Related papers: Probability-Changing Cluster Algorithm: Study of T…
A new approximation of the cluster variational method is introduced for the three-dimensional Ising model on the simple cubic lattice. The maximal cluster is, as far as we know, the largest ever used in this method. A message-passing…
We proposed a new universal method for significantly increasing accuracy of critical points of 2 and 3-dimensional Ising models and exploring fluctuation mechanism. The method is based on analysis of block fractals and the renormalization…
Population annealing is a recent addition to the arsenal of the practitioner in computer simulations in statistical physics and beyond that is found to deal well with systems with complex free-energy landscapes. Above all else, it promises…
Sequential Monte Carlo algorithms, or Particle Filters, are Bayesian filtering algorithms which propagate in time a discrete and random approximation of the a posteriori distribution of interest. Such algorithms are based on Importance…
Probabilistic cellular automata are prototypes of non equilibrium critical phenomena. This class of models includes among others the directed percolation problem (Domany Kinzel model) and the dynamical Ising model. The critical properties…
The application of machine learning in the study of phase transitions has achieved remarkable success in both equilibrium and non-equilibrium systems. It is widely recognized that unsupervised learning can retrieve phase transition…
Critical points and singularities are encountered in the study of critical phenomena in probability and physics. We present recent results concerning the values of such critical points and the nature of the singularities for two prominent…
The upper critical dimension of the Ising model is known to be $d_c=4$, above which critical behavior is regarded as trivial. We hereby argue from extensive simulations that, in the random-cluster representation, the Ising model…
The study of crossing probabilities - i.e. probabilities of existence of paths crossing rectangles - has been at the heart of the theory of two-dimensional percolation since its beginning. They may be used to prove a number of results on…
The aim of this Thesis is to present five new tests for random numbers, which are widely used {\em e.g.} in computer simulations in physics applications. The first two tests, the cluster test and the autocorrelation test, are based on…
I present a cluster Monte Carlo algorithm that gives direct access to the interface free energy of Ising models. The basic idea is to simulate an ensemble that consists of both configurations with periodic and with antiperiodic boundary…
In this paper, site percolation on random $\Phi^{3}$ planar graphs is studied by Monte-Carlo numerical techniques. The method consists in randomly removing a fraction $q=1-p$ of vertices from graphs generated by Monte-Carlo simulations,…
In cluster tomography, we propose measuring the number of clusters $N$ intersected by a line segment of length $\ell$ across a finite sample. As expected, the leading order of $N(\ell)$ scales as $a\ell$, where $a$ depends on microscopic…
The spontaneous symmetry breaking in the Ising model can be equivalently described in terms of percolation of Wolff clusters. In O(n) spin models similar clusters can be built in a general way, and they are currently used to update these…
Monte Carlo methods play an important role in scientific computation, especially when problems have a vast phase space. In this lecture an introduction to the Monte Carlo method is given. Concepts such as Markov chains, detailed balance,…
We study a model of an i.i.d.~random environment in general dimensions $d\ge 2$, where each site is equipped with one of two environments. The model comes with a parameter $p$ which governs the frequency of the first environment, and for…
Motivated by a challenging problem in financial trading we are presented with a mixture of regressions with variable selection problem. In this regard, one is faced with data which possess outliers, skewness and, simultaneously, due to the…
Using a recently developed method to simulate percolation on large clusters of distributed machines [N. R. Moloney and G. Pruessner, Phys. Rev. E 67, 037701 (2003)], we have numerically calculated crossing, spanning and wrapping…
We study $N$-cluster correlation functions in four- and five-dimensional (4D, 5D) bond percolation by extensive Monte Carlo simulation. We reformulate the transfer Monte Carlo algorithm for percolation [Phys. Rev. E {\bf 72}, 016126 (2005)]…
We present iterative Monte Carlo algorithm for which the temperature variable is attracted by a critical point. The algorithm combines techniques of single histogram reweighting and linear filtering. The 2d Ising model of ferromagnet is…