In a microcanonical ensemble (constant $NVE$, hard reflecting walls) and in a molecular dynamics ensemble (constant $NVEmathbf{PG}$, periodic boundary conditions) with a number $N$ of smooth elastic hard spheres in a $d$-dimensional volume $V$ having
a total energy $E$, a total momentum $mathbf{P}$, and an overall center of mass position $mathbf{G}$, the individual velocity components, velocity moduli, and energies have transformed beta distributions with different arguments and shape parameters depending on $d$, $N$, $E$, the boundary conditions, and possible symmetries in the initial conditions. This can be shown marginalizing the joint distribution of individual energies, which is a symmetric Dirichlet distribution. In the thermodynamic limit the beta distributions converge to gamma distributions with different arguments and shape or scale parameters, corresponding respectively to the Gaussian, i.e., Maxwell-Boltzmann, Maxwell, and Boltzmann or Boltzmann-Gibbs distribution. These analytical results agree with molecular dynamics and Monte Carlo simulations with different numbers of hard disks or spheres and hard reflecting walls or periodic boundary conditions. The agreement is perfect with our Monte Carlo algorithm, which acts only on velocities independently of positions with the collision versor sampled uniformly on a unit half sphere in $d$ dimensions, while slight deviations appear with our molecular dynamics simulations for the smallest values of $N$.
We study a stochastic process $X_t$ related to the Bessel and the Rayleigh processes, with various applications in physics, chemistry, biology, economics, finance and other fields. The stochastic differential equation is $dX_t = (nD/X_t) dt + sqrt{2D
} dW_t$, where $W_t$ is the Wiener process. Due to the singularity of the drift term for $X_t = 0$, different natures of boundary at the origin arise depending on the real parameter $n$: entrance, exit, and regular. For each of them we calculate analytically and numerically the probability density functions of first-passage times or first-exit times. Nontrivial behaviour is observed in the case of a regular boundary.
The linked cell list algorithm is an essential part of molecular simulation software, both molecular dynamics and Monte Carlo. Though it scales linearly with the number of particles, there has been a constant interest in increasing its efficiency, be
cause a large part of CPU time is spent to identify the interacting particles. Several recent publications proposed improvements to the algorithm and investigated their efficiency by applying them to particular setups. In this publication we develop a general method to evaluate the efficiency of these algorithms, which is mostly independent of the parameters of the simulation, and test it for a number of linked cell list algorithms. We also propose a combination of linked cell reordering and interaction sorting that shows a good efficiency for a broad range of simulation setups.
We present a numerical method for the Monte Carlo simulation of uncoupled continuous-time random walks with a Levy alpha-stable distribution of jumps in space and a Mittag-Leffler distribution of waiting times, and apply it to the stochastic solution
of the Cauchy problem for a partial differential equation with fractional derivatives both in space and in time. The one-parameter Mittag-Leffler function is the natural survival probability leading to time-fractional diffusion equations. Transformation methods for Mittag-Leffler random variables were found later than the well-known transformation method by Chambers, Mallows, and Stuck for Levy alpha-stable random variables and so far have not received as much attention; nor have they been used together with the latter in spite of their mathematical relationship due to the geometric stability of the Mittag-Leffler distribution. Combining the two methods, we obtain an accurate approximation of space- and time-fractional diffusion processes almost as easy and fast to compute as for standard diffusion processes.
Random matrix theory is used to assess the significance of weak correlations and is well established for Gaussian statistics. However, many complex systems, with stock markets as a prominent example, exhibit statistics with power-law tails, that can
be modelled with Levy stable distributions. We review comprehensively the derivation of an analytical expression for the spectra of covariance matrices approximated by free Levy stable random variables and validate it by Monte Carlo simulation.
