Related papers: Application of exchange Monte Carlo method to orde…
A method for exploring unstable structures generated by nonlinear dynamical systems is introduced. It is based on the sampling of initial conditions and parameters by Replica Exchange Monte Carlo (REM), and efficient both for the search of…
We provide a proof that when there is no forcing the recently introduced projective dynamics Monte Carlo algorithm gives the exact lifetime of the metastable state, within statistical uncertainties. We also show numerical evidence…
We develop a Monte-Carlo based numerical method for solving discrete-time stochastic optimal control problems with inventory. These are optimal control problems in which the control affects only a deterministically evolving inventory…
When the two dimensional q-color Potts model in the square lattice is quenched at zero temperature with Glauber dynamics, the energy decreases in time following an Allen-Cahn power law, and the system converges to a phase with energy higher…
The order-disorder layering transitions, of the Blume-Capel model, are studied using the Monte Carlo (MC) simulations, in the presence of a variable crystal field. For a very low temperature, the results are in good agreement with the…
In this paper, we derive two bound-preserving and mass-conserving schemes based on the fractional-step method and high-order compact (HOC) finite difference method for nonlinear convection-dominated diffusion equations. We split the…
In this paper, we have studied the three dimensional Coulomb glass lattice model at half-filling using Monte Carlo Simulations. Annealing of the system shows a second-order transition from paramagnetic to charge-ordered phase for zero as…
We present the first detailed numerical study in three dimensions of a first-order phase transition that remains first-order in the presence of quenched disorder (specifically, the ferromagnetic/paramagnetic transition of the site-diluted…
Sequential Monte Carlo methods, also known as particle methods, are a popular set of techniques for approximating high-dimensional probability distributions and their normalizing constants. These methods have found numerous applications in…
Finite-temperature phase transitions in quasi-one-dimensional quarter-filled systems are investigated by the extended Hubbard model with electron-lattice coupling. Using a quantum Monte Carlo method combined with the inter-chain mean-field…
In this paper, a novel sixth order energy-conserved method is proposed for solving the three-dimensional time-domain Maxwell's equations. The new scheme preserves five discrete energy conservation laws, three momentum conservation laws,…
The results of numerical simulation using a modified Monte Carlo method with a heat bath algorithm for the pseudospin model of cuprates are presented. The temperature phase diagrams are constructed for various degrees of doping and for…
We present a Monte Carlo study of the one-component $\phi^4$ model on the cubic lattice in three dimensions. Leading order scaling corrections are studied using the finite size scaling method. We compute the corrections to scaling exponent…
We propose a sampling-based framework for finite-horizon trajectory and policy optimization under differentiable dynamics by casting controller design as inference. Specifically, we minimize a KL-regularized expected trajectory cost, which…
The numerical simulation of strongly first-order phase transitions has remained a notoriously difficult problem even for classical systems due to the exponentially suppressed (thermal) equilibration in the vicinity of such a transition. In…
Closed-form stochastic filtering equations can be derived in a general setting where probability distributions are replaced by some specific outer measures. In this article, we study how the principles of the sequential Monte Carlo method…
This article gives a comprehensive review on the recent studies of the double exchange systems using non-perturbative approaches; the dynamical mean-field theory and the Monte Carlo method. Investigations beyond mean-field type treatments…
In this work, we analyse the $q-$state Potts model with long-range interactions through nonequilibrium scaling relations commonly used when studying short-range systems. We determine the critical temperature via an optimization method for…
The dynamics of phase-separation in conserved systems with an O(N) continuous symmetry is investigated in the presence of an order parameter dependent mobility M(\phi)=1-a \phi^2. The model is studied analytically in the framework of the…
With Monte Carlo simulations, we investigate short-time critical dynamics of the three-dimensional anti-ferromagnetic Ising model with a globally conserved magnetization $m_s$ (not the order parameter). From the power law behavior of the…