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We consider a directed graph on the 2-dimensional integer lattice, placing a directed edge from vertex $(i_1,i_2)$ to $(j_1,j_2)$, whenever $i_1 \le j_1$, $i_2 \le j_2$, with probability $p$, independently for each such pair of vertices.…

Probability · Mathematics 2013-08-26 Takis Konstantopoulos , Katja Trinajstić

We consider a stochastic directed graph on the integers whereby a directed edge between $i$ and a larger integer $j$ exists with probability $p_{j-i}$ depending solely on the distance between the two integers. Under broad conditions, we…

Probability · Mathematics 2017-11-29 Denis Denisov , Sergey Foss , Takis Konstantopoulos

Simple random walks on a partially directed version of $\mathbb{Z}^2$ are considered. More precisely, vertical edges between neighbouring vertices of $\mathbb{Z}^2$ can be traversed in both directions (they are undirected) while horizontal…

Probability · Mathematics 2014-01-31 Massimo Campanino , Dimitri Petritis

The behaviour of the one--dimensional random--forced Burgers equation is investigated in the path integral formalism, using a discrete space--time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…

High Energy Physics - Lattice · Physics 2009-01-14 P. Düben , D. Homeier , K. Jansen , D. Mesterhazy , G. Münster , C. Urbach

The critical behavior of the contact process in disordered and periodic binary 2d-lattices is investigated numerically by means of Monte Carlo simulations as well as via an analytical approximation and standard mean field theory.…

Statistical Mechanics · Physics 2009-11-13 S. V. Fallert , Y. M. Kim , C. J. Neugebauer , S. N. Taraskin

This paper considers a random structure on the lattice $\mathbb{Z}^2$ of the following kind. To each edge $e$ a random variable $X_e$ is assigned, together with a random sign $Y_e \in \{-1,+1\}$. For an infinite self-avoiding path on…

Probability · Mathematics 2019-07-24 Emilio De Santis , Mauro Piccioni

The aim of this article is to provide a simple sampling procedure to reconstruct any monotone path from its signature. For every N, we sample a lattice path of N steps with weights given by the coefficient of the corresponding word in the…

Probability · Mathematics 2016-12-15 Jiawei Chang , Nick Duffield , Hao Ni , Weijun Xu

Path integral Monte Carlo (PIMC) simulations are used to calculate the momentum distribution of the homogeneous electron gas at finite temperature. This is done by calculating the off-diagonal elements of the real-space density matrix,…

Statistical Mechanics · Physics 2007-05-23 B. Militzer , E. L. Pollock , D. M. Ceperley

In Monte Carlo simulations, proposed configurations are accepted or rejected according to an acceptance ratio, which depends on an underlying probability distribution and an a priori sampling probability. By carefully selecting the…

Computational Physics · Physics 2023-02-09 Emanuel Casiano-Diaz , Kipton Barros , Ying Wai Li , Adrian Del Maestro

We investigate the statistical properties of interfering directed paths in disordered media. At long distance, the average sign of the sum over paths may tend to zero (sign-disordered) or remain finite (sign-ordered) depending on…

Statistical Mechanics · Physics 2018-01-17 C. L. Baldwin , C. R. Laumann , B. Spivak

We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…

Data Analysis, Statistics and Probability · Physics 2009-11-10 Michel G. Gauthier , Gary W. Slater

Let $G$ be a directed graph on finitely many vertices and edges, and assign a positive weight to each edge on $G$. Fix vertices $u$ and $v$ and consider the set of paths that start at $u$ and end at $v$, self-intersecting in any number of…

Probability · Mathematics 2013-06-13 R. Edwards , E. Foxall , T. J. Perkins

Consider a randomly-oriented two dimensional Manhattan lattice where each horizontal line and each vertical line is assigned, once and for all, a random direction by flipping independent and identically distributed coins. A deterministic…

Probability · Mathematics 2019-04-30 Andrea Collevecchio , Kais Hamza , Laurent Tournier

Message-passing architectures struggle to sufficiently model long-range dependencies in node and graph prediction tasks. We propose a novel approach exploiting hierarchical graph structures and adaptive random walks to address this…

Machine Learning · Computer Science 2025-09-03 Joël Mathys , Federico Errica

The Monte Carlo evaluation of path integrals is one of a few general purpose methods to approach strongly coupled systems. It is used in all branches of Physics, from QCD/nuclear physics to the correlated electron systems. However, many…

High Energy Physics - Lattice · Physics 2020-07-13 Andrei Alexandru , Gokce Basar , Paulo F. Bedaque , Neill C. Warrington

A Monte Carlo method for simulating a multi-dimensional diffusion process conditioned on hitting a fixed point at a fixed future time is developed. Proposals for such diffusion bridges are obtained by superimposing an additional guiding…

Probability · Mathematics 2017-05-30 Moritz Schauer , Frank van der Meulen , Harry van Zanten

We study the persistent random walk of photons on a one-dimensional lattice of random asymmetric transmittances. Each site is characterized by its intensity transmittance t (t') for photons moving to the right (left) direction.…

Statistical Mechanics · Physics 2012-03-19 Zeinab Sadjadi , MirFaez Miri

An improved real-time quantum Monte Carlo procedure is presented and applied to describe the electronic transfer dynamics along molecular chains. The model consists of discrete electronic sites coupled to a thermal environment which is…

Chemical Physics · Physics 2009-11-10 L. Muehlbacher , J. Ankerhold , C. Escher

Complex visual effects such as caustics are often produced by light paths containing multiple consecutive specular vertices (dubbed specular chains), which pose a challenge to unbiased estimation in Monte Carlo rendering. In this work, we…

Computer Vision and Pattern Recognition · Computer Science 2023-11-23 Zhimin Fan , Pengpei Hong , Jie Guo , Changqing Zou , Yanwen Guo , Ling-Qi Yan

We introduce a path sampling method for obtaining statistical properties of an arbitrary stochastic dynamics. The method works by decomposing a trajectory in time, estimating the probability of satisfying a progress constraint, modifying…

Statistical Mechanics · Physics 2015-06-04 Nicholas Guttenberg , Aaron R. Dinner , Jonathan Weare
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