Related papers: Random paths with curvature
The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and…
Continuous-time quantum Monte Carlo refers to a class of algorithms designed to sample the thermal distribution of a quantum Hamiltonian through exact expansions of the Boltzmann exponential in terms of stochastic trajectories which are…
In the present contribution three means of measuring the geometrical and topological complexity of photons' paths in random media are proposed. This is realized by investigating the behavior of the average crossing number, the mean writhe,…
We study models of continuous time, symmetric, $\Z^d$-valued random walks in random environments. One of our aims is to derive estimates on the decay of transition probabilities in a case where a uniform ellipticity assumption is absent. We…
In this article we consider transient random walks on free products of graphs. We prove that the asymptotic range of these random walks exists and is strictly positive. In particular, we show that the range varies real-analytically in terms…
A classical Monte Carlo algorithm based on the quasi-classical approximation is applied to the pseudospin Hamiltonian of the model cuprate. The model takes into account both local and non-local correlations, Heisenberg spin-exchange…
Random packings of stiff rods are self-supporting mechanical structures stabilized by long range interactions induced by contacts. To understand the geometrical and topological complexity of the packings, we first deploy X-ray computerized…
We develop a classical Monte Carlo algorithm based on a quasi-classical approximation for a pseudospin S=1 Hamiltonian in real space to construct a phase diagram of a model cuprate with a high Tc. A model description takes into account both…
A triangulated fixed connectivity surface model is investigated by using the Monte Carlo simulation technique. In order to have the macroscopic surface tension \tau, the vertices on the one-dimensional boundaries are fixed as the edges…
Monte Carlo simulations and dynamical mean-field approximations are performed to study the phase transitions in rock-scissors-paper game on different host networks. These graphs are originated from lattices by introducing quenched and…
Recent advances in steady-state analysis of power systems have introduced the equivalent split-circuit approach and corresponding continuation methods that can reliably find the correct physical solution of large-scale power system…
Matrices are said to behave as free non-commuting random variables if the action which governs their dynamics constrains only their eigenvalues, i.e. depends on traces of powers of individual matrices. The authors use recently developed…
Monte Carlo simulations are useful tools for modeling quantum systems, but in some cases they suffer from a sign problem, leading to an exponential slow down in their convergence to a value. While solving the sign problem is generically…
Using Wang-Landau sampling with suitable Monte Carlo trial moves (pull moves and bond-rebridging moves combined) we have determined the density of states and thermodynamic properties for a short sequence of the HP protein model. For free…
Many random processes can be simulated as the output of a deterministic model accepting random inputs. Such a model usually describes a complex mathematical or physical stochastic system and the randomness is introduced in the input…
The properties of template-directed nucleation are studied close to the transition where full nucleation control is lost and additional nucleation occurs beyond the pre-patterned regions. First, kinetic Monte Carlo simulations are performed…
We describe a Monte Carlo procedure which allows sampling of the disjoint configuration spaces associated with crystalline and fluid phases, within a single simulation. The method utilises biased sampling techniques to enhance the…
Random walks with a general, nonlinear barrier have found recent applications ranging from reionization topology to refinements in the excursion set theory of halos. Here, we derive the first-crossing distribution of random walks with a…
Nambu-Goto model is investigated by using the canonical Monte Carlo simulations on fixed connectivity surfaces of spherical topology. Three distinct phases are found: crumpled, tubular, and smooth. The crumpled and the tubular phases are…
An intrinsic curvature model is investigated using the canonical Monte Carlo simulations on dynamically triangulated spherical surfaces of size upto N=4842 with two fixed-vertices separated by the distance 2L. We found a first-order…