monte carlo implementation
Recently Published Documents


TOTAL DOCUMENTS

62
(FIVE YEARS 9)

H-INDEX

15
(FIVE YEARS 1)

2021 ◽  
Vol 2021 (4) ◽  
Author(s):  
P. Caucal ◽  
E. Iancu ◽  
G. Soyez

Abstract In a series of previous papers, we have presented a new approach, based on perturbative QCD, for the evolution of a jet in a dense quark-gluon plasma. In the original formulation, the plasma was assumed to be homogeneous and static. In this work, we extend our description and its Monte Carlo implementation to a plasma obeying Bjorken longitudinal expansion. Our key observation is that the factorisation between vacuum-like and medium-induced emissions, derived in the static case, still holds for an expanding medium, albeit with modified rates for medium-induced emissions and transverse momentum broadening, and with a modified phase-space for vacuum-like emissions. We highlight a scaling relation valid for the energy spectrum of medium-induced emissions, through which the case of an expanding medium is mapped onto an effective static medium. We find that scaling violations due to vacuum-like emissions and transverse momentum broadening are numerically small. Our new predictions for the nuclear modification factor for jets RAA, the in-medium fragmentation functions, and substructure distributions are very similar to our previous estimates for a static medium, maintaining the overall good qualitative agreement with existing LHC measurements. In the case of RAA, we find that the agreement with the data is significantly improved at large transverse momenta pT ≳ 500 GeV after including the effects of the nuclear parton distribution functions.


2020 ◽  
Vol 26 (4) ◽  
pp. 293-301
Author(s):  
Arun Kumar Polala ◽  
Giray Ökten

AbstractWe describe an implementation of the de-biased estimator using mixed sequences; these are sequences obtained from pseudorandom and low-discrepancy sequences. We use this implementation to numerically solve some stochastic differential equations from computational finance. The mixed sequences, when combined with Brownian bridge or principal component analysis constructions, offer convergence rates significantly better than the Monte Carlo implementation.


2020 ◽  
Vol 136 (5) ◽  
pp. 407-416
Author(s):  
Wojciech Przybył ◽  
Wojciech Radosz ◽  
Adam Januszko

2020 ◽  
Vol 249 (1) ◽  
pp. 2
Author(s):  
Xiaoli Lian ◽  
Haiguang Xu ◽  
Dongchao Zheng ◽  
Zhenghao Zhu ◽  
Dan Hu

2019 ◽  
Vol 25 (4) ◽  
pp. 329-340 ◽  
Author(s):  
Preston Hamlin ◽  
W. John Thrasher ◽  
Walid Keyrouz ◽  
Michael Mascagni

Abstract One method of computing the electrostatic energy of a biomolecule in a solution uses a continuum representation of the solution via the Poisson–Boltzmann equation. This can be solved in many ways, and we consider a Monte Carlo method of our design that combines the Walk-on-Spheres and Walk-on-Subdomains algorithms. In the course of examining the Monte Carlo implementation of this method, an issue was discovered in the Walk-on-Subdomains portion of the algorithm which caused the algorithm to sometimes take an abnormally long time to complete. As the problem occurs when a walker repeatedly oscillates between two subdomains, it is something that could cause a large increase in runtime for any method that used a similar algorithm. This issue is described in detail and a potential solution is examined.


2018 ◽  
Vol 24 (2) ◽  
pp. 93-99
Author(s):  
Nguyet Nguyen ◽  
Linlin Xu ◽  
Giray Ökten

Abstract The ziggurat method is a fast random variable generation method introduced by Marsaglia and Tsang in a series of papers. We discuss how the ziggurat method can be implemented for low-discrepancy sequences, and present algorithms and numerical results when the method is used to generate samples from the normal and gamma distributions.


Sign in / Sign up

Export Citation Format

Share Document