Related papers: Monte Carlo simulation with time step quantificati…
Computing systems interacting with real-world processes must safely and reliably process uncertain data. The Monte Carlo method is a popular approach for computing with such uncertain values. This article introduces a framework for…
Monte Carlo simulations are widely used in many areas including particle accelerators. In this lecture, after a short introduction and reviewing of some statistical backgrounds, we will discuss methods such as direct inversion, rejection…
We present a new class of interacting Markov chain Monte Carlo algorithms for solving numerically discrete-time measure-valued equations. The associated stochastic processes belong to the class of self-interacting Markov chains. In contrast…
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…
Kinetic descriptions of runaway electrons (RE) are usually based on Fokker-Planck models that determine the probability distribution function (PDF) of RE in 2-dimensional momentum space. Despite of the simplification involved, the…
We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and…
Neutron oscillation into mirror neutron, a sterile state exactly degenerate in mass with the neutron, could be a very rapid process, even faster than the neutron decay itself. It can be observed by comparing the neutron lose rates in an…
An extended ensemble Monte Carlo algorithm is proposed by introducing a violation of the detailed balance condition to the update scheme of the inverse temperature in simulated tempering. Our method, irreversible simulated tempering, is…
An efficient method is presented as a means of an approximate, analytic time-dependent solution of the Fokker-Planck equation (FPE) for the Langevin model subjected to additive and multiplicative noise. We have assumed that the dynamical…
The behavior of the one-dimensional random-force-driven Burgers equation is investigated in the path integral formalism on a discrete space-time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…
The nuclear shell model is known to describe the properties of various nuclei extremely well. However, the auxiliary-field quantum Monte Carlo calculations cannot be applied to it with general interactions due to the sign problem. The model…
The results of numerical simulation using a modified Monte Carlo method with a thermostat algorithm for a pseudospin model of orthonickelates are presented. Temperature phase diagrams are constructed for various degrees of filling and for…
We study an irreversible Markov chain Monte Carlo method based on a skew detailed balance condition for an one-dimensional Ising model. Dynamical behavior of the magnetization density is analyzed in order to understand the properties of…
The magnetization reversal rate via thermal creation of soliton pairs in quasi-1D ferromagnetic systems is calculated. Such a model describes e.g. the time dependent coercivity of elongated particles as used in magnetic recording media. The…
We present a method to model the interaction and the dynamics of atoms excited to Rydberg states. We show a way to solve the optical Bloch equations for laser excitation of the frozen gas in good agreement with the experiment. A second…
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…
Magnetic nanoparticles are useful in many medical applications because they interact with biology on a cellular level thus allowing microenvironmental investigation. An enhanced understanding of the dynamics of magnetic particles may lead…
Recently some of us have constructed a Fokker-Planck formalism to describe the equilibration of the terrace-width distribution of a vicinal surface from an arbitrary initial configuration. However, the meaning of the associated relaxation…
We investigate the dynamical and steady-state spin response of the nonequilibrium Anderson model to magnetic fields, bias voltage, and temperature using a numerically exact method combining a bold-line quantum Monte Carlo technique with the…
Monte Carlo (MC) simulations of lattice models are a widely used way to compute thermodynamic properties of substitutional alloys. A limitation to their more widespread use is the difficulty of driving a MC simulation in order to obtain the…