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We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…
Using the newly proposed probability-changing cluster (PCC) Monte Carlo algorithm, we simulate the two-dimensional (2D) site-diluted Ising model. Since we can tune the critical point of each random sample automatically with the PCC…
We study the two-dimensional fully frustrated XY (FFXY) model and two related models, a discretization of the Landau-Ginzburg-Wilson Hamiltonian for the critical modes of the FFXY model and a coupled Ising-XY model, by means of Monte Carlo…
We propose random walks on suitably defined graphs as a framework for finescale modeling of particle motion in an obstructed environment where the particle may have interactions with the obstructions and the mean path length of the particle…
For the perimeter length $L_n$ and the area $A_n$ of the convex hull of the first $n$ steps of a planar random walk, this thesis study $n \to \infty$ mean and variance asymptotics and establish distributional limits. The results apply to…
The Bramson logarithmic shift of the position of pulled fronts is a universal feature common to a large class of monostable traveling wave equations. As one varies the non-linearities it so happens that one can observe, at some critical non…
We present a multivariate central limit theorem for a general class of interacting Markov chain Monte Carlo algorithms used to solve nonlinear measure-valued equations. These algorithms generate stochastic processes which belong to the…
We perform a Monte Carlo simulation of two-dimensional N-step interacting self-avoiding walks at the theta point, with lengths up to N=3200. We compute the critical exponents, verifying the Coulomb-gas predictions, the theta-point…
For a homogeneous random walk in the quarter plane with nearest-neighbor transitions, starting from some state $(i_0,j_0)$, we study the event that the walk reaches the vertical axis, before reaching the horizontal axis. We derive an exact…
We study the crossover between thermodynamic Casimir forces arising from long-range fluctuations due to Goldstone modes and those arising from critical fluctuations. Both types of forces exist in the low-temperature phase of O$(n)$…
We consider two different systems exhibiting a continuous phase transition into an absorbing state. Both models belong to the same universality class, i.e., they are characterized by the same scaling functions and the same critical…
In this work, we explore some interesting details of the time-dependent regime of the long-range systems under mean-field approximation in comparison with the critical dynamics of the short-range systems. First, we discuss some mechanisms…
We present novel upper and lower bounds to estimate the collision probability of motion plans for autonomous agents with discrete-time linear Gaussian dynamics. Motion plans generated by planning algorithms cannot be perfectly executed by…
We study the nonequilibrium phase transition in the two-dimensional contact process on a randomly diluted lattice by means of large-scale Monte-Carlo simulations for times up to $10^{10}$ and system sizes up to $8000 \times 8000$ sites. Our…
This paper establishes an indirect approximation theorem for the most probable transition pathway of a stochastic interacting particle system in the mean-field framework. This paper studied the problem of indirect approximation of the most…
Predicting pedestrian behavior when interacting with vehicles is one of the most critical challenges in the field of automated driving. Pedestrian crossing behavior is influenced by various interaction factors, including time to arrival,…
We investigate a two-dimensional classical $-vector model with a generic nearest-neighbor interaction $W(\bsigma_i\cdot \bsigma_j)$ in the large-N limit, focusing on the finite-temperature transition point at which energy-energy…
In this paper we study approximations for the boundary crossing probabilities of moving sums of i.i.d. normal r.v. We approximate a discrete time problem with a continuous time problem allowing us to apply established theory for stationary…
We study the kinematics of multigrid Monte Carlo algorithms by means of acceptance rates for nonlocal Metropolis update proposals. An approximation formula for acceptance rates is derived. We present a comparison of different coarse-to-fine…
We present the results of extensive Monte Carlo simulations of Ising models with algebraically decaying ferromagnetic interactions in the regime where classical critical behavior is expected for these systems. We corroborate the values for…