optimization problem that is…

Plasma Physics · Physics 2026-05-19 Lee Ricketson , Jingwei Hu

Recently popularized randomized methods for principal component analysis (PCA) efficiently and reliably produce nearly optimal accuracy --- even on parallel processors --- unlike the classical (deterministic) alternatives. We adapt one of…

Computation · Statistics 2011-12-23 Nathan Halko , Per-Gunnar Martinsson , Yoel Shkolnisky , Mark Tygert

This paper studies sufficient conditions for deriving the kappa distribution in polytropic plasmas by an improved method compared with the previous work [R. Guo, Phys. Plasmas \textbf{27}, 122104 (2020)]. We find that the polytropic…

Plasma Physics · Physics 2024-09-05 Ran Guo

In this paper we develop an encounter-based model of a run-and-tumble particle (RTP) confined to a finite interval $[0,L]$ with partially absorbing, sticky boundaries at both ends. We assume that the particle switches between two constant…

Statistical Mechanics · Physics 2023-05-10 Paul C. Bressloff

We investigate the properties of a sequential Monte Carlo method where the particle weight that appears in the algorithm is estimated by a positive, unbiased estimator. We present broadly-applicable convergence results, including a central…

Methodology · Statistics 2022-08-26 Paul B. Rohrbach , Robert L. Jack

The mutual derivation between arbitrary distribution forms of momenta and momentum components of particles produced in an isotropic emission source are systematically studied in terms of probability theory and mathematical statistics. The…

Nuclear Theory · Physics 2019-07-23 Pei-Pin Yang , Qi Wang , Fu-Hu Liu

Increasing shares of fluctuating renewable energy sources induce higher and higher power flow variability at the transmission level. The question arises as to what extent existing networks can absorb additional fluctuating power injection…

Systems and Control · Computer Science 2014-11-18 Markus Schläpfer , Pierluigi Mancarella

A computational procedure is developed for determining the conversion probability for reaction-diffusion systems in which a first-order catalytic reaction is performed over active particles. We apply this general method to systems on metric…

Soft Condensed Matter · Physics 2020-03-19 Renato Feres , Matthew Wallace , Ari Stern , Gregory Yablonsky

We present an efficient Monte Carlo method to simulate reaction-diffusion processes with spatially varying particle annihilation or transformation rates as it occurs for instance in the context of motor-driven intracellular transport. Like…

Statistical Mechanics · Physics 2013-05-20 Karsten Schwarz , Heiko Rieger

We consider the problem of sampling a high dimensional multimodal target probability measure. We assume that a good proposal kernel to move only a subset of the degrees of freedoms (also known as collective variables) is known a priori.…

Statistical Mechanics · Physics 2025-02-07 Christoph Schönle , Marylou Gabrié , Tony Lelièvre , Gabriel Stoltz

We present a new Monte Carlo scheme for the efficient simulation of multi-polymer systems. The method permits chains to be inserted into the system using a biased growth technique. The growth proceeds via the use of a retractable feeler,…

Statistical Mechanics · Physics 2009-10-31 S. Consta , N. B. Wilding , D. Frenkel , Z. Alexandrowicz

The $\Delta$-scaling method has been applied to the total multiplicity distribution of the relativistic ion collisions of p+p, C+C and Pb+Pb which were simulated by a Monte Carlo package, LUCIAE 3.0. It is found that the $\Delta$-scaling…

Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…

Astrophysics of Galaxies · Physics 2015-11-12 Viacheslav V. Saenko

We study semiparametric factor models in high-dimensional panels where the factor loadings consist of a nonparametric component explained by observed covariates and an idiosyncratic component capturing unobserved heterogeneity. A key…

Methodology · Statistics 2025-12-09 Sijie Zheng

In this paper, we suggest a novel sampling method for Monte Carlo molecular simulations. In order to perform efficient sampling of molecular systems, it is advantageous to avoid extremely high energy configurations while also retaining the…

Computational Physics · Physics 2019-07-18 Katsuhiro Endo , Daisuke Yuhara , Kenji Yasuoka

In the study of phase transitions a very few models are accessible to exact solution. In the most cases analytical simplifications have to be done or some numerical technique has to be used to get insight about their critical properties.…

Statistical Mechanics · Physics 2017-05-24 B. V. Costa , L. A. S. Mól , J. C. S. Rocha

Conventional explicit electromagnetic particle-in-cell (PIC) algorithms do not conserve discrete energy exactly. Time-centered fully implicit PIC algorithms can conserve discrete energy exactly, but may introduce large dispersion errors in…

Computational Physics · Physics 2020-02-19 Guangye Chen , Luis Chacón , Lin Yin , Brian J. Albright , David J. Stark , Robert F. Bird

We derive an equation for energy transfer from relativistic charged particles to a cold background plasma appropriate for finite-size particles that are used in particle-in-cell simulation codes. Expressions for one-, two-, and…

A number of problems in a variety of fields are characterised by target distributions with a multimodal structure in which the presence of several isolated local maxima dramatically reduces the efficiency of Markov Chain Monte Carlo…

Methodology · Statistics 2009-07-31 Miquel Trias , Alberto Vecchio , John Veitch