A Monte Carlo method is presented for simulating rough surfaces with the fractal behavior. The simulation is based on power-law size distribution of asperity diameter and self-affine property of roughness on surfaces. A probability model based on random number for asperity sizes is developed to...

The Ising spin model in multiple helices with hierarchically organized interactions is investigated using Monte Carlo simulations. The numerical result of specific heat shows that the Curie temperature of the ferromagnetic transition is strongly dependent on to what extent the basal helix is...

This paper provides a new perspective on human motion with an investigation of whether and how patterns of human mobility inside cities are affected by two urban morphological characteristics: compactness and size. Mobile phone data have been collected in eight cities in Northeast China and used...

We study the range accrual swap in the quantum finance formulation of the Libor Market Model (LMM). It is shown that the formulation can exactly price the path dependent instrument. An approximate price is obtained as an expansion in the volatility of Libor. The Monte Carlo simulation method is...

Tracer diffusion in an alloy in which the trajectories of one of the species is biased is examined as a model of mass transport with attendant segregation to extended defects (e.g., dynamic strain ageing, grain-boundary segregation). More specifically, we employ Monte Carlo simulation to...

Ecology and evolution are inseparable. Motivated by some recent experiments, we have developed models of evolutionary ecology from the perspective of dynamic networks. In these models, in addition to the intra-node dynamics, which corresponds to an individual-based population dynamics of...

The dynamics of a random (quenched) field Ising model (in two dimensions) at zero temperature in the presence of an additional sinusoidally oscillating homogeneous (in space) magnetic field has been studied by Monte Carlo simulation using the Metropolis single spin flip dynamics. The...

The confining effect of a spherical substrate inducing anchoring (normal to the surface) on rod-like liquid crystal molecules contained in a thin film spread over it has been investigated with regard to possible changes in the nature of the isotropic-to-nematic phase transition as the sample is...

The transition behaviour of a magnetic system consisting of numerous nano-sized clusters with a zero external field was studied. We investigated the transition from superparamagnetism (SP) to ferromagnetic single-domain (SD) state due to the increase of cluster size by Monte Carlo simulation of...

Adsorption thermodynamics of interacting particles adsorbed on nanotube bundles is studied through a lattice-gas model and Monte Carlo simulations. The adsorbent is modeled as one-dimensional channels of equivalent adsorption sites arranged in a triangular cross-sectional structure. Two kinds of...