Related papers: Optimized multicanonical simulations: a new propos…
We develop a generalized theory of (meta)equilibrium statistical mechanics in the thermodynamic limit valid for both smooth and fractal phase spaces. In the former case, our approach leads naturally to Boltzmann-Gibbs standard…
Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we…
We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…
Models of non-interacting fermions coupled to auxilliary classical degrees of freedom are relevant to the understanding of a wide variety of problems in many body physics, {\it e.g.} the description of manganites, diluted magnetic…
On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…
A simple technique is proposed for numerically determining equilibrium ion distribution functions belonging to free energies of the Poisson-Boltzmann type. The central idea is to perform a conventional Monte-Carlo simulation using the free…
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body systems with discrete energy levels. In the same spirit of kinetic Monte Carlo methods, a stochastic solution of the master equation is found,…
Reflected diffusions in polyhedral domains are commonly used as approximate models for stochastic processing networks in heavy traffic. Stationary distributions of such models give useful information on the steady state performance of the…
We propose a method to calculate finite-temperature properties of a quantum many-body system for a microcanonical ensemble by introducing a pure quantum state named here an energy-filtered random-phase state, which is also a potentially…
In the last years different studies have revealed the usefulness of a microcanonical analysis of finite systems when dealing with phase transitions. In this approach the quantities of interest are exclusively expressed as derivatives of the…
Recently, Velazquez and Curilef have proposed a methodology to extend Monte Carlo algorithms based on canonical ensemble, which is aimed to overcome slow sampling problems associated with temperature-driven discontinuous phase transitions.…
We combine Creutz energy conservation with Kawasaki spin exchange to simulate the microcanonical dynamics of a system of interacting particles. Relaxation occurs via Glauber spin-flip activation using a self-consistent temperature.…
The study of fluctuations of particle multiplicities in relativistic heavy-ion reactions has drawn much attention in recent years, because they have been proposed as a probe for underlying dynamics and possible formation of quark-gluon…
Population Monte Carlo simulations in the form commonly referred to as population annealing can serve as a useful meta-algorithm for simulating systems with complex free-energy landscapes. In the present paper we provide an easily…
The investigation of phase coexistence in systems with multi-component order parameters in finite systems is discussed, and as a generic example, Monte Carlo simulations of the two-dimensional q-state Potts model (q=30) on LxL square…
Monte Carlo simulation with {\it a-priori} unknown weights have attracted recent attention and progress has been made in understanding (i) the technical feasibility of such simulations and (ii) classes of systems for which such simulations…
Analog quantum simulation based on ultracold atoms in optical lattices has catalyzed significant breakthroughs in the study of quantum many-body systems. These simulations rely on the statistical sampling of electronic Fock states, which…
We apply the recently developed adaptive ensemble optimization technique to simulate dense Lennard-Jones fluids and a particle-solvent model by broad-histogram Monte Carlo techniques. Equilibration of the simulated fluid is improved by…
We report the results of Monte Carlo simulations on several spin glass models at low temperatures. By using the parallel tempering (Exchange Monte Carlo) technique we are able to equilibrate down to low temperatures, for moderate sizes, and…
The histogram reweighting technique, widely used to analyze Monte Carlo data, is shown to be applicable to dynamic properties obtained from Molecular Dynamics simulations. The theory presented here is based on the fact that the correlation…