Related papers: Sampling constraints in average: The example of Hu…
We consider the problem of global stability of nonlinear sampled-data systems. Sampled-data systems are a form of hybrid model which arises when discrete measurements and updates are used to control continuous-time plants. In this paper, we…
We consider a linear Hamiltonian system consisting of a classical particle and a scalar field describing by the wave or Klein-Gordon equations with variable coefficients. The initial data of the system are supposed to be a random function…
We demonstrate the application of the Metropolis-Hastings algorithm to sampling of classical thermal states of one-dimensional Bose-Einstein quasicondensates in the classical fields approximation, both in untrapped and harmonically trapped…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…
We present a novel framework for performing statistical sampling, expectation estimation, and partition function approximation using \emph{arbitrary} heuristic stochastic processes defined over discrete state spaces. Using a highly parallel…
In order to increase the efficiency of the computer simulation of biological molecules, it is very common to impose holonomic constraints on the fastest degrees of freedom; normally bond lengths, but also possibly bond angles. However, as…
A statistical treatment of finite unbound systems in the presence of collective motions is presented and applied to a classical Lennard-Jones Hamiltonian, numerically simulated through molecular dynamics. In the ideal gas limit, the flow…
Quantum simulation in its current state faces experimental overhead in terms of physical space and cooling. We propose boson sampling as an alternative compact synthetic platform performing at room temperature. Identifying the capability of…
A multicanonical formalism is introduced to describe statistical equilibrium of complex systems exhibiting a hierarchy of time and length scales, where the hierarchical structure is described as a set of nested "internal heat reservoirs"…
We present an algorithm to sample stochastic differential equations conditioned on rather general constraints, including integral constraints, endpoint constraints, and stochastic integral constraints. The algorithm is a pathspace…
We develop the argument that the Gibbs-von Neumann entropy is the appropriate statistical mechanical generalisation of the thermodynamic entropy, for macroscopic and microscopic systems, whether in thermal equilibrium or not, as a…
We design the controls of physical systems that are faced by uncertainties. The system dynamics are described by random hyperbolic balance laws. The control aims to steer the system to a desired state under uncertainties. We propose a…
In this paper, we propose a stochastic optimization method that adaptively controls the sample size used in the computation of gradient approximations. Unlike other variance reduction techniques that either require additional storage or the…
This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…
We propose a sampling-based trajectory optimization methodology for constrained problems. We extend recent works on stochastic search to deal with box control constraints,as well as nonlinear state constraints for discrete dynamical…
This paper is concerned with tuning friction and temperature in Langevin dynamics for fast sampling from the canonical ensemble. We show that near-optimal acceleration is achieved by choosing friction so that the local quadratic…
We consider dynamical systems evolving near an equilibrium statistical state where the interest is in modelling long term behavior that is consistent with thermodynamic constraints. We adjust the distribution using an entropy-optimizing…
We study thermodynamic formalism for topologically transitive partially hyperbolic systems in which the center-stable bundle satisfies a bounded expansion property, and show that every potential function satisfying the Bowen property has a…
Systems with conserved currents driven by reservoirs at the boundaries offer an opportunity for a general analytic study that is unparalleled in more general out of equilibrium systems. The evolution of coarse-grained variables is governed…