相关论文: Cross-correlations in scaling analyses of phase tr…
Besides the well-known effect of autocorrelations in time series of Monte Carlo simulation data resulting from the underlying Markov process, using the same data pool for computing various estimates entails additional cross correlations.…
Empirical relationships are derived for the expected sampling error of quantile estimations using Monte Carlo experiments for two frequency distributions frequently encountered in climate sciences. The relationships found are expressed as a…
We investigate the impact of quantum and thermal phase fluctuations on the suppression of superconducting order in two-dimensional systems. Within the two-dimensional quantum XY model in the phase representation, where on-site interaction…
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…
Fluctuations in conjugate thermodynamic variables are studied using the cross-correlation function. A new procedure is given enabling the derivation of fluctuation formulas for a system in equilibrium. Specifically, the cross-correlation…
Enhanced fluctuations and correlations have been observed in the phase transitions of many systems. Their appearance at the predicted QCD phase transition (especially near the expected critical point) may provide insight into the nature of…
Using the concept of finite-size scaling, Monte Carlo calculations of various models have become a very useful tool for the study of critical phenomena, with the system linear dimension as a variable. As an example, several recent studies…
Recent work on the complete wetting transition has emphasized the role played by the coupling of fluctuations of the order parameter at the wall and at the depinning fluid interface. Extending this approach to the wetting transition itself…
Interval jitter and spike resampling methods are used to analyze the time scale on which temporal correlations occur. They allow the computation of jitter corrected cross correlograms and the performance of an associated statistically…
The main purpose of percolation theory is to model phase transitions in a variety of random systems, which is highly valuable in fields related to materials physics, biology, or otherwise unrelated areas like oil extraction or even quantum…
Data series generated by complex systems exhibit fluctuations on many time scales and/or broad distributions of the values. In both equilibrium and non-equilibrium situations, the natural fluctuations are often found to follow a scaling…
An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…
Cross-spectral analysis is a mathematical tool for extracting the power spectral density of a correlated signal from two time series in the presence of uncorrelated interfering signals. We demonstrate and explain a set of conditions where…
The scaling of the transition temperature into an ordered phase close to a quantum critical point as well as the order parameter fluctuations inside the quantum critical region provide valuable information about universal properties of the…
The importance-sampling Monte Carlo algorithm appears to be the universally optimal solution to the problem of sampling the state space of statistical mechanical systems according to the relative importance of configurations for the…
A general self-consistency approach allows a thorough treatment of the corrections to the standard mean-field approximation (MFA). The natural extension of standard MFA with the help of a cumulant expansion leads to a new point of view on…
In structural credit risk models, default events and the ensuing losses are both derived from the asset values at maturity. Hence it is of utmost importance to choose a distribution for these asset values which is in accordance with…
Increasing shares of fluctuating renewable energy sources induce higher and higher power flow variability at the transmission level. The question arises as to what extent existing networks can absorb additional fluctuating power injection…
Enhanced fluctuations and correlations have been observed in the phase transitions of many systems. Their appearance at the predicted QCD phase transition (especially near the expected critical point) may provide insight into the nature of…
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…