Related papers: Efficient stochastic thermostatting of path integr…
This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…
The stochastic motions of a diffusing particle contain information concerning the particle's interactions with binding partners and with its local environment. However, accurate determination of the underlying diffusive properties, beyond…
Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…
We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…
Classical and path integral molecular dynamics (PIMD) simulations are used to study alpha-quartz and beta-quartz in a large range of temperatures at zero external stress. PIMD account for quantum fluctuations of atomic vibrations, which can…
A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…
We derive an exact, continuous-variable path integral (PI) representation of the canonical partition function for electronically nonadiabatic systems. Utilizing the Stock-Thoss (ST) mapping for an N-level system, matrix elements of the…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
We extend the Generalised Langevin Equation (GLE) method [Phys. Rev. B 89, 134303 (2014)] to model a central classical region connected to two realistic thermal baths at two different temperatures. In such nonequilibrium conditions a heat…
To take into account nuclear quantum effects on the dynamics of atoms, the path integral molecular dynamics (PIMD) method used since 1980s is based on the formalism developed by R. P. Feynman. However, the huge computation time required for…
The article is devoted to numerical studies of atomic (metal) hydrogen with Path Integral Monte Carlo (PIMC) technique. The research is focused on the range of temperatures and densities where quantum statistics effects are crucial for…
The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochastic heat equation driven by an additive space-time noise. We consider the traditional for…
Particle smoothing methods are used for inference of stochastic processes based on noisy observations. Typically, the estimation of the marginal posterior distribution given all observations is cumbersome and computational intensive. In…
We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin-Siggia-Rose path integral formalism for a single variable stochastic dynamics, we…
STACIE (STable AutoCorrelation Integral Estimator) is a novel algorithm and Python package that delivers robust, uncertainty-aware estimates of autocorrelation integrals from time-correlated data. While its primary application is deriving…
Thermodynamic properties can be in principle derived from the partition function, which, in many-atom systems, is hard to evaluate as it involves a sum on the accessible microscopic states. Recently, the partition function has been computed…
Bosonic exchange symmetry leads to fascinating quantum phenomena, from exciton condensation in quantum materials to the superfluidity of liquid Helium-4. Unfortunately, path integral molecular dynamics (PIMD) simulations of bosons are…
Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
Convergence of path integral simulations requires a substantial number of beads when quantum effects are significant. Traditional Trotter scaling approaches estimate the continuum limit through extrapolation, however they are restricted to…