We propose a number of Monte Carlo algorithms for the simulation of ice models and compare their efficiency. One of them, a cluster algorithm for the equivalent three color model, appears to have a dynamic exponent close to zero, making it particularly useful for simulations of critical ice...

We examine the sources of error in the histogram reweighting method for Monte Carlo data analysis. We demonstrate that, in addition to the standard statistical error which has been studied elsewhere, there are two other sources of error, one arising through correlations in the reweighted...

We study the four-state antiferromagnetic Potts model on the triangular lattice. We show that the model has six types of defects which diffuse and annihilate according to certain conservation laws consistent with their having a vector-valued topological charge. Using the properties of these...

The recently developed rough Bergomi (rBergomi) model is a rough fractional stochastic volatility (RFSV) model which can generate more realistic term structure of at-the-money volatility skews compared with other RFSV models. However, its non-Markovianity brings mathematical and computational...