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The diffusion-driven self-assembly of rod-like particles was studied by means of Monte Carlo simulation. The rods were represented as linear $k$-mers (i.e., particles occupying $k$ adjacent sites). In the initial state, they were deposited…

Nobel metals that are deposited on a polymer surface exhibit surface diffusion and diffusion into the bulk. At the same time the metal atoms tend to form clusters because their cohesive energy is about two orders of magnitude higher than…

Plasma Physics · Physics 2011-12-30 L. Rosenthal , A. Filinov , M. Bonitz , V. Zaporojtchenko , F. Faupel

We investigate the behavior of a patchy particle model close to a hard-wall via Monte Carlo simulation and density functional theory (DFT). Two DFT approaches, based on the homogeneous and inhomogeneous versions of Wertheim's first order…

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applications, such as statistical mechanics, Bayesian statistics…

Numerical Analysis · Mathematics 2025-02-13 Geoffrey McGregor , Andy T. S. Wan

This work introduces two Monte Carlo (MC)-based sampling methods, known as line sampling and subset simulation, to improve the performance of standard MC analyses in the context of asteroid impact risk assessment. Both techniques sample the…

Earth and Planetary Astrophysics · Physics 2020-09-28 Matteo Romano , Matteo Losacco , Camilla Colombo , Pierluigi Di Lizia

We perform simulations for long hard-sphere polymer chains using a recently developed binary-tree based Monte Carlo method. Systems in two to five dimensions with free and periodic boundary conditions and up to $10^7$ repeat units are…

Soft Condensed Matter · Physics 2023-12-01 Stefan Schnabel , Wolfhard Janke

We investigate the stability of a Sequential Monte Carlo (SMC) method applied to the problem of sampling from a target distribution on $\mathbb{R}^d$ for large $d$. It is well known that using a single importance sampling step one produces…

Computation · Statistics 2012-04-19 Alexandros Beskos , Dan Crisan , Ajay Jasra

The performance of the Monte Carlo sampling methods relies on the crucial choice of a proposal density. The notion of optimality is fundamental to design suitable adaptive procedures of the proposal density within Monte Carlo schemes. This…

Computation · Statistics 2026-02-24 Fernando Llorente , Luca Martino

A binary quenched-annealed hard core mixture is considered in one dimension in order to model fluid adsorbates in narrow channels filled with a random matrix. Two different density functional approaches are employed to calculate adsorbate…

Statistical Mechanics · Physics 2009-11-10 Hendrik Reich , Matthias Schmidt

We study the repulsive polaron problem in a two-component two-dimensional system of fermionic atoms. We use two different interaction models: a short-range (hard-disk) potential and a dipolar potential. In our approach, all the atoms have…

Multivalent particles have the ability to form multiple bonds to a substrate. Hence, a multivalent interaction can be strong, even if the individual bonds are weak. However, much more interestingly, multivalency greatly increases the…

Soft Condensed Matter · Physics 2017-04-04 Tine Curk , Jure Dobnikar , Daan Frenkel

In the last decade, sequential Monte-Carlo methods (SMC) emerged as a key tool in computational statistics. These algorithms approximate a sequence of distributions by a sequence of weighted empirical measures associated to a weighted…

Statistics Theory · Mathematics 2007-06-13 R. Douc , France E. Moulines

We present some results of Monte Carlo simulations for the deposition of particles of different sizes on a two-dimensional substrate. The particles are linear, height one, and can be deposited randomly only in the two, $x$ and $y$…

Statistical Mechanics · Physics 2010-06-15 F. L. Forgerini , W. Figueiredo

Importance sampling is a Monte Carlo method which designs estimators of expectations under a target distribution using weighted samples from a proposal distribution. When the target distribution is complex, such as multimodal distributions…

Methodology · Statistics 2026-02-04 Anas Cherradi , Yazid Janati , Alain Durmus , Sylvain Le Corff , Yohan Petetin , Julien Stoehr

The diffusion of particles trapped in long narrow channels occurs predominantly in one dimension. Here, molecular dynamics simulation is used to study the inertial dynamics of two-dimensional hard disks, confined to long, narrow,…

Soft Condensed Matter · Physics 2020-02-05 Mahdi Zarif , Richard K. Bowles

Monte Carlo methods are often necessary for the implementation of optimal Bayesian estimators. A fundamental technique that can be used to generate samples from virtually any target probability distribution is the so-called rejection…

Computation · Statistics 2011-11-22 Luca Martino , Joaquín Míguez

In this work a replica exchange Monte Carlo scheme which considers an extended isobaric-isothermal ensemble with respect to pressure is applied to study hard spheres (HS). The idea behind the proposal is expanding volume instead of…

Statistical Mechanics · Physics 2015-05-20 Gerardo Odriozola

Equality-constrained models naturally arise in problems in which measurements are taken at different levels of resolution. The challenge in this setting is that the models usually induce a joint distribution which is intractable. Resorting…

Computation · Statistics 2025-04-28 Shenggang Hu , Hongsheng Dai , Fanlin Meng , Louis Aslett , Murray Pollock , Gareth O. Roberts

In a Monte Carlo study the conductivity of two-dimensional random stick systems is investigated from the percolation threshold up to ten times the percolation threshold density. We propose a model explicitly depending on the stick density…

Disordered Systems and Neural Networks · Physics 2012-10-10 Milan Žeželj , Igor Stanković

In particle-based algorithms, the effect of binary collisions is commonly described in a statistical way, using Monte Carlo techniques. It is shown that, in the relativistic regime, stringent constraints should be considered on the sampling…

Plasma Physics · Physics 2009-11-13 F. Peano , M. Marti , L. O. Silva , G. Coppa