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We implement a standard Monte Carlo algorithm to study the slow, equilibrium dynamics of a silica melt in a wide temperature regime, from 6100 K down to 2750 K. We find that the average dynamical behaviour of the system is in quantitative…
With Monte Carlo simulations, we investigate short-time critical dynamics of the three-dimensional anti-ferromagnetic Ising model with a globally conserved magnetization $m_s$ (not the order parameter). From the power law behavior of the…
Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…
Structural and kinetic aspects of 2-D irreversible metal deposition under potentiostatic conditions are analyzed by means of dynamic Monte Carlo simulations employing embedded atom potentials for a model system. Three limiting models, all…
We apply the mode coupling theory (MCT) which was recently worked out for molecular liquids to a liquid of diatomic, rigid molecules. Using the static correlators from a molecular dynamics simulation, we have solved the MCT-equations for…
An efficient method for computing thermodynamic equilibrium states at the micromagnetic length scale is introduced, using the Markov chain Monte Carlo method. Trial moves include not only rotations of vectors, but also a change in their…
A new Markov Chain Monte Carlo method for simulating the dynamics of molecular systems characterized by hard-core interactions is introduced. In contrast to traditional Kinetic Monte Carlo approaches, where the state of the system is…
A method is presented to tackle the sign problem in the simulations of systems having indefinite or complex-valued measures. In general, this new approach is shown to yield statistical errors smaller than the crude Monte Carlo using…
By the Wolff's cluster Monte Carlo simulations and numerical minimization within a mean field approach, we study the low temperature phase diagram of water, adopting a cell model that reproduces the known properties of water in its fluid…
Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…
This work addresses uncertainty quantification of electromagnetic devices determined by the eddy current problem. The multilevel Monte Carlo (MLMC) method is used for the treatment of uncertain parameters while the devices are discretized…
Monte Carlo simulation is often used for the reliability assessment of power systems, but it converges slowly when the system is complex. Multilevel Monte Carlo (MLMC) can be applied to speed up computation without compromises on model…
We develop a novel Monte Carlo algorithm for the vector consisting of the supremum, the time at which the supremum is attained and the position at a given (constant) time of an exponentially tempered L\'evy process. The algorithm, based on…
Monte Carlo (MC) simulations are powerful computational tools for investigating thermodynamic behavior and validating analytical approaches in complex physical systems. Here we present ETHER (Efficient Tool for THermodynamics Exploration…
A physical model based on a Monte-Carlo approach is proposed to calculate the ionization dynam- ics of warm dense matters (WDM) within particle-in-cell simulations, and where the impact (col- lision) ionization (CI), electron-ion…
We present a fast, hierarchical, and adaptive algorithm for Metropolis Monte Carlo simulations of systems with long-range interactions that reproduces the dynamics of a standard implementation exactly, i.e., the generated configurations and…
Nested Monte Carlo is widely used for risk estimation, but its efficiency is limited by the discontinuity of the indicator function and high computational cost. This paper proposes a nested Multilevel Monte Carlo (MLMC) method combined with…
This paper presents a novel event camera simulation system fully based on physically based Monte Carlo path tracing with adaptive path sampling. The adaptive sampling performed in the proposed method is based on a statistical technique,…
The unconstrained ensemble describes completely open systems whose control parameters are chemical potential, pressure, and temperature. For macroscopic systems with short-range interactions, thermodynamics prevents the simultaneous use of…
On the base of a Feynman-Kac--type formula involving Poisson stochastic processes, recently a Monte Carlo algorithm has been introduced, which describes exactly the real- or imaginary-time evolution of many-body lattice quantum systems. We…