We present a numerical study of the evolution of a wave packet in a nanoscale MOSFET featuring an ‘atomistic’ channel doping. Our two-dimensional Monte Carlo Wigner simulation results are compared against classical Boltzmann simulation results. We show that the quantum effects due to the...

We study the evolution of a Gaussian wave packet in the presence of the ordered and disordered arrays of dopants, described by means of Coulombic potentials. As a first step, we investigate the dynamics of the packet in three different ordered configurations consisting of two, three and...

We propose a new cluster algorithm for the Baxter–Wu model that significantly reduces critical slowing down. We examine the behavior of the created clusters as we vary the temperature and then specify dynamic exponents. Comparison is made with the Metropolis algorithm and with the other...

We propose a new ‘hedged’ Monte-Carlo (HMC) method to price financial derivatives, which allows to determine simultaneously the optimal hedge. The inclusion of the optimal hedging strategy allows one to reduce the financial risk associated with option trading, and for the very same reason...

Random Boolean networks are among the best-known systems used to model genetic networks. They show an on–off dynamics and it is easy to obtain analytical results with them. Unfortunately very few genes are strictly on–off switched. On the other hand, continuous methods are in principle more...

In this article, we give a brief informal introduction to Malliavin Calculus for newcomers. We apply these ideas to the simulation of Greeks in Finance. First to European-type options where formulas can be computed explicitly and therefore can serve as testing ground. Later, we study the case of...

The stochastic-agent-on-tree method for business valuation is proposed by applying the game theory to the agent-based model. The proposed method is reduced to the real option valuation method using approximations. Demand forecasting and business valuation for computer-related industries are...

The capability of manipulating single dopant atoms in semiconductor materials, with atomic precision, has given birth to a new branch of electronics known as solotronics (solitary dopant optoelectronics). While experiments are advancing rapidly, the theoretical comprehension of quantum phenomena...

The site percolation problem on square lattices whose sites are grouped in two types of energetically different patches is studied. Several lattices formed by collections of either randomly or orderly localized and no overlapped patches of different sizes are generated. The system is...

The single-cluster Monte Carlo algorithm and the reweighting technique are used to simulate the 3D ferromagnetic Ising model on 3D Voronoi–Delauney lattices. It is assumed that the coupling factor J varies with the distance r between the first neighbors as J(r)∝e−ar, with a≥0. The...