Related papers: Exploration of Order in Chaos with Replica Exchang…
In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem, we aim to distinguish effects of the two types of dynamics by choosing initial states as random product states from two factor spaces representing…
Chaotic dynamics are ubiquitous in nature and useful in engineering, but their geometric design can be challenging. Here, we propose a method using reservoir computing to generate chaos with a desired shape by providing a periodic orbit as…
The EM algorithm is a powerful tool for maximum likelihood estimation with missing data. In practice, the calculations required for the EM algorithm are often intractable. We review numerous methods to circumvent this intractability, all of…
Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…
Markov chain Monte Carlo algorithms are invaluable tools for exploring stationary properties of physical systems, especially in situations where direct sampling is unfeasible. Common implementations of Monte Carlo algorithms employ…
We present a novel Monte Carlo algorithm which enhances equilibrization of low-temperature simulations and allows sampling of configurations over a large range of energies. The method is based on a non-Boltzmann probability weight factor…
In this note we study the numerical stability problem that may take place when calculating the cumulative distribution function of the {\it Hypoexponential} random variable. This computation is extensively used during the execution of Monte…
This paper deals with nonlinear mechanics of an elevator brake system subjected to uncertainties. A deterministic model that relates the braking force with uncertain parameters is deduced from mechanical equilibrium conditions. In order to…
Investigating the possibility of applying techniques from linear systems theory to the setting of nonlinear systems has been the focus of many papers. The pseudo linear form representation of nonlinear dynamical systems has led to the…
We introduce a novel method of efficiently simulating the non-equilibrium steady state of large many-body open quantum systems with highly non-local interactions, based on a variational Monte Carlo optimization of a matrix product operator…
Recent applications of Quantum Monte Carlo (QMC) technique to Fe-based superconductors opened a way to directly verify the applicability of the itinerant scenario for these systems. Fe-based superconductors undergo various instabilities…
We present a new approach to determine numerically the statistical behavior of small-scale structures in hydrodynamic turbulence. Starting from the functional integral representation of the random-force-driven Burgers equation we show that…
A Monte Carlo method to sample the classical configurational canonical ensemble is introduced. In contrast to the Metropolis algorithm, where trial moves can be rejected, in this approach collisions take place. The implementation is…
We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…
Polynomial Chaos Expansions represent a powerful tool to simulate stochastic models of dynamical systems. Yet, deriving the expansion's coefficients for complex systems might require a significant and non-trivial manipulation of the model,…
From Physics and Biology to Seismology and Economics, the behaviour of countless systems is determined by impactful yet unlikely transitions between metastable states known as \emph{rare events}, the study of which is essential for…
We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-order ARMA approximations in the state space representation,…
We describe the Reversibility Error Method (REM) and its applications to planetary dynamics. REM is based on the time-reversibility analysis of the phase-space trajectories of conservative Hamiltonian systems. The round-off errors break the…
Zero- and two-dimensional crystal defects form in open statistical ensembles, such as the grand canonical, that are usually inaccessible with conventional simulation techniques. This longstanding challenge is overcome with a new Hamiltonian…
We adapt Vertex models to understand the physical origin of the formation of long-range ordered structures in repulsive soft particles. The model incorporates contributions from the volume and surface area of each particle. Sampling using…