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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…

无序系统与神经网络 · 物理学 2009-11-13 Ludovic Berthier

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…

统计力学 · 物理学 2009-11-07 B. Zheng , H. J. Luo

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…

数据分析、统计与概率 · 物理学 2021-06-29 Todd A. Oliver , Christopher S. Simmons , Robert D. Moser

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…

材料科学 · 物理学 2007-05-23 M. Cecilia Gimenez , Mario G. Del Popolo , Ezequiel P. M. Leiva

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…

无序系统与神经网络 · 物理学 2009-10-31 Christoph Theis , Rolf Schilling

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…

介观与纳米尺度物理 · 物理学 2021-11-10 Serban Lepadatu

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…

计算物理 · 物理学 2017-02-07 Liborio I. Costa

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…

高能物理 - 格点 · 物理学 2008-11-26 T D Kieu , C J Griffin

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…

软凝聚态物质 · 物理学 2009-11-13 Marco G. Mazza , Kevin Stokely , Elena Strekalova , H. Eugene Stanley , Giancarlo Franzese

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…

统计力学 · 物理学 2021-01-11 Marisel Di Pietro Martínez , Martín Giuliano , Miguel Hoyuelos

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…

计算工程、金融与科学 · 计算机科学 2020-03-24 Armin Galetzka , Zeger Bontinck , Ulrich Römer , Sebastian Schöps

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…

统计计算 · 统计学 2022-07-12 Ensieh Sharifnia , Simon Tindemans

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…

数理金融 · 定量金融 2023-11-20 Jorge Ignacio González Cázares , Aleksandar Mijatović

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…

强关联电子 · 物理学 2026-03-10 Mukesh Kumar Sharma

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…

等离子体物理 · 物理学 2017-03-08 D. Wu , X. T. He , W. Yu , S. Fritzsche

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…

计算物理 · 物理学 2023-07-27 Fabio Müller , Henrik Christiansen , Stefan Schnabel , Wolfhard Janke

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…

数值分析 · 数学 2026-04-06 Yu Xu , Xiaoqun Wang

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,…

计算机视觉与模式识别 · 计算机科学 2024-08-16 Yuichiro Manabe , Tatsuya Yatagawa , Shigeo Morishima , Hiroyuki Kubo

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…

其他凝聚态物理 · 物理学 2011-07-19 Massimo Ostilli , Carlo Presilla