Related papers: Exploration of Order in Chaos with Replica Exchang…
We deal with a mechanism of generating distributional chaos in planar nonautonomous ODEs and try to measure chaosity in terms of topological entropy. It is based on the interplay between simple periodic solutions. We prove the existence of…
In the field of structural reliability, the Monte-Carlo estimator is considered as the reference probability estimator. However, it is still untractable for real engineering cases since it requires a high number of runs of the model. In…
The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…
We have developed a novel Monte Carlo method for simulating the dynamical evolution of stellar systems in arbitrary geometry. The orbits of stars are followed in a smooth potential represented by a basis-set expansion and perturbed after…
A sampling procedure for the transition matrix Monte Carlo method is introduced that generates the density of states function over a wide parameter range with minimal coding effort.
This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…
In this paper, a new polynomial chaos based framework for analyzing linear systems with probabilistic parameters is presented. Stability analysis and synthesis of optimal quadratically stabilizing controllers for such systems are presented…
The replica exchange method is a powerful tool for overcoming slow relaxation in molecular simulations, but its efficiency depends strongly on the choice of the number and interval of replicas and their exchange probabilities. Here, we…
In this set of lectures, we review briefly some of the recent developments in the study of the chaotic dynamics of nonlinear oscillators, particularly of damped and driven type. By taking a representative set of examples such as the…
We use replica exchange Monte-Carlo simulations to measure the equilibrium equation of state of the disordered fluid state for a binary hard sphere mixture up to very large densities where standard Monte-Carlo simulations do not easily…
We developed a powerful computational approach to elaborate on onset mechanisms of deterministic chaos due to complex homoclinic bifurcations in diverse systems. Its core is the reduction of phase space dynamics to symbolic binary…
In this paper we propose a Monte Carlo method for generating finite-domain marginals of critical distributions of statistical models in infinite volume. The algorithm corrects the problem of the long-range effects of boundaries associated…
We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…
The probability distribution of the order parameter is exploited in order to obtain the criticality of magnetic systems. Monte Carlo simulations have been employed by using single spin flip Metropolis algorithm aided by finite-size scaling…
Discrete numerical methods with finite time-steps represent a practical technique to solve initial-value problems involving nonlinear differential equations. These methods seem particularly useful to the study of chaos since no analytical…
We present an algorithm for finding the probabilities of rare events in nonequilibrium processes. The algorithm consists of evolving the system with a modified dynamics for which the required event occurs more frequently. By keeping track…
We present a new numerical Monte Carlo approach to determine the scaling behavior of lattice field theories far from equilibrium. The presented methods are generally applicable to systems where classical-statistical fluctuations dominate…
We show that chiral order in two-dimensional nonreciprocal flocking mixtures is generically unstable. Combining large-scale agent-based simulations with a coarse-grained continuum description, we demonstrate that rotating chiral states…
A numerical technique is introduced that reduces exponentially the time required for Monte Carlo simulations of non-equilibrium systems. Results for the quasi-stationary probability distribution in two model systems are compared with the…
In this article, we present an event-driven algorithm that generalizes the recent hard-sphere event-chain Monte Carlo method without introducing discretizations in time or in space. A factorization of the Metropolis filter and the concept…