Related papers: Monte Carlo Simulation of Small-World Models with …
We present a method which extends Monte Carlo studies to situations that require a large dynamic range in particle number. The underlying idea is that, in order to calculate the collisional evolution of a system, some particle interactions…
Thermal or finite-size scaling analyses of importance sampling Monte Carlo time series in the vicinity of phase transition points often combine different estimates for the same quantity, such as a critical exponent, with the intent to…
We consider systems of stochastic differential equations with multiple scales and small noise and assume that the coefficients of the equations are ergodic and stationary random fields. Our goal is to construct provably-efficient importance…
A typical problem with Monte Carlo simulations in statistical physics is that they do not allow for a direct calculation of the free energy. For systems at criticality, this means that one cannot calculate the central charge in a Monte…
Monte Carlo simulations of the 1D Ising model with ferromagnetic interactions decaying with distance $r$ as $1/r^{1+\sigma}$ are performed by applying the Swendsen-Wang cluster algorithm with cumulative probabilities. The critical behavior…
Accurate Monte Carlo (MC) modelling in high-energy physics is challenging, particularly in complex scenarios where simulations fail to reproduce observed data. In practice, experimental information is often limited to one-dimensional (1D)…
The primary focus of Monte Carlo simulation is to identify and quantify risk related to uncertainty and variability in spreadsheet model inputs. The stress of Monte Carlo simulation often reveals logical errors in the underlying spreadsheet…
The time evolution of the three-dimensional critical Ising model relaxing from a nonequilibrium initial state is studied by means of Monte Carlo simulation. We observe the characteristic initial increase of the (spatially) averaged…
The scaling properties encompass in a simple analysis many of the volatility characteristics of financial markets. That is why we use them to probe the different degree of markets development. We empirically study the scaling properties of…
Monte Carlo simulations, in which the Schrodinger equation is solved at each Monte Carlo sweep, are employed to assess the influence of magnetization fluctuations,short-range antiferromagnetic interactions, disorder, magnetic polaron…
The lattice gas model for adsorption of alkaline elements on W(112) surface is studied by Monte Carlo simulations. The model includes dipole--dipole interaction as well as long-range indirect interaction. The numerical results show that…
Reaction networks are often used to model interacting species in fields such as biochemistry and ecology. When the counts of the species are sufficiently large, the dynamics of their concentrations are typically modeled via a system of…
Monte Carlo estimation in plays a crucial role in stochastic reaction networks. However, reducing the statistical uncertainty of the corresponding estimators requires sampling a large number of trajectories. We propose control variates…
A grand canonical Monte Carlo (MC) algorithm is presented for studying the lattice gas model (LGM) of multiple protein sequence alignment, which coherently combines long-range interactions and variable-length insertions. MC simulations are…
Markov chain Monte Carlo algorithms are used to simulate from complex statistical distributions by way of a local exploration of these distributions. This local feature avoids heavy requests on understanding the nature of the target, but it…
We use an efficient method that eases the daunting task of simulating dynamics in spin systems with long-range interaction. Our Monte Carlo simulations of the long-range Ising model for the nonequilibrium phase ordering dynamics in two…
The principle and the efficiency of the Monte Carlo transfer-matrix algorithm are discussed. Enhancements of this algorithm are illustrated by applications to several phase transitions in lattice spin models. We demonstrate how the…
Monte Carlo simulations are powerful tools for understanding the effects of radiation interactions within detector devices allowing not only to evaluate typical estimates for experimental measurements and to serve as means for designing…
A number of problems arise when long-range forces, such as those governed by Bessel functions, are used in particle-particle simulations. If a simple cut-off for the interaction is used, the system may find an equilibrium configuration at…
Recently, it has been found that an effective long-range interaction is realized among local bistable variables (spins) in systems where the elastic interaction causes ordering of the spins. In such systems, generally we expect both…