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This article reviews the basic computational techniques for carrying out multi-scale simulations using statistical methods, with the focus on simulations of epitaxial growth. First, the statistical-physics background behind Monte Carlo…

Materials Science · Physics 2009-04-17 Peter Kratzer

If a stochastic system during some periods of its evolution can be divided into non-interacting parts, the kinetics of each part can be simulated independently. We show that this can be used in the development of efficient Monte Carlo…

Materials Science · Physics 2009-11-13 V. I. Tokar , H. Dreyssé

Von Neuman's work on universal machines and the hardware development have allowed the simulation of dynamical systems through a large set of interacting agents. This is a bottom-up approach which tries to derive global properties of a…

Graphics · Computer Science 2007-05-23 Gilson A. Giraldi , Luis C. da Costa , Adilson V. Xavier , Paulo S. Rodrigues

Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…

Computation · Statistics 2018-04-12 Christian P. Robert , Victor Elvira , Nick Tawn , Changye Wu

This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…

Methodology · Statistics 2020-04-14 Murray Pollock , Paul Fearnhead , Adam M. Johansen , Gareth O. Roberts

This article focuses, in the context of epidemic models, on rare events that may possibly correspond to crisis situations from the perspective of Public Health. In general, no close analytic form for their occurrence probabilities is…

Applications · Statistics 2013-08-28 Stéphan Clémençon , Anthony Cousien , Miraine Dávila Felipe , Viet Chi Tran

The emergence of mutual knowledge is a major cognitive mechanism for the robustness of complex socio technical systems. It has been extensively studied from an ethnomethodological point of view and empirically reproduced by multi agent…

Multiagent Systems · Computer Science 2019-04-09 Julie Dugdale , Narjes Bellamine , Ben Saoud , Fedia Zouai , Bernard Pavard

State-space models are commonly used to describe different forms of ecological data. We consider the case of count data with observation errors. For such data the system process is typically multi-dimensional consisting of coupled Markov…

Methodology · Statistics 2017-08-15 Axel Finke , Ruth King , Alexandros Beskos , Petros Dellaportas

Reaction networks are often used to model interacting species in fields such as biochemistry and ecology. When the counts of the species are sufficiently large, the dynamics of their concentrations are typically modeled via a system of…

Numerical Analysis · Mathematics 2022-01-05 David F. Anderson , Kurt W. Ehlert

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 present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…

Astrophysics · Physics 2009-11-13 C. W. Ormel , M. Spaans

We analyze the dynamics of agent--based models (ABMs) from a Markovian perspective and derive explicit statements about the possibility of linking a microscopic agent model to the dynamical processes of macroscopic observables that are…

Adaptation and Self-Organizing Systems · Physics 2012-07-11 Sven Banisch , Ricardo Lima , Tanya Araújo

The Diffusion Monte Carlo method is devoted to the computation of electronic ground-state energies of molecules. In this paper, we focus on implementations of this method which consist in exploring the configuration space with a {\bf fixed}…

Numerical Analysis · Mathematics 2007-05-23 Tony Lelievre , Mohamed El Makrini , Benjamin Jourdain

Dynamics on networks is considered from the perspective of Markov stochastic processes. We partially describe the state of the system through network motifs and infer any missing data using the available information. This versatile approach…

Particle dynamics and multi-agent systems provide accurate dynamical models for studying and forecasting the behavior of complex interacting systems. They often take the form of a high-dimensional system of differential equations…

Machine Learning · Computer Science 2023-08-09 Yuxuan Liu , Scott G. McCalla , Hayden Schaeffer

In this paper, we develop a variational method to track and make predictions about a real-world system from continuous imperfect observations about this system, using an agent-based model that describes the system dynamics. By combining the…

Multiagent Systems · Computer Science 2016-05-17 Wen Dong

The dynamics of infection spread in populations has received popular attention since the outbreak of Covid-19 and many statistical models have been developed. One of the interesting areas of research is short-time dynamics in confined,…

Physics and Society · Physics 2025-01-22 Rahul Sheshanarayana , Prateek K. Jha

We created an efficient algorithm suitable for graphics processing units (GPUs) to perform Monte Carlo simulations of a subset of reaction-diffusion models. The algorithm uses techniques that are specific to GPU programming, and combines…

Computational Physics · Physics 2013-03-06 R. D. Schram

Agent-based modeling is a computational dynamic modeling technique that may be less familiar to some readers. Agent-based modeling seeks to understand the behaviour of complex systems by situating agents in an environment and studying the…

Multiagent Systems · Computer Science 2023-04-19 G. Wade McDonald , Nathaniel D. Osgood

We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…

Materials Science · Physics 2013-05-29 T. Oppelstrup , V. V. Bulatov , A. Donev , M. H. Kalos , G. H. Gilmer , B. Sadigh