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The rate at which particles are accelerated by the first-order Fermi mechanism in shocks depends on the angle, \teq{\Tbone}, that the upstream magnetic field makes with the shock normal. The greater the obliquity the greater the rate, and…

Astrophysics · Physics 2009-10-28 D. C. Ellison , M. G. Baring , F. C. Jones

Electron acceleration to non-thermal, ultra-relativistic energies (~ 10-100 TeV) is revealed by radio and X-ray observations of shocks in young supernova remnants (SNRs). The diffusive shock acceleration (DSA) mechanism is usually invoked…

High Energy Astrophysical Phenomena · Physics 2015-05-20 Mario A. Riquelme , Anatoly Spitkovsky

Finite detector resolution and limited acceptance require to apply unfolding methods in high energy physics experiments. Information on the detector resolution is usually given by a set of Monte Carlo events. Based on the experience with a…

High Energy Physics - Experiment · Physics 2007-05-23 Volker Blobel

We explore an analytic model of the accretion shock in the post bounce phase of a core-collapse supernova explosion. We find growing oscillations of the shock in the l=1 and l=2 modes, in agreement with a variety of existing numerical…

Astrophysics · Physics 2011-02-11 J. Martin Laming

We develop a new Monte Carlo method that solves hyperbolic transport equations with stiff terms, characterized by a (small) scaling parameter. In particular, we focus on systems which lead to a reduced problem of parabolic type in the limit…

Numerical Analysis · Mathematics 2017-08-01 G. Dimarco , L. Pareschi , G. Samaey

Due to a hard dependency between time steps, large-scale simulations of gas using the Direct Simulation Monte Carlo (DSMC) method proceed at the pace of the slowest processor. Scalability is therefore achievable only by ensuring that the…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-19 William McDoniel , Paolo Bientinesi

A Monte Carlo method is presented to evaluate quantum states with many particles moving in the continuum. The scattering state is generated at each time by a Monte Carlo random sampling algorithm. The same calculation are repeated until the…

Nuclear Theory · Physics 2013-06-06 Zhen-Xiang Xu , Chong Qi

We describe the large-time moment asymptotics for the parabolic Anderson model where the speed of the diffusion is coupled with time, inducing an acceleration or deceleration. We find a lower critical scale, below which the mass flow gets…

Probability · Mathematics 2010-10-19 Wolfgang Konig , Sylvia Schmidt

Adaptive Kinetic Monte Carlo combines the simplicity of Kinetic Monte Carlo (KMC) with a Molecular Dynamics (MD) based saddle point search algorithm in order to simulate metastable systems. Key to making Adaptive KMC effective is a stopping…

Mathematical Physics · Physics 2017-02-08 D. Aristoff , S. Chill , G. Simpson

Particle acceleration at plasma shocks appears to be ubiquitous in the universe, spanning systems in the heliosphere, supernova remnants, and relativistic jets in distant active galaxies and gamma-ray bursts. This review addresses some of…

Astrophysics · Physics 2008-11-26 Matthew G. Baring

We analyse a multilevel Monte Carlo method for the approximation of distribution functions of univariate random variables. Since, by assumption, the target distribution is not known explicitly, approximations have to be used. We provide an…

Probability · Mathematics 2017-06-22 Mike B. Giles , Tigran Nagapetyan , Klaus Ritter

The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…

Statistics Theory · Mathematics 2017-07-14 Betina Berghaus , Axel Bücher

When implementing Markov Chain Monte Carlo (MCMC) algorithms, perturbation caused by numerical errors is sometimes inevitable. This paper studies how perturbation of MCMC affects the convergence speed and Monte Carlo estimation accuracy.…

Computation · Statistics 2026-01-14 Tiangang Cui , Jing Dong , Ajay Jasra , Xin T. Tong

Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same…

Computational Finance · Quantitative Finance 2014-10-07 Denis Belomestny , Tigran Nagapetyan

This project investigates the applicability of quasi-Monte Carlo methods to Euclidean lattice systems in order to improve the asymptotic error scaling of observables for such theories. The error of an observable calculated by averaging over…

High Energy Physics - Lattice · Physics 2013-11-20 Andreas Ammon , Tobias Hartung , Karl Jansen , Hernan Leovey , Andreas Griewank , Micheal Müller-Preussker

Interval jitter and spike resampling methods are used to analyze the time scale on which temporal correlations occur. They allow the computation of jitter corrected cross correlograms and the performance of an associated statistically…

Neurons and Cognition · Quantitative Biology 2015-03-02 Daniel Jeck , Ernst Niebur

Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…

Computational Physics · Physics 2020-06-19 Ji Qiang

Generalized method of moments estimators based on higher-order moment conditions derived from independent shocks can be used to identify and estimate the simultaneous interaction in structural vector autoregressions. This study highlights…

Econometrics · Economics 2023-10-13 Sascha A. Keweloh

We investigate accelerated Unruh-deWitt detectors as a model for particle decay. We find non-trivial decay rates, including a pattern of peaks in decay rate that extends to lower accelerations. Applying our model to the alpha decay of…

General Relativity and Quantum Cosmology · Physics 2023-10-11 Wim Beenakker , David Venhoek
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