Related papers: Random paths with curvature
We have studied the conformational properties of a flexible end-grafted chain (length $N$) with a rigid side chain (length $S$) by means of Monte Carlo simulations. Depending on the lengths $N$ and $S$ and the branching site, $b$, we…
We investigate the quantum phase transitions of a disordered nanowire from superconducting to metallic behavior by employing extensive Monte Carlo simulations. To this end, we map the quantum action onto a (1+1)-dimensional classical XY…
We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…
We study a simple run-and-tumble random walk whose switching frequency from run mode to tumble mode and the reverse depend on a stochastic signal. We consider a particularly sharp, step-like dependence, where the run to tumble switching…
We propose a simple modification to the wild bootstrap procedure and establish its asymptotic validity for linear regression models with many covariates and heteroskedastic errors. Monte Carlo simulations show that the modified wild…
One of the most active areas of physics in the last decades has been that of critical phenomena, and Monte Carlo simulations have played an important role as a guide for the validation and prediction of system properties close to the…
We study the winding behavior of random walks on two oriented square lattices. One common feature of these walks is that they are bound to revolve clockwise. We also obtain quantitative results of transience/recurrence for each walk.
We discuss various aspects of the randomly interacting directed polymers with emphasis on the phases and phase transition. We also discuss the behaviour of overlaps of directed paths in a random medium.
We analyze a new Monte Carlo method which uses transition matrix in the space of energy. This method gives an efficient reweighting technique. The associated artificial dynamics is a constrained random walk in energy, producing the result…
Based on numerical simulation and local stability analysis we describe the structure of the phase space of the edge/triangle model of random graphs. We support simulation evidence with mathematical proof of continuity and discontinuity for…
In World Line Path Integral representation Abelian Higgs theories admit a curvature term in the Hamiltonian. Using Monte Carlo simulations we show that the curvature term drives a phase transition at sufficiently strong coupling. In…
We introduce and discuss Monte Carlo methods in quantum field theories. Methods of independent Monte Carlo, such as random sampling and importance sampling, and methods of dependent Monte Carlo, such as Metropolis sampling and Hamiltonian…
Random walks serve as important tools for studying complex network structures, yet their dynamics in cases where transition probabilities are not static remain under explored and poorly understood. Here we study nonlinear random walks that…
We consider a version of random motion of hard core particles on the semi-lattice $ 1, 2, 3,...$, where in each time instant one of three possible events occurs, viz., (a) a randomly chosen particle hops to a free neighboring site, (b) a…
We report several important observations that underscore the distinctions between the constrained-path Monte Carlo method and the continuum and lattice versions of the fixed-node method. The main distinctions stem from the differences in…
We use the order complex corresponding to a symmetric matrix (defined by Giusti et al in 2015). In this note, we use it to define a class of models of random graphs, and show some surprising experimental results, showing sharp phase…
Monte Carlo simulations are one of the major tools in statistical physics, complex system science, and other fields, and an increasing number of these simulations is run on distributed systems like clusters or grids. This raises the issue…
In this work we investigate the dynamics of random walk processes on scale-free networks in a short to moderate time scale. We perform extensive simulations for the calculation of the mean squared displacement, the network coverage and the…
In this paper, our focus lies on the Merton's jump diffusion model, employing jump processes characterized by the compound Poisson process. Our primary objective is to forecast the drift and volatility of the model using a variety of…
We present an iterative sampling method which delivers upper and lower bounding processes for the Brownian path. We develop such processes with particular emphasis on being able to unbiasedly simulate them on a personal computer. The…