相关论文: Optimum Monte Carlo Simulations: Some Exact Result…
Monte Carlo simulations are powerful tools for understanding the effects of radiation interactions within detector devices allowing not only to evaluate typical estimates for experimental measurements and to serve as means for designing…
Monte Carlo simulations of diffusion processes often introduce bias in the final result, due to time discretization. Using an auxiliary Poisson process, it is possible to run simulations which are unbiased. In this article, we propose such…
We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…
We measure by Monte Carlo simulations $\g_{string}$ for a model of random surfaces embedded in three dimensional Euclidean space-time. The action of the string is the usual Polyakov action plus an extrinsic curvature term. The system…
The electromigration (EM) of metallic lines is studied in terms of competition between two percolative processes taking place in a random resistor network. The effects associated with the transport of mass and with the consequent growth of…
An alternative Monte Carlo estimator for the one-body density rho(r) is presented. This estimator has a simple form and can be readily used in any type of Monte Carlo simulation. Comparisons with the usual regularization of the…
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 analyze the accuracy and sample complexity of variational Monte Carlo approaches to simulate the dynamics of many-body quantum systems classically. By systematically studying the relevant stochastic estimators, we are able to: (i) prove…
Monte Carlo methods play important part in modern statistical physics. The application of these methods suffer from two main difficulties.The first is caused by the relatively small number of particles that can participate in any numerical…
Markov chain Monte Carlo methods are primarily used for sampling from a given probability distribution and estimating multi-dimensional integrals based on the information contained in the generated samples. Whenever it is possible, more…
I consider the problem of integrating a function $f$ over the $d$-dimensional unit cube. I describe a multilevel Monte Carlo method that estimates the integral with variance at most $\epsilon^{2}$ in $O(d+\ln(d)d_{t}\epsilon^{-2})$ time,…
Dynamical triangulations of four-dimensional Euclidean quantum gravity give rise to an interesting, numerically accessible model of quantum gravity. We give a simple introduction to the model and discuss two particularly important issues.…
We motive and calculate Newton--Cotes quadrature integration variance and compare it directly with Monte Carlo (MC) integration variance. We find an equivalence between deterministic quadrature sampling and random MC sampling by noting that…
I review three different non-perturbative approaches to the three dimensional Thirring model: the 1/N_f expansion, Schwinger-Dyson equations, and Monte Carlo simulation. Simulation results are presented to support the existence of a…
In this paper, we propose and analyze a new stochastic homogenization method for diffusion equations with random and fast oscillatory coefficients. In the proposed method, the homogenized solutions are sought through a two-stage procedure.…
The behaviour of the one--dimensional random--forced Burgers equation is investigated in the path integral formalism, using a discrete space--time lattice. We show that by means of Monte Carlo methods one may evaluate observables, such as…
Monte Carlo simulations have been performed to investigate the relaxation of the L10 long-range order in dimensionally reduced systems. The effect of the number of (001)-type monatomic layers and of the pair interaction energies on these…
Neutron oscillation into mirror neutron, a sterile state exactly degenerate in mass with the neutron, could be a very rapid process, even faster than the neutron decay itself. It can be observed by comparing the neutron lose rates in an…
We study an induced dynamics in the space of energy of single-spin-flip Monte Carlo algorithm. The method gives an efficient reweighting technique. This dynamics is shown to have relaxation times proportional to the specific heat. Thus, it…
Recent work on the complete wetting transition for three dimensional systems with short-ranged forces has emphasized the role played by the coupling of order-parameter fluctuations near the wall and depinning interface. It has been proposed…