Symmetric simple exclusion process with free boundaries

We consider the one dimensional symmetric simple exclusion process (SSEP) with additional births and deaths restricted to a subset of configurations where there is a leftmost hole and a rightmost particle. At a fixed rate birth of particles occur at the position of the leftmost hole and at the same rate, independently, the rightmost particle dies. We prove convergence to a hydrodynamic limit and discuss its relation with a free boundary problem.Comment: 29 pages, 4 figure

Processes with Long Memory: Regenerative Construction and Perfect Simulation

We present a perfect simulation algorithm for stationary processes indexed by Z, with summable memory decay. Depending on the decay, we construct the process on finite or semi-infinite intervals, explicitly from an i.i.d. uniform sequence. Even though the process has infinite memory, its value at time 0 depends only on a finite, but random, number of these uniform variables. The algorithm is based on a recent regenerative construction of these measures by Ferrari, Maass, Mart{\'\i}nez and Ney. As applications, we discuss the perfect simulation of binary autoregressions and Markov chains on the unit interval.Comment: 27 pages, one figure. Version accepted by Annals of Applied Probability. Small changes with respect to version

Multicanonical Parallel Tempering

We present a novel implementation of the parallel tempering Monte Carlo method in a multicanonical ensemble. Multicanonical weights are derived by a self-consistent iterative process using a Boltzmann inversion of global energy histograms. This procedure gives rise to a much broader overlap of thermodynamic-property histograms; fewer replicas are necessary in parallel tempering simulations, and the acceptance of trial swap moves can be made arbitrarily high. We demonstrate the usefulness of the method in the context of a grand-multicanonical ensemble, where we use multicanonical simulations in energy space with the addition of an unmodified chemical potential term in particle-number space. Several possible implementations are discussed, and the best choice is presented in the context of the liquid-gas phase transition of the Lennard-Jones fluid. A substantial decrease in the necessary number of replicas can be achieved through the proposed method, thereby providing a higher efficiency and the possibility of parallelization.Comment: 8 pages, 3 figure, accepted by J Chem Phy

A process of rumor scotching on finite populations

Rumor spreading is a ubiquitous phenomenon in social and technological networks. Traditional models consider that the rumor is propagated by pairwise interactions between spreaders and ignorants. Spreaders can become stiflers only after contacting spreaders or stiflers. Here we propose a model that considers the traditional assumptions, but stiflers are active and try to scotch the rumor to the spreaders. An analytical treatment based on the theory of convergence of density dependent Markov chains is developed to analyze how the final proportion of ignorants behaves asymptotically in a finite homogeneously mixing population. We perform Monte Carlo simulations in random graphs and scale-free networks and verify that the results obtained for homogeneously mixing populations can be approximated for random graphs, but are not suitable for scale-free networks. Furthermore, regarding the process on a heterogeneous mixing population, we obtain a set of differential equations that describes the time evolution of the probability that an individual is in each state. Our model can be applied to study systems in which informed agents try to stop the rumor propagation. In addition, our results can be considered to develop optimal information dissemination strategies and approaches to control rumor propagation.Comment: 13 pages, 11 figure

q-State Potts model metastability study using optimized GPU-based Monte Carlo algorithms

We implemented a GPU based parallel code to perform Monte Carlo simulations of the two dimensional q-state Potts model. The algorithm is based on a checkerboard update scheme and assigns independent random numbers generators to each thread. The implementation allows to simulate systems up to ~10^9 spins with an average time per spin flip of 0.147ns on the fastest GPU card tested, representing a speedup up to 155x, compared with an optimized serial code running on a high-end CPU. The possibility of performing high speed simulations at large enough system sizes allowed us to provide a positive numerical evidence about the existence of metastability on very large systems based on Binder's criterion, namely, on the existence or not of specific heat singularities at spinodal temperatures different of the transition one.Comment: 30 pages, 7 figures. Accepted in Computer Physics Communications. code available at: http://www.famaf.unc.edu.ar/grupos/GPGPU/Potts/CUDAPotts.htm