Related papers: Quasi-stationary simulation of the contact process
For a large class of processes with an absorbing state, statistical properties of the surviving sample attain time-independent values in the quasi-stationary (QS) regime. We propose a practical simulation method for studying…
We apply the recently devised quasi-stationary simulation method to study the lifetime and order parameter of the contact process in the subcritical phase. This phase is not accessible to other methods because virtually all realizations of…
In stochastic processes with absorbing states, the quasi-stationary distribution provides valuable insights into the long-term behaviour prior to absorption. In this work, we revisit two well-established numerical methods for its…
We study the long-time behavior of stochastic models with an absorbing state, conditioned on survival. For a large class of processes, in which saturation prevents unlimited growth, statistical properties of the surviving sample attain…
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo inference problems. We prove natural sufficient conditions for the quasi-limiting distribution of a killed diffusion to coincide with a target…
An efficient Path Integral Monte Carlo procedure is proposed to simulate the behavior of quantum many-body dissipative systems described within the framework of the influence functional. Thermodynamic observables are obtained by Monte Carlo…
Quasi-Monte Carlo methods have proven to be effective extensions of traditional Monte Carlo methods in, amongst others, problems of quadrature and the sample path simulation of stochastic differential equations. By replacing the random…
Quasi-stationary distributions (QSDs)arise from stochastic processes that exhibit transient equilibrium behaviour on the way to absorption QSDs are often mathematically intractable and even drawing samples from them is not straightforward.…
We study the stationary properties of the two-dimensional pair contact process, a nonequilibrium lattice model exhibiting a phase transition to an absorbing state with an infinite number of configurations. The critical probability and…
This paper introduces a class of Monte Carlo algorithms which are based upon the simulation of a Markov process whose quasi-stationary distribution coincides with a distribution of interest. This differs fundamentally from, say, current…
We present an analysis of the quasi-stationary (QS) state of the contact process (CP) on annealed scale-free networks using a mapping of the CP dynamics in a one-step processes and analyzing numerically and analytically the corresponding…
A classical Monte Carlo algorithm based on the quasi-classical approximation is applied to the pseudospin Hamiltonian of the model cuprate. The model takes into account both local and non-local correlations, Heisenberg spin-exchange…
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…
A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…
In this paper we study the asymptotic behavior of the normalized weighted empirical occupation measures of a diffusion process on a compact manifold which is killed at a smooth rate and then regenerated at a random location, distributed…
A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…
We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…
Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…
Many problems in materials science and biology involve particles interacting with strong, short-ranged bonds, that can break and form on experimental timescales. Treating such bonds as constraints can significantly speed up sampling their…
Colloidal droplets are used in a variety of practical applications. Some of these applications require particles of different sizes. These include medical diagnostic methods, the creation of photonic crystals, the formation of…