Related papers: Monte Carlo results for three-dimensional self-avo…
The probability distribution p(l) of an atom to return to a step at distance l from the detachment site, with a random walk in between, is exactly enumerated. In particular, we study the dependence of p(l) on step roughness, presence of…
We introduce a quantum Monte Carlo method to simulate the reversible dynamics of correlated many-body systems. Our method is based on the Laplace transform of the time-evolution operator which, as opposed to most quantum Monte Carlo…
The piecewise exponential model is a flexible non-parametric approach for time-to-event data, but extrapolation beyond final observation times typically relies on random walk priors and deterministic knot locations, resulting in unrealistic…
In this paper we introduce and discuss numerical schemes for the approximation of kinetic equations for flocking behavior with phase transitions that incorporate uncertain quantities. This class of schemes here considered make use of a…
Sensitivity analysis (SA) is a procedure for studying how sensitive are the output results of large-scale mathematical models to some uncertainties of the input data. The models are described as a system of partial differential equations.…
We study analytically the relaxation eigenmodes of a simple Monte Carlo algorithm, corresponding to a particle in a box which moves by uniform random jumps. Moves outside of the box are rejected. At long times, the system approaches the…
We propose a method of estimating the uncertainty of a result obtained through extrapolation to the complete basis set limit. The method is based on an ensemble of random walks which simulate all possible extrapolation outcomes that could…
Simulations of QCD suffer from severe critical slowing down towards the continuum limit. This problem is known to be prominent in the topological charge, however, all observables are affected to various degree by these slow modes in the…
We prove error bounds in a central limit theorem for solutions of certain convolution equations. The main motivation for investigating these equations stems from applications to lace expansions, in particular to weakly self-avoiding random…
The scaling limit of the two-dimensional self-avoiding walk (SAW) is believed to be given by the Schramm-Loewner evolution (SLE) with the parameter kappa equal to 8/3. The scaling limit of the SAW has a natural parameterization and SLE has…
Importance sampling Monte-Carlo methods are widely used for the approximation of expectations with respect to partially known probability measures. In this paper we study a deterministic version of such an estimator based on quasi-Monte…
In this paper we present an extension of population-based Markov chain Monte Carlo (MCMC) to the trans-dimensional case. One of the main challenges in MCMC-based inference is that of simulating from high and trans-dimensional target…
We propose extensions and improvements of the statistical analysis of distributed multipoles (SADM) algorithm put forth by Chipot et al. in [6] for the derivation of distributed atomic multipoles from the quantum-mechanical electrostatic…
Our focus is on the design and analysis of efficient Monte Carlo methods for computing tail probabilities for the suprema of Gaussian random fields, along with conditional expectations of functionals of the fields given the existence of…
We present the results of a Monte Carlo simulation of the antiferromagnetic RP(2) model in three dimensions. With finite-size scaling techniques we accurately measure the critical exponents and compare them with those of O(N) models. We are…
Irreversible and rejection-free Monte Carlo methods, recently developed in Physics under the name Event-Chain and known in Statistics as Piecewise Deterministic Monte Carlo (PDMC), have proven to produce clear acceleration over standard…
We study coarsening phenomena in three different simple exclusion processes with quenched disordered jump rates. In the case of the totally asymmetric process, an earlier phenomenological description is improved, yielding for the time…
Recently Carlon et. al. investigated the critical behavior of the pair contact process with diffusion [cond-mat/9912347]. Using density matrix renormalization group methods, they estimate the critical exponents, raising the possibility that…
We investigate the isotropic-anisotropic phase transition of the two-dimensional XY model with six-fold anisotropy, using Monte Carlo renormalization group method. The result indicates difficulty of observing asymptotic critical behavior in…
We study the scaling properties of polymers in a d-dimensional medium with quenched defects that have power law correlations ~r^{-a} for large separations r. This type of disorder is known to be relevant for magnetic phase transitions. We…