A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of nonequilibrium systems. Results for the quasistationary probability distribution in two model systems are compared with the asymptotically exact theory in the limit of extremely small noise intensity. Singularities of the nonequilibrium distributions are revealed by the simulations
Summary. This article considers quasi-Monte Carlo sampling for integrands having isolated point sing...
The jump-walking Monte-Carlo algorithm is revisited and updated to study the equilibrium properties ...
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body sy...
A numerical technique is introduced that reduces exponentially the time required for Monte Carlo sim...
SUMMARY A numerical technique is introduced that reduces exponentially the time required for Monte...
Abstract: A new numerical technique is demonstrated and shown to reduce exponentially the time requi...
A new numerical technique is demonstrated and shown to reduce exponentially the time required for Mo...
Noise-induced fluctuations in non-linear systems are studied theoretically and experimentally for fi...
Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matt...
A treatment of direct simulation Monte Carlo method as a Markov process with a master equation is gi...
How to find the (strongly non-Boltzmann) distribution in a far-from-equilibrium system is a problem ...
Monte Carlo Simulation in Statistical Physics deals with the computer simulation of many-body system...
An infinitely divisible random vector without Gaussian component admits representations of shot nois...
By using the Monte Carlo method, we can obtain the minimum value of a function V(r) that is generall...
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo infer...
Summary. This article considers quasi-Monte Carlo sampling for integrands having isolated point sing...
The jump-walking Monte-Carlo algorithm is revisited and updated to study the equilibrium properties ...
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body sy...
A numerical technique is introduced that reduces exponentially the time required for Monte Carlo sim...
SUMMARY A numerical technique is introduced that reduces exponentially the time required for Monte...
Abstract: A new numerical technique is demonstrated and shown to reduce exponentially the time requi...
A new numerical technique is demonstrated and shown to reduce exponentially the time required for Mo...
Noise-induced fluctuations in non-linear systems are studied theoretically and experimentally for fi...
Metropolis Monte Carlo simulation is a powerful tool for studying the equilibrium properties of matt...
A treatment of direct simulation Monte Carlo method as a Markov process with a master equation is gi...
How to find the (strongly non-Boltzmann) distribution in a far-from-equilibrium system is a problem ...
Monte Carlo Simulation in Statistical Physics deals with the computer simulation of many-body system...
An infinitely divisible random vector without Gaussian component admits representations of shot nois...
By using the Monte Carlo method, we can obtain the minimum value of a function V(r) that is generall...
This paper gives foundational results for the application of quasi-stationarity to Monte Carlo infer...
Summary. This article considers quasi-Monte Carlo sampling for integrands having isolated point sing...
The jump-walking Monte-Carlo algorithm is revisited and updated to study the equilibrium properties ...
We present an algorithm for the simulation of the exact real-time dynamics of classical many-body sy...