Related papers: Hybrid method for simulating front propagation in …
One of the most active areas of physics in the last decades has been that of critical phenomena, and Monte Carlo simulations have played an important role as a guide for the validation and prediction of system properties close to the…
We establish spreading properties of the Lotka-Volterra competition-diffusion system. When the initial data vanish on a right half-line, we derive the exact spreading speeds and prove the convergence to homogeneous equilibrium states…
We investigate both ensemble and time-averaged mean-squared displacements of particles in a polydisperse granular system in a homogeneous cooling state. The system contains an arbitrary number of species of different sizes and masses. The…
The ground-state properties of two-component repulsive Fermi gases in two dimensions are investigated by means of fixed-node diffusion Monte Carlo simulations. The energy per particle is determined as a function of the intercomponent…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
The recently introduced method of excess collisions (MEC) is modified to estimate diffusion-controlled reaction times inside systems of arbitrary size. The resulting MEC-E equations contain a set of empirical parameters, which have to be…
We discuss the efficiency of Monte Carlo methods in solving continuum radiative transfer problems. The sampling of the radiation field and convergence of dust temperature calculations in the case of optically thick clouds are both studied.…
We propose a hybrid Monte Carlo (HMC) technique applicable to high-dimensional multivariate normal distributions that effectively samples along chaotic trajectories. The method is predicated on the freedom of choice of the HMC momentum…
Direct comparisons of diffusive particle acceleration numerical simulations have been made against Monte Carlo and hybrid plasma simulations by Ellison {\it et. al.} (1993) and against observations at the earth's bow shock presented by…
We develop a novel biased Monte-Carlo simulation technique to measure the force-extension curves and the distribution function of the extension of fluctuating filaments stretched by external force. The method is applicable for arbitrary…
We study the performance of an automated hybrid Monte Carlo (HMC) approach for conditional simulation of a recently proposed, single-parameter Gibbs Markov random field (Gibbs MRF). The MRF is based on a modified version of the planar…
Cross-diffusion systems arise as hydrodynamic limits of lattice multi-species interacting particle models. The objective of this work is to provide a numerical scheme for the simulation of the cross-diffusion system identified in [J.…
We present a (heuristic) theoretical derivation for the scaling of the diffusion coefficient $D_f$ for fluctuating ``pulled'' fronts. In agreement with earlier numerical simulations, we find that as $N\to\infty$, $D_f$ approaches zero as…
We address the problem of likelihood based inference for correlated diffusion processes using Markov chain Monte Carlo (MCMC) techniques. Such a task presents two interesting problems. First, the construction of the MCMC scheme should…
We determine the asymptotic spreading speed of the solutions of a Fisher-KPP reaction-diffusion equation, starting from compactly supported initial data, when the diffusion coefficient is a fixed bounded monotone profile that is shifted at…
Specialized Monte Carlo simulation techniques and moment free energy method calculations, capable of treating fractionation exactly, are deployed to study the crystalline phase behaviour of an assembly of spherical particles described by a…
We propose a method of simulation that is based on the averaging of formal solutions of the transfer equation by taking the integral by the Monte Carlo method. This method is used to compute two models, which correspond to the limiting…
We determine numerically the parallel, perpendicular, and antisymmetric diffusion coefficients for charged particles propagating in highly turbulent magnetic fields, by means of extensive Monte Carlo simulations. We propose simple…
A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a…
In this paper we consider large state space continuous time Markov chains (MCs) arising in the field of systems biology. For density dependent families of MCs that represent the interaction of large groups of identical objects, Kurtz has…