Related papers: Mapping Monte Carlo to Langevin dynamics: A Fokker…
In this paper, we reexamine the validity of using time quantified Monte Carlo (TQMC) method [Phys. Rev. Lett. 84, 163 (2000); Phys. Rev. Lett. 96, 067208 (2006)] in simulating the stochastic dynamics of interacting magnetic nanoparticles.…
For the description of thermally activated dynamics in systems of classical magnetic moments numerical methods are desirable. We consider a simple model for isolated magnetic particles in a uniform field with an oblique angle to the easy…
An efficient method is presented as a means of an approximate, analytic time-dependent solution of the Fokker-Planck equation (FPE) for the Langevin model subjected to additive and multiplicative noise. We have assumed that the dynamical…
We propose a method for simulating the stochastic dynamics of classical spin systems with long-range interactions. The method incorporates the stochastic cutoff (SCO) method, which is originally specialized for simulating equilibrium state,…
We propose a new time quantifiable Monte Carlo (MC) method to simulate the thermally induced magnetization reversal for an isolated single domain particle system. The MC method involves the determination of density of states, and the use of…
Kinetic descriptions of runaway electrons (RE) are usually based on Fokker-Planck models that determine the probability distribution function (PDF) of RE in 2-dimensional momentum space. Despite of the simplification involved, the…
We propose an efficient Markov Chain Monte Carlo method for sampling equilibrium distributions for stochastic lattice models, capable of handling correctly long and short-range particle interactions. The proposed method is a Metropolis-type…
An efficient method for computing thermodynamic equilibrium states at the micromagnetic length scale is introduced, using the Markov chain Monte Carlo method. Trial moves include not only rotations of vectors, but also a change in their…
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to…
A macroscopic equation of motion for the magnetization of a ferromagnet at elevated temperatures should contain both transverse and longitudinal relaxation terms and interpolate between Landau-Lifshitz equation at low temperatures and the…
Stochastic sampling algorithms such as Langevin Monte Carlo are inspired by physical systems in a heat bath. Their equilibrium distribution is the canonical ensemble given by a prescribed target distribution, so they must balance…
A Monte Carlo method for the collisional guiding-center Fokker-Planck kinetic equation is derived to include the effects of background magnetic-field nonuniformity. It is shown that, in the limit of a homogeneous magnetic field, the…
From basic considerations of the Lie group that preserves a target probability measure, we derive the Barker, Metropolis, and ensemble Markov chain Monte Carlo (MCMC) algorithms, as well as variants of waste-recycling Metropolis-Hastings…
Existence and local-uniqueness theorems for weak solutions of a system consisting of the drift-diffusion-Poisson equations and the Poisson-Boltzmann equation, all with stochastic coefficients, are presented. For the numerical approximation…
Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian…
We elaborate the idea behind Markov chain Monte Carlo (MCMC) methods in a mathematically coherent, yet simple and understandable way. To this end, we proof a pivotal convergence theorem for finite Markov chains and a minimal version of the…
We present a new, for plasma physics, highly efficient multilevel Monte Carlo numerical method for simulating Coulomb collisions. The method separates and optimally minimizes the finite-timestep and finite-sampling errors inherent in the…
In a recent paper Das {\it et al.} [J. Chem. Phys. {\bf 147}, 164102 (2017)] proposed the Fokker-Planck equation (FPE) for the Brownian harmonic oscillator in the presence of magnetic field and the non-Markovian thermal bath, respectively.…
This contribution deals with $\mathrm L^2$ hypocoercivity methods for kinetic Fokker-Planck equations with integrable local equilibria and a \emph{factorisation} property that relates the Fokker-Planck and the transport operators. Rates of…
Recent studies on diffusion-based sampling methods have shown that Langevin Monte Carlo (LMC) algorithms can be beneficial for non-convex optimization, and rigorous theoretical guarantees have been proven for both asymptotic and finite-time…