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We discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

Among random sampling methods, Markov Chain Monte Carlo algorithms are foremost. Using a combination of analytical and numerical approaches, we study their convergence properties towards the steady state, within a random walk Metropolis…

Statistical Mechanics · Physics 2024-01-08 Alexei D. Chepelianskii , Satya N. Majumdar , Hendrik Schawe , Emmanuel Trizac

An analytical insight into the symmetry breaking mechanisms underlying the transition from Josephson to self-trapping regimes in Bose-Einstein condensates is presented. We obtain expressions for the ground state properties of the system of…

Quantum Gases · Physics 2010-06-21 B. Julia-Diaz , J. Martorell , A. Polls

We show that the widely used relaxation time approximation to the relativistic Boltzmann equation contains basic flaws, being incompatible with microscopic and macroscopic conservation laws. We propose a new approximation that fixes such…

Nuclear Theory · Physics 2021-07-28 Gabriel S. Rocha , Gabriel S. Denicol , Jorge Noronha

This paper deals with the balanced truncation model reduction of discrete-time, linear time-varying, heterogeneous subsystems interconnected over finite arbitrary directed graphs. The information transfer between the subsystems is subject…

Optimization and Control · Mathematics 2017-08-15 Dany Abou Jaoude , Mazen Farhood

The dynamics of molecules are governed by rare event transitions between long-lived (metastable) states. To explore these transitions efficiently, many enhanced sampling protocols have been introduced that involve using simulations with…

Chemical Physics · Physics 2022-09-30 Maaike M. Galama , Hao Wu , Andreas Krämer , Mohsen Sadeghi , Frank Noé

Bayesian max-margin models have shown superiority in various practical applications, such as text categorization, collaborative prediction, social network link prediction and crowdsourcing, and they conjoin the flexibility of Bayesian…

Machine Learning · Statistics 2016-10-19 Wenbo Hu , Jun Zhu , Bo Zhang

Iterative linear solvers have gained recent popularity due to their computational efficiency and low memory footprint for large-scale linear systems. The relaxation method, or Motzkin's method, can be viewed as an iterative method that…

Numerical Analysis · Mathematics 2018-10-30 Jamie Haddock , Deanna Needell

We propose a relaxation-based approximate inference algorithm that samples near-MAP configurations of a binary pairwise Markov random field. We experiment on MAP inference tasks in several restricted Boltzmann machines. We also use our…

Machine Learning · Statistics 2014-01-03 Sida I. Wang , Roy Frostig , Percy Liang , Christopher D. Manning

We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters. Two qualitatively…

Condensed Matter · Physics 2009-10-31 Susanna C. Manrubia , Damian H. Zanette

We consider a coupled bistable N-particle system driven by a Brownian noise, with a strong coupling corresponding to the synchronised regime. Our aim is to obtain sharp estimates on the metastable transition times between the two stable…

Probability · Mathematics 2010-03-01 Florent Barret , Anton Bovier , Sylvie Méléard

We revisit the dynamics of a Bose-Einstein condensate in a double-well potential, from the regime of Josephson plasma oscillations to the self-trapping regime, by means of the Bogoliubov quasiparticle projection method. For very small…

Quantum Gases · Physics 2018-10-31 Sofía Martínez-Garaot , Giulio Pettini , Michele Modugno

The success of the transistor as the cornerstone of digital computation motivates analogous efforts to identify an equivalent hardware primitive, the probabilistic bit or p-bit, for the emerging paradigm of probabilistic computing. Here, we…

Computational Physics · Physics 2026-02-05 Abir Hasan , Nikhil Shukla

In this paper, we propose a stochastic cellular automaton model of traffic flow extending two exactly solvable stochastic models, i.e., the asymmetric simple exclusion process and the zero range process. Moreover it is regarded as a…

Statistical Mechanics · Physics 2009-05-26 Masahiro Kanai , Katsuhiro Nishinari , Tetsuji Tokihiro

Multimodal structures in the sampling density (e.g. two competing phases) can be a serious problem for traditional Markov Chain Monte Carlo (MCMC), because correct sampling of the different structures can only be guaranteed for infinite…

Data Analysis, Statistics and Probability · Physics 2009-11-11 M. Daghofer , M. Konegger , H. G. Evertz , W. von der Linden

We compare equilibrium probability distributions obtained from Monte Carlo simulations for different spin exchange dynamics with the exact Boltzmann distribution for the fixed magnetization Ising model on small lattices. We present simple…

Statistical Mechanics · Physics 2008-02-03 Claudio S. Shida , Vera B. Henriques

We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…

Probability · Mathematics 2022-05-10 Julien Barré , Bastien Fernandez , Grégoire Panel

We develop a method to approximate the moments of a discrete-time stochastic polynomial system. Our method is built upon Carleman linearization with truncation. Specifically, we take a stochastic polynomial system with finitely many states…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Sasinee Pruekprasert , Jérémy Dubut , Toru Takisaka , Clovis Eberhart , Ahmet Cetinkaya

We study asymptotically constrained systems for numerical integration of the Einstein equations, which are intended to be robust against perturbative errors for the free evolution of the initial data. First, we examine the previously…

General Relativity and Quantum Cosmology · Physics 2009-10-31 Gen Yoneda , Hisa-aki Shinkai

Temporal evolutions toward thermal equilibria are numerically investigated in a Hamiltonian system with many degrees of freedom which has second order phase transition. Relaxation processes are studied through local order parameter, and…

chao-dyn · Physics 2009-10-28 Yoshiyuki Y. Yamaguchi