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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…

计算金融 · 定量金融 2016-05-09 Louis Paulot

This chapter is devoted to the computation of equilibrium (thermodynamic) properties of quantum systems. In particular, we will be interested in the situation where the interaction between particles is so strong that it cannot be treated as…

介观与纳米尺度物理 · 物理学 2016-02-03 Alexei Filinov , Jens Böning , Michael Bonitz

A boundary-based net-exchange Monte Carlo method was introduced in [1] that allows to bypass the difficulties encountered by standard Monte Carlo algorithms in the limit of optically thick absorption (and/or for quasi-isothermal…

计算物理 · 物理学 2019-03-06 V. Eymet , R. Fournier , S. Blanco , J. L. Dufresne

This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…

偏微分方程分析 · 数学 2017-06-27 Boris Baeumer , Mihály Kovács , Mark M. Meerschaert , Harish Sankaranarayanan

The deposition of a metal on a foreign substrate is studied by means of grand canonical Monte Carlo simulations and a lattice-gas model with pair potential interactions between nearest neighbors. The influence of temperature and surface…

统计力学 · 物理学 2009-11-13 M. Cecilia Gimenez , Antonio J. Ramirez-Pastor , Ezequiel P. M. Leiva

The boundary treatment is fundamental for modeling fluid flows; especially, in the lattice Boltzmann method, the curved boundary conditions effectively improve the accuracy of single-phase simulations with complex-geometry boundaries.…

流体动力学 · 物理学 2022-07-22 Yichen Yao , Yangsha Liu , Xingguo Zhong , Binghai Wen

Tethering methods allow us to perform Monte Carlo simulations in ensembles with conserved quantities. Specifically, one couples a reservoir to the physical magnitude of interest, and studies the statistical ensemble where the total…

统计力学 · 物理学 2011-08-29 V. Martin-Mayor , B. Seoane , D. Yllanes

We simulate a molecular Bose-Einstein condensate in the strongly dipolar regime, observing the existence of self-bound droplets, as well as their splitting into multiple droplets by confinement-induced frustration. Our quantum Monte Carlo…

量子气体 · 物理学 2024-07-16 Tim Langen , Jordi Boronat , Juan Sánchez-Baena , Raúl Bombín , Tijs Karman , Ferran Mazzanti

Calculations of topological observables in lattice gauge theories with traditional Monte Carlo algorithms have long been known to be a difficult task, owing to the effects of long autocorrelations times. Several mitigation strategies have…

高能物理 - 格点 · 物理学 2023-10-19 Claudio Bonanno , Alessandro Nada , Davide Vadacchino

We propose and use a novel, hybrid Monte Carlo algorithm that combines configurational bias particle swaps with parallel tempering. We use this new method to simulate a standard model of a glass forming binary mixture above and below the…

软凝聚态物质 · 物理学 2009-11-11 Elijah Flenner , Grzegorz Szamel

We propose an algorithm for molecular dynamics or Monte Carlo simulations that uses an interpolation procedure to estimate potential energy values from energies and gradients evaluated previously at points of a simplicial mesh. We chose an…

计算物理 · 物理学 2020-01-07 Konstantin Karandashev , Jiri Vanicek

We extend Monte Carlo samplers based on piecewise deterministic Markov processes (PDMP samplers) by formally defining different boundary conditions such as sticky floors, soft and hard walls and teleportation portals. This allows PDMP…

统计计算 · 统计学 2023-03-15 Joris Bierkens , Sebastiano Grazzi , Gareth Roberts , Moritz Schauer

An approximate treatment of exchange in finite-temperature path integral Monte Carlo simulations for fermions has been proposed. In this method, some of the fine details of density matrix due to permutations have been smoothed over or…

统计力学 · 物理学 2015-05-13 D. Y. Sun

A common approach for the numerical simulation of wave propagation on a spatially unbounded domain is to truncate the domain via an artificial boundary, thus forming a finite computational domain with an outer boundary. Absorbing boundary…

广义相对论与量子宇宙学 · 物理学 2008-11-26 Olivier Sarbach

Computational codes based on the Diffusion Monte Carlo method can be used to determine the quantum state of two-electron systems confined by external potentials of various nature and geometry. In this work, we show how the application of…

化学物理 · 物理学 2021-02-24 Gaia Micca Longo , Carla Maria Coppola , Domenico Giordano , Savino Longo

We construct a matrix model equivalent (exactly, not asymptotically), to the random plane partition model, with almost arbitrary boundary conditions. Equivalently, it is also a random matrix model for a TASEP-like process with arbitrary…

数学物理 · 物理学 2009-11-13 Bertrand Eynard

Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…

统计计算 · 统计学 2016-04-13 Chris J. Maddison

We describe collective-move Monte Carlo algorithms designed to approximate the overdamped dynamics of self-assembling nanoscale components equipped with strong, short-ranged and anisotropic interactions. Conventional Monte Carlo simulations…

统计力学 · 物理学 2012-04-16 Stephen Whitelam

The task of accurately locating fluid phase boundaries by means of computer simulation is hampered by problems associated with sampling both coexisting phases in a single simulation run. We explain the physical background to these problems…

统计力学 · 物理学 2009-11-07 N. B. Wilding

Mean value interpolation is a method for fitting a smooth function to piecewise-linear data prescribed on the boundary of a polygon of arbitrary shape, and has applications in computer graphics and curve and surface modelling. The method…

数值分析 · 数学 2019-06-21 Michael S. Floater , Francesco Patrizi