Related papers: Monte Carlo results for three-dimensional self-avo…
The random walk problem is studied in two and three dimensions in the presence of a random distribution of static traps. An efficient Monte Carlo method, based on a mapping onto a polymer model, is used to measure the survival probability…
Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…
Using an elaborate set of simulational tools and statistically optimized methods of data analysis we investigate the scaling behavior of the correlation lengths of three-dimensional classical O($n$) spin models. Considering…
We consider self-avoiding walks terminally attached to a surface at which they can adsorb. A force is applied, normal to the surface, to desorb the walk and we investigate how the behaviour depends on the vertex of the walk at which the…
We present a combination of analytical and numerical calculations for the critical behavior of a supersymmetric non-linear $\sigma$-model within the context of the localization transition of a disordered one-electron system. As a result, we…
We prove that the susceptibility of the continuous-time weakly self-avoiding walk on $\mathbb{Z}^d$, in the critical dimension $d=4$, has a logarithmic correction to mean-field scaling behaviour as the critical point is approached, with…
A method is proposed to handle the sign problem in the simulation of systems having indefinite or complex-valued measures. In general, this new approach, which is based on renormalisation blocking, is shown to yield statistical errors…
The efficiency of Monte Carlo samplers is dictated not only by energetic effects, such as large barriers, but also by entropic effects that are due to the sheer volume that is sampled. The latter effects appear in the form of an entropic…
We describe a method to compute renormalized coupling constants in a Monte Carlo renormalization group calculation. It can be used, e.g., for lattice spin or gauge models. The basic idea is to simulate a joint system of block spins and…
We have tested the theoretical values of critical exponents, predicted for the three--dimensional Heisenberg model, based on the published Monte Carlo (MC) simulation data for the susceptibility. Two different sets of the critical exponents…
We use extensive Monte Carlo transfer matrix calculations on infinite strips of widths $L$ up to 30 lattice spacing and a finite-size scaling analysis to obtain critical exponents and conformal anomaly number $c$ for the two-dimensional…
Statistical inference for discretely observed jump-diffusion processes is a complex problem which motivates new methodological challenges. Thus existing approaches invariably resort to time-discretisations which inevitably lead to…
In the finite-size scaling analysis of Monte Carlo data, instead of computing the observables at fixed Hamiltonian parameters, one may choose to keep a renormalization-group invariant quantity, also called phenomenological coupling, fixed…
We consider random self-avoiding walks between two points on the boundary of a finite subdomain of Z^d (the probability of a self-avoiding trajectory gamma is proportional to mu^{-length(gamma)}). We show that the random trajectory becomes…
We describe a new algebraic technique for enumerating self-avoiding walks on the rectangular lattice. The computational complexity of enumerating walks of $N$ steps is of order $3^{N/4}$ times a polynomial in $N$, and so the approach is…
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…
Using Monte Carlo method we study a two-dimensional model with infinitely many absorbing states. Our estimation of the critical exponent beta=0.273(5) suggests that the model belongs to the (1+1) rather than (2+1) directed-percolation…
We study the critical behavior of frustrated systems by means of Pade-Borel resummed three-loop renormalization-group expansions and numerical Monte Carlo simulations. Amazingly, for six-component spins where the transition is second order,…
We introduce a class of Monte Carlo estimators that aim to overcome the rapid growth of variance with dimension often observed for standard estimators by exploiting the target's independence structure. We identify the most basic…
We calculate the correction-to-scaling exponent $\omega_T$ that characterizes the approach to the scaling limit in multicomponent polymer solutions. A direct Monte Carlo determination of $\omega_T$ in a system of interacting self-avoiding…