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We present a systematic review of some basic results on the derivation of classical epidemiological models from simple agent-based dynamics. The evolution of large populations is coupled with the dynamics of the contact distribution,…

Populations and Evolution · Quantitative Biology 2024-10-14 Mattia Zanella

A general method is developed which enables the exact treatment of the non-Markovian quantum dynamics of open systems through a Monte Carlo simulation technique. The method is based on a stochastic formulation of the von Neumann equation of…

Quantum Physics · Physics 2007-05-23 Heinz-Peter Breuer

This topical review describes the methodology of continuum variational and diffusion quantum Monte Carlo calculations. These stochastic methods are based on many-body wave functions and are capable of achieving very high accuracy. The…

Materials Science · Physics 2010-02-11 R. J. Needs , M. D. Towler , N. D. Drummond , P. Lopez Rios

We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…

Quantum Physics · Physics 2010-09-28 Marc Busse , Piotr Pietrulewicz , Heinz-Peter Breuer , Klaus Hornberger

Agent-based models are a natural choice for modeling complex social systems. In such models simple stochastic interaction rules for a large population of individuals can lead to emergent dynamics on the macroscopic scale, for instance a…

Physics and Society · Physics 2023-08-02 Luzie Helfmann , Jobst Heitzig , Péter Koltai , Jürgen Kurths , Christof Schütte

An efficient Monte Carlo simulation method for bosonic reaction-diffusion systems which are mainly used in the renormalization group (RG) study is proposed. Using this method, one dimensional bosonic single species annihilation model is…

Statistical Mechanics · Physics 2007-05-23 Su-Chan Park

A brief introduction to the technique of Monte Carlo simulations in statistical physics is presented. The topics covered include statistical ensembles random and pseudo random numbers, random sampling techniques, importance sampling, Markov…

Statistical Mechanics · Physics 2016-08-31 K. P. N. Murthy

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

This work develops effective distributed strategies for the solution of constrained multi-agent stochastic optimization problems with coupled parameters across the agents. In this formulation, each agent is influenced by only a subset of…

Optimization and Control · Mathematics 2019-03-15 Sulaiman A. Alghunaim , Ali H. Sayed

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

An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…

Statistical Mechanics · Physics 2009-11-07 Luca Capriotti , Alessandro Cuccoli , Andrea Fubini , Valerio Tognetti , Ruggero Vaia

Biochemical reactions can happen on different time scales and also the abundance of species in these reactions can be very different from each other. Classical approaches, such as deterministic or stochastic approach, fail to account for or…

Quantitative Methods · Quantitative Biology 2014-09-16 Arnab Ganguly , Derya Altintan , Heinz Koeppl

Epidemics are often modelled using non-linear dynamical systems observed through partial and noisy data. In this paper, we consider stochastic extensions in order to capture unknown influences (changing behaviors, public interventions,…

Applications · Statistics 2012-11-06 Joseph Dureau , Konstantinos Kalogeropoulos , Marc Baguelin

Inferring the laws of interaction between particles and agents in complex dynamical systems from observational data is a fundamental challenge in a wide variety of disciplines. We propose a non-parametric statistical learning approach to…

Machine Learning · Computer Science 2022-06-08 Fei Lu , Mauro Maggioni , Sui Tang , Ming Zhong

Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…

We study the propagation of pulled fronts in the $A <-> \leftrightarrow A+A$ microscopic reaction-diffusion process using Monte Carlo (MC) simulations. In the mean field approximation the process is described by the deterministic…

Statistical Mechanics · Physics 2009-11-10 Esteban Moro

The rapidly growing field of network analytics requires data sets for use in evaluation. Real world data often lack truth and simulated data lack narrative fidelity or statistical generality. This paper presents a novel, mixed-membership,…

Social and Information Networks · Computer Science 2013-09-09 Garrett Bernstein , Kyle O'Brien

A statistical method is derived for the calculation of thermodynamic properties of many-body systems at low temperatures. This method is based on the self-healing diffusion Monte Carlo method for complex functions [F. A. Reboredo J. Chem.…

Other Condensed Matter · Physics 2014-03-05 Fernando A. Reboredo , Jeongnim Kim

Macromolecular complexation leading to coupling of two or more cellular membranes is a crucial step in a number of biological functions of the cell. While other mechanisms may also play a role, adhesion always involves the fluctuations of…

Soft Condensed Matter · Physics 2015-09-02 Timo Bihr , Udo Seifert , Ana-Suncana Smith

This study presents an integrated approach to understanding epidemic dynamics through a stochastic spatio-temporal simulation model on a multiplex network, blending physical and informational layers. The physical layer maps the geographic…

Physics and Society · Physics 2025-09-26 H. M. Shadman Tabib , Jaber Ahmed Deedar , K. M. Ariful Kabir