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We present an iterative sampling method which delivers upper and lower bounding processes for the Brownian path. We develop such processes with particular emphasis on being able to unbiasedly simulate them on a personal computer. The…

Computation · Statistics 2012-11-27 Alexandros Beskos , Stefano Peluchetti , Gareth Roberts

We use computer simulations to test a simple idea for mapping between long-time self diffusivities obtained from molecular and Brownian dynamics. The strategy we explore is motivated by the behavior of fluids comprising particles that…

Soft Condensed Matter · Physics 2011-10-25 Mark J. Pond , Jeffrey R. Errington , Thomas M. Truskett

The widely used double-bridging hybrid (DBH) method for equilibrating simulated entangled polymer melts [R. Auhl et al., J. Chem. Phys. v. 119, p. 12718, 2003] loses its effectiveness as chain stiffness increases into the semiflexible…

Soft Condensed Matter · Physics 2022-01-26 Joseph D. Dietz , Robert S. Hoy

Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…

Quantum Physics · Physics 2023-03-14 Adam Bouland , Aditi Dandapani , Anupam Prakash

We consider dynamically constrained Monte-Carlo dynamics and show that this leads to the generation of long ranged effective interactions. This allows us to construct a local algorithm for the simulation of charged systems without ever…

Statistical Mechanics · Physics 2009-11-10 L. Levrel , F. Alet , J. Rottler , A. C. Maggs

Self-assembled linear structures like giant cylindrical micelles or discotic molecules in solution stacked in flexible columns are systems reminiscent of polydisperse polymer solutions.These supramolecular polymers have an equilibrium…

Soft Condensed Matter · Physics 2015-06-25 C-C Huang , H. Xu , F. Crevel , J. Wittmer , J. -P. Ryckaert

We have developed an efficient Monte Carlo algorithm, which accelerates slow Monte Carlo dynamics in quasi-one-dimensional Ising spin systems. The loop algorithm of the quantum Monte Carlo method is applied to the classical spin models with…

Statistical Mechanics · Physics 2009-11-13 Tota Nakamura

In this paper, we present a discrete-type approximation scheme to solve continuous-time optimal stopping problems based on fully non-Markovian continuous processes adapted to the Brownian motion filtration. The approximations satisfy…

Probability · Mathematics 2019-06-24 Dorival Leão , Alberto Ohashi , Francesco Russo

We present a model for semiflexible polymers in Hamiltonian formulation which interpolates between a Rouse chain and worm-like chain. Both models are realized as limits for the parameters. The model parameters can also be chosen to match…

Soft Condensed Matter · Physics 2015-06-12 Gerard T. Barkema , J. M. J. van Leeuwen

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Numerical Analysis · Mathematics 2024-04-22 Dominic Phillips , Charles Matthews , Benedict Leimkuhler

The tube model is a central concept in polymer physics, and allows to reduce the complex many-filament problem of an entangled polymer solution to a single filament description. We investigate the probability distribution function of…

Soft Condensed Matter · Physics 2009-08-12 Hauke Hinsch , Erwin Frey

Dynamical aspects of quantum Brownian motion in a low temperature environment are investigated. We give a systematic calculation of quantum entanglement among two Brownian oscillators without invoking Born-Markov approximation widely used…

Quantum Physics · Physics 2009-11-13 K. Shiokawa

We present a novel thermodynamically guided, low-noise, time-scale bridging, and pertinently efficient strategy for the dynamic simulation of microscopic models for complex fluids. The systematic coarse-graining method is exemplified for…

Soft Condensed Matter · Physics 2010-11-12 Patrick Ilg , Hans Christian Öttinger , Martin Kröger

The Monte Carlo calculation of R\'enyi entanglement entropies $S^{}_n$ of interacting fermions suffers from a well-known signal-to-noise problem, even for a large number of situations in which the infamous sign problem is absent. A few…

Strongly Correlated Electrons · Physics 2015-10-28 Joaquín E. Drut , William J. Porter

A new symplectic time-reversible algorithm for numerical integration of the equations of motion in magnetic liquids is proposed. It is tested and applied to molecular dynamics simulations of a Heisenberg spin fluid. We show that the…

Soft Condensed Matter · Physics 2009-10-31 I. P. Omelyan , I. M. Mryglod , R. Folk

We develop efficient numerical methods for performing many-body Brownian dynamics simulations of a recently-observed fingering instability in an active suspension of colloidal rollers sedimented above a wall [M. Driscoll, B. Delmotte, M.…

Soft Condensed Matter · Physics 2017-04-26 Florencio Balboa Usabiaga , Blaise Delmotte , Aleksandar Donev

A detailed description is provided of a new Worm Algorithm, enabling the accurate computation of thermodynamic properties of quantum many-body systems in continuous space, at finite temperature. The algorithm is formulated within the…

Computational Physics · Physics 2009-11-11 M. Boninsegni , N. V. Prokof'ev , B. V. Svistunov

In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…

Optimization and Control · Mathematics 2024-02-22 Le Thi Khanh Hien , Dimitri Papadimitriou

We demonstrate how time-integration of stochastic differential equations (i.e. Brownian dynamics simulations) can be combined with continuum numerical bifurcation analysis techniques to analyze the dynamics of liquid crystalline polymers…

Condensed Matter · Physics 2009-11-07 C. I. Siettos , M. D. Graham , I. G. Kevrekidis

Active Brownian particles (ABPs) function as self-driving agents that display non-equilibrium behavior through their pairwise interactions which lead to phase separation and vortex patterns in both soft matter and living systems. A…

Soft Condensed Matter · Physics 2025-09-09 Sadra Saremi , Amirhossein Ahmadkhan Kordbacheh
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