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We revisit the Bootstrap Percolation model, leveraging recent mathematical advances linking it with its local counterpart. This new perspective resolves, for the first time, historic discrepancies between Monte Carlo simulations and…

Statistical Mechanics · Physics 2025-12-16 Ivailo Hartarsky , Augusto Teixeira

We describe a Monte Carlo scheme which, in a single simulation, yields a measurement of the chemical potential of a crystalline solid. Within the isobaric ensemble, this immediately provides an estimate of the system free energy, with…

Statistical Mechanics · Physics 2015-06-11 Nigel B. Wilding , Peter Sollich

We show how to generalize the Lattice Switch Monte Carlo method to calculate the phase diagram of a binary system. A global coordinate transformation is combined with a modification of particle diameters, enabling the multi-component system…

Statistical Mechanics · Physics 2009-11-13 A. N. Jackson , G. J. Ackland

We consider the problem of bootstrap percolation on a three dimensional lattice and we study its finite size scaling behavior. Bootstrap percolation is an example of Cellular Automata defined on the $d$-dimensional lattice $\{1,2,...,L\}^d$…

Statistical Mechanics · Physics 2007-05-23 Raphael Cerf , Emilio N. M. Cirillo

We simulate directed site percolation on two lattices with 4 spatial and 1 time-like dimensions (simple and body-centered hypercubic in space) with the standard single cluster spreading scheme. For efficiency, the code uses the same…

Statistical Mechanics · Physics 2013-05-29 Peter Grassberger

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

We study bond percolation on the square lattice with one-dimensional inhomogeneities. Inhomogeneities are introduced in the following way: A vertical column on the square lattice is the set of vertical edges that project to the same vertex…

Probability · Mathematics 2017-04-21 Hugo Duminil-Copin , Marcelo R. Hilario , Gady Kozma , Vladas Sidoravicius

Space filling designs are central to studying complex systems in various areas of science. They are used for obtaining an overall understanding of the behaviour of the response over the input space, model construction and uncertainty…

Methodology · Statistics 2016-08-10 Shirin Golchi , Jason L. Loeppky

We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…

Statistical Mechanics · Physics 2009-10-31 N. B. Wilding , A. D. Bruce

Identifying future congestion points in electricity distribution networks is an important challenge distribution system operators face. A proven approach for addressing this challenge is to assess distribution grid adequacy using…

Systems and Control · Electrical Eng. & Systems 2022-07-12 Julian N. Betge , Barbera Droste , Jacco Heres , Simon H. Tindemans

In this article, a novel cluster analysis algorithm was employed in the study of polymer coil to globule transition via single chain Monte Carlo simulations. The algorithm, which has been recently applied in Molecular Dynamics simulations…

Soft Condensed Matter · Physics 2013-11-21 T. E. Raptis , Vasilios E. Raptis

We introduce a stacking version of the Monte Carlo algorithm in the context of option pricing. Introduced recently for aeronautic computations, this simple technique, in the spirit of current machine learning ideas, learns control variates…

Computational Finance · Quantitative Finance 2019-03-27 Antoine Jacquier , Emma R. Malone , Mugad Oumgari

We report an essential improvement of the plain Fourier Monte Carlo algorithm that promises to be a powerful tool for investigating critical behavior in a large class of lattice models, in particular those containing microscopic or…

Statistical Mechanics · Physics 2015-02-17 Andreas Tröster

Long-range power-law correlated percolation is investigated using Monte Carlo simulations. We obtain several static and dynamic critical exponents as function of the Hurst exponent $H$ which characterizes the degree of spatial correlation…

Statistical Mechanics · Physics 2013-11-05 K. J. Schrenk , N. Pose , J. J. Kranz , L. V. M. van Kessenich , N. A. M. Araujo , H. J. Herrmann

An overview is given over the recently developed and now widely used Monte Carlo algorithms with reduced or eliminated critical slowing down. The basic techniques are overrelaxation, cluster algorithms and multigrid methods. With these…

High Energy Physics - Lattice · Physics 2011-04-15 Ulli Wolff

The social percolation model \citep{solomon-et-00} considers a 2-dimensional regular lattice. Each site is occupied by an agent with a preference $x_{i}$ sampled from a uniform distribution $U[0,1]$. Agents transfer the information about…

Physics and Society · Physics 2021-03-17 Frank Schweitzer

We discuss a Monte Carlo Markov Chain (MCMC) procedure for the random sampling of some one-dimensional lattice paths with constraints, for various constraints. We show that an approach inspired by optimal transport allows us to bound…

Probability · Mathematics 2010-07-28 Lucas Gerin

A random growth lattice filling model of percolation with touch and stop growth rule is developed and studied numerically on a two dimensional square lattice. Nucleation centers are continuously added one at a time to the empty sites and…

Statistical Mechanics · Physics 2018-06-13 Bappaditya Roy , S. B. Santra

Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analytically constructing an ellipse-polytope intersection. The…

Machine Learning · Computer Science 2024-07-16 Kaiwen Wu , Jacob R. Gardner

We study site- and bond-percolation on a class of lattices referred to as Lieb lattices. In two dimensions the Lieb lattice (LL) is also known as the decorated square lattice, or as the CuO$_2$ lattice; in three dimensions it can be…

Statistical Mechanics · Physics 2022-01-05 W. S. Oliveira , J. Pimentel de Lima , Natanael C. Costa , R. R. dos Santos
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