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Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…
Equilibrium systems evolve according to Detailed Balance (DB). This principe guided development of the Monte-Carlo sampling techniques, of which Metropolis-Hastings (MH) algorithm is the famous representative. It is also known that DB is…
We present a combination of analytical and numerical calculations for the critical behavior of a supersymmetric non-linear $\sigma$-model within the context of the localization transition of a disordered one-electron system. As a result, we…
The multicritical behavior of the Blume-Capel model with infinite-range interactions is investigated by introducing quenched disorder in the crystal field $\Delta_{i}$, which is represented by a superposition of two Gaussian distributions…
We perform a numerical study of the kinetic Blume-Capel (BC) model to find if it exhibits the metamagnetic anomalies previously observed in the kinetic Ising model for supercritical periods. We employ a heat-bath Monte Carlo (MC) algorithm…
We perform large-scale Monte Carlo simulations of the classical XY model on a three-dimensional $L\times L \times L$ cubic lattice using the graphics processing unit (GPU). By the combination of Metropolis single-spin flip, over-relaxation…
The phase diagram of the spin-3/2 Blume-Capel model in two dimensions is explored by conventional finite-size scaling, conformal invariance and Monte Carlo simulations. The model in its $\tau$-continuum Hamiltonian version is also…
We consider Monte-Carlo discretizations of partial differential equations based on a combination of semi-lagrangian schemes and probabilistic representations of the solutions. We study the Monte-Carlo error in a simple case, and show that…
Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…
We pose two questions about the dynamical critical behavior of multigrid Monte Carlo: Will a multigrid Monte Carlo simulation of the two dimensional Sine Gordon model exhibit critical slowing down, as expected by a theoretical analysis of…
The aim of this Thesis is to present five new tests for random numbers, which are widely used {\em e.g.} in computer simulations in physics applications. The first two tests, the cluster test and the autocorrelation test, are based on…
Revisions are almost entirely in the introduction and conclusion. Results are unchanged, however the comments and recommendations on different generators were changed, and more references were added.
Monte Carlo sampling of any system may be analyzed in terms of an associated glass model -- a variant of the Random Energy Model -- with, whenever there is a sign problem, complex fields. This model has three types of phases (liquid, frozen…
We introduce a new and very convenient approach to multi-grid Monte Carlo (MGMC) algorithms for general nonlinear $\sigma$-models: it is based on embedding an $XY$ model into the given $\sigma$-model, and then updating the induced $XY$…
The dynamics of magnetic reversal process plays an important role in the design of the magnetic recording devices in the long time scale limit. In addition to long time scale, microscopic effects such as the entropic effect become important…
The random field Ising model with Gaussian disorder is studied using a new Monte Carlo algorithm. The algorithm combines the advantanges of the replica exchange method and the two-replica cluster method and is much more efficient than the…
Efficient sampling of complex high-dimensional probability distributions is a central task in computational science. Machine learning methods like autoregressive neural networks, used with Markov chain Monte Carlo sampling, provide good…
The problem of critical behaviour of three dimensional random anisotropy magnets, which constitute a wide class of disordered magnets is considered. Previous results obtained in experiments, by Monte Carlo simulations and within different…
Monte Carlo criticality simulations are widely used in nuclear safety demonstrations, as they offer an arbitrarily precise estimation of global and local tallies while making very few assumptions. However, since the inception of such…
While the 3d Ising model has defied analytic solution, various numerical methods like Monte Carlo, MCRG and series expansion have provided precise information about the phase transition. Using Monte Carlo simulation that employs the Wolff…