Related papers: Monte Carlo simulation of ice models
Clustering of the four-nucleon system at kinetic freezeout conditions is studied using path-integral Monte Carlo techniques. This method seeks to improve upon previous calculations which relied on approximate semiclassical methods or…
We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. In some cases, like in the…
Monte Carlo (MC) method played an essential role in many areas of human activity and has found application in many branches of physical science. This paper proposes a computational technique based on MC algorithms to solve Lane-Emden (LE)…
An efficient Quantum Monte Carlo algorithm for the simulation of bosonic systems on a lattice in a grand canonical ensemble is proposed. It is based on the mapping of bosonic models to the spin models in the limit of the infinite total spin…
We report microcanonical Monte Carlo simulations of melting and superheating of a generic, Lennard-Jones system starting from the crystalline phase. The isochoric curve, the melting temperature $T_m$ and the critical superheating…
We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…
We calculate the critical temperature of the Ising model on a set of graphs representing a concatenated three-bit error-correction code. The graphs are derived from the stabilizer formalism used in quantum error correction. The stabilizer…
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…
A new method for locating analytically critical temperatures is discussed. It is exact for selfdual systems. When applied the two coupled layers of Ising spins it deviates from our preliminary Monte Carlo estimates by 1.5 standard…
We discuss recently introduced numerical linked-cluster (NLC) algorithms that allow one to obtain temperature-dependent properties of quantum lattice models, in the thermodynamic limit, from exact diagonalization of finite clusters. We…
We have developed a new parallel supercomputer code based on Henon's Monte Carlo method for simulating the dynamical evolution of globular clusters. This new code allows us to calculate the evolution of a cluster containing a realistic…
We propose a highly efficient "worm" like cluster Monte Carlo algorithm for the quantum rotor model in the link-current representation. We explicitly prove detailed balance for the new algorithm even in the presence of disorder. For the…
We discuss suitable classes of diffusion processes, for which functionals relevant to finance can be computed via Monte Carlo methods. In particular, we construct exact simulation schemes for processes from this class. However, should the…
This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…
In this paper, we introduce a dynamical Monte Carlo algorithm for spin models in which the number of the spins fluctuates from zero to a given number by addition and deletion of spins with a probabilistic rule. Such simulations are realized…
In the Monte Carlo simulation of both Lattice field-theories and of models of Statistical Mechanics, identities verified by exact mean-values such as Schwinger-Dyson equations, Guerra relations, Callen identities, etc., provide well known…
We perform Monte-Carlo simulations of the three-dimensional Ising model at the critical temperature and zero magnetic field. We simulate the system in a ball with free boundary conditions on the two dimensional spherical boundary. Our…
An algorithm for Monte Carlo simulations is proposed in which the parameter controlling the strength of the transition becomes a dynamical variable and in which efficient transitions are achieved by cluster steps. It allows to avoid the…
We perform Monte Carlo simulation of the thermodynamic and structural properties of Hard-, Square-Well, and Square-Shoulder Disks in narrow channels. For the thermodynamics we study the internal energy per particle and the longitudinal and…
We consider the problem of estimating the probability of a large loss from a financial portfolio, where the future loss is expressed as a conditional expectation. Since the conditional expectation is intractable in most cases, one may…