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In this paper, a practicable simulation-free model order reduction method by nonlinear moment matching is developed. Based on the steady-state interpretation of linear moment matching, we comprehensively explain the extension of this…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Maria Cruz Varona , Raphael Gebhart , Julian Suk , Boris Lohmann

We analyse the convergence and stability of a micro-macro acceleration algorithm for Monte Carlo simulations of stiff stochastic differential equations with a time-scale separation between the fast evolution of the individual stochastic…

Numerical Analysis · Mathematics 2024-12-20 Przemysław Zieliński , Hannes Vandecasteele , Giovanni Samaey

We investigate, both analytically and with numerical simulations, a Monte Carlo dynamics at zero temperature, where a random walker evolving in continuous space and discrete time seeks to minimize its potential energy, by decreasing this…

Statistical Mechanics · Physics 2021-10-12 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

We study dynamical aspects of three--dimensional gonihedric spins by using Monte--Carlo methods. The interest of this family of models (parametrized by one self-avoidance parameter $\kappa$) lies in their capability to show remarkably slow…

Condensed Matter · Physics 2009-11-07 P. Dimopoulos , D. Espriu , E. Jané , A. Prats

A quantum Monte Carlo simulation of a system of hard rods in one dimension is presented and discussed. The calculation is exact since the analytical form of the wavefunction is known, and is in excellent agreement with predictions obtained…

Other Condensed Matter · Physics 2009-11-13 F. Mazzanti , G. E. Astrakharchik , J. Boronat , J. Casulleras

The dynamics of a random (quenched) field Ising model (in two dimension) at zero temperature in the presence of an additional sinusoidally oscillating homogeneous (in space) magnetic field has been studied by Monte Carlo simulation using…

Condensed Matter · Physics 2015-06-25 Muktish Acharyya

We present Monte Carlo simulations of the spanning-forest model (q \to 0 limit of the ferromagnetic Potts model) in spatial dimensions d=3,4,5. We show that, in contrast to the two-dimensional case, the model has a "ferromagnetic"…

Statistical Mechanics · Physics 2008-11-26 Youjin Deng , Timothy M. Garoni , Alan D. Sokal

The dynamical hysteresis is studied in the kinetic Ising model in the presence of a sinusoidal magnetic field both by Monte Carlo simulation and by solving the dynamical meanfield equation for the averaged magnetisation. The frequency…

Condensed Matter · Physics 2007-05-23 Muktish Acharyya

We propose a multilevel Monte Carlo method for a particle-based asymptotic-preserving scheme for kinetic equations. Kinetic equations model transport and collision of particles in a position-velocity phase-space. With a diffusive scaling,…

Numerical Analysis · Mathematics 2020-05-21 Emil Løvbak , Giovanni Samaey , Stefan Vandewalle

Recent years have seen a growing interest in the thermodynamic cost of dissipative structures formed by active particles. Given the strong finite-size effects of such systems, it is essential to develop efficient numerical approaches that…

Soft Condensed Matter · Physics 2025-03-24 Ki-Won Kim , Euijoon Kwon , Yongjoo Baek

We demonstrate a data-driven method to solve for the invariant probability density function of a randomly perturbed dynamical system. The key idea is to replace the boundary condition of numerical schemes by a least squares problem…

Numerical Analysis · Mathematics 2019-03-27 Yao Li

We prove the existence of long-range order at sufficiently low temperatures, including zero temperature, for the three-state Potts antiferromagnet on a class of quasi-transitive plane quadrangulations, including the diced lattice. More…

Mathematical Physics · Physics 2014-09-18 Roman Kotecký , Alan D. Sokal , Jan M. Swart

Magnetization processes of the spin-1/2 antiferromagnetic $XXZ$ model in two and three spatial dimensions are studied using quantum Monte Carlo method based on stochastic series expansions. Recently developed operator-loop algorithm enables…

Strongly Correlated Electrons · Physics 2009-11-07 Seiji Yunoki

The small-scale dynamo is typically studied by assuming that the correlation time of the velocity field is zero. Some authors have used a smooth renovating flow model to study how the properties of the dynamo are affected by the correlation…

Astrophysics of Galaxies · Physics 2024-05-01 Kishore Gopalakrishnan , Nishant K Singh

Monte Carlo simulations of finite density systems are often plagued by the complex action problem. We point out that there exists certain non-commutativity in the zero chemical potential limit and the thermodynamic limit when one tries to…

High Energy Physics - Lattice · Physics 2009-11-10 Jan Ambjorn , Konstantinos N. Anagnostopoulos , Jun Nishimura , Jacobus J. M. Verbaarschot

Monte Carlo (MC) simulations are used to study the dynamics of polymer translocation through a nanopore in the limit where the translocation rate is sufficiently slow that the polymer maintains a state of conformational quasi-equilibrium.…

Soft Condensed Matter · Physics 2015-06-12 James M. Polson , Anthony C. M. McCaffrey

The dynamics of the 2D Potts ferromagnet when quenched below the transition temperature is investigated in the case of discontinuous phase transition, which is interesting for understandingthe non equilibrium dynamics of systems with many…

Statistical Mechanics · Physics 2013-01-30 Alberto Petri , Miguel Ibanez de Berganza , Vittorio Loreto

We introduce a `virtual-move' Monte Carlo (VMMC) algorithm for systems of pairwise-interacting particles. This algorithm facilitates the simulation of particles possessing attractions of short range and arbitrary strength and geometry, an…

Statistical Mechanics · Physics 2009-11-11 Stephen Whitelam , Phillip L. Geissler

We apply a generalized numerical transfer-matrix method to the 2-d Ising ferro- magnet in a nonzero field to obtain complex constrained free energies. Below $T_c$ certain eigenstates of the transfer matrix are identified as representing a…

Condensed Matter · Physics 2009-10-22 C. C. A. Guenther , Per Arne Rikvold , M. A. Novotny

In recent work [Coretti et al., The Journal of Chemical Physics, 2018, 149, 191102], a new algorithm to solve numerically the dynamics of the shell model for polarization was presented. The approach, broadly applicable to systems involving…

Statistical Mechanics · Physics 2020-06-24 Sara Bonella , Alessandro Coretti , Rodolphe Vuilleumier , Giovanni Ciccotti