Evaluation of bridge-function diagrams via Mayer-sampling Monte Carlo simulation.
نویسندگان
چکیده
We report coefficients of the h-bond expansion of the bridge function of the hard-sphere system up to order rho(4) (where rho is the density in units of the hard-sphere diameter), which in the highest-order term includes 88 cluster diagrams with bonds representing the total correlation function h(r). Calculations are performed using the recently introduced Mayer-sampling method for evaluation of cluster integrals, and an iterative scheme is applied in which the h(r) used in the cluster integrals is determined by solution of the Ornstein-Zernike equation with a closure given by the calculated clusters. Calculations are performed for reduced densities from 0.1 to 0.9 in increments of 0.1. Comparison with molecular simulation data shows that the convergence is very slow for the density expansion of the bridge function calculated this way.
منابع مشابه
Dirichlet Bridge Sampling for the Variance Gamma Process: Pricing Path-Dependent Options
T authors develop a new Monte Carlo-based method for pricing path-dependent options under the variance gamma (VG) model. The gamma bridge sampling method proposed by Avramidis et al. (Avramidis, A. N., P. L’Ecuyer, P. A. Tremblay. 2003. Efficient simulation of gamma and variance-gamma processes. Proc. 2003 Winter Simulation Conf. IEEE Press, Piscataway, NJ, 319–326) and Ribeiro and Webber (Ribe...
متن کاملDiagrammatic Monte Carlo simulation of quantum impurity models
Quantum impurity models play an important role as representations of molecular conductors and in the “dynamical mean field” method, currently one of the most promising tools for studying the physics of fermionic lattice models. Despite their zero-dimensional nature, the numerical simulation of impurity models remains a challenging task. Progress has been achieved with the recent development of ...
متن کاملVariance-Gamma and Monte Carlo
The Variance-Gamma (VG) process was introduced by Dilip B. Madan and Eugene Seneta as a model for asset returns in a paper that appeared in 1990, and subsequently used for option pricing in a 1991 paper by Dilip and Frank Milne. This paper serves as a tutorial overview of VG and Monte Carlo, including three methods for sequential simulation of the process, two bridge sampling methods, variance ...
متن کاملHydration energy of Adenine, Guanine, Cytosine and Thymine : Monte Carlo simulation
The hydration of biomolecules is vitally important in molecular biology, so in this paper thesolvation energy and radial distribution function of DNA bases have been calculated by theMonte Carlo simulation.The geometries of isolated Adenine, Guanine, Cytosine, and Thyminehave been optimized using 6-31+G(d,p) basis function sets. These geometries then will be used inthe Monte Carlo calculation o...
متن کاملImportance sampling techniques for estimation of diffusion models
This article develops a class of Monte Carlo (MC) methods for simulating conditioned diffusion sample paths, with special emphasis on importance sampling schemes. We restrict attention to a particular type of conditioned diffusion, the so-called diffusion bridge processes. The diffusion bridge is the process obtained by conditioning a diffusion to start and finish at specific values at two cons...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- The Journal of chemical physics
دوره 122 10 شماره
صفحات -
تاریخ انتشار 2005