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This paper investigates energy guidance in generative modeling, where the target distribution is defined as $q(\mathbf x) \propto p(\mathbf x)\exp(-\beta \mathcal E(\mathbf x))$, with $p(\mathbf x)$ being the data distribution and $\mathcal…

Machine Learning · Computer Science 2025-03-10 Shiyuan Zhang , Weitong Zhang , Quanquan Gu

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…

High Energy Physics - Lattice · Physics 2013-11-19 David Mesterházy , Luca Biferale , Karl Jansen , Raffaele Tripiccione

The routes mechanical energy takes from injection to dissipation in the ocean are currently an open problem. The goals of this project are to: 1) Study the energy exchanges between near-inertial waves and the balanced flow using idealized…

Atmospheric and Oceanic Physics · Physics 2020-08-04 André Palóczy

Using the fluctuation theorem supplemented with geometric arguments, we derive universal features of the (long-time) efficiency fluctuations for thermal and isothermal machines operating under steady or periodic driving, close or far from…

Statistical Mechanics · Physics 2014-11-26 Gatien Verley , Tim Willaert , Christian Van den Broeck , Massimiliano Esposito

We use the technique of information relaxation to develop a duality-driven iterative approach to obtaining and improving confidence interval estimates for the true value of finite-horizon stochastic dynamic programming problems. We show…

Optimization and Control · Mathematics 2020-07-29 Nan Chen , Xiang Ma , Yanchu Liu , Wei Yu

The fluctuation-dissipation (F-D) theorem is a fundamental result for systems near thermodynamic equilibrium, and justifies studies between microscopic and macroscopic properties. It states that the nonequilibrium relaxation dynamics is…

Statistical Mechanics · Physics 2015-03-13 Jianhua Xing

The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…

Statistical Mechanics · Physics 2017-06-13 Cem Yolcu , Antoine Bérut , Gianmaria Falasco , Artyom Petrosyan , Sergio Ciliberto , Marco Baiesi

Monte Carlo optimizations of Number Partitioning and of Diophantine approximations are microscopic realizations of `Trap Model' dynamics. This offers a fresh look at the physics behind this model, and points at other situations in which it…

Statistical Mechanics · Physics 2009-11-10 I. Junier , J. Kurchan

This thesis is devoted to the study of dynamical properties of diluted models. These are mean field statistical mechanics systems, but with finite local connectivity. Among other reasons, the interest for these models arises from their deep…

Disordered Systems and Neural Networks · Physics 2007-05-23 Guilhem Semerjian

We present a simulation-and-regression method for solving dynamic portfolio allocation problems in the presence of general transaction costs, liquidity costs and market impacts. This method extends the classical least squares Monte Carlo…

Portfolio Management · Quantitative Finance 2019-06-05 Rongju Zhang , Nicolas Langrené , Yu Tian , Zili Zhu , Fima Klebaner , Kais Hamza

We generalize previous studies on critical phenomena in communication networks by adding computational capabilities to the nodes to better describe real-world situations such as cloud computing. A set of tasks with random origin and…

Networking and Internet Architecture · Computer Science 2016-01-14 Marco Cogoni , Giovanni Busonera , Paolo Anedda , Gianluigi Zanetti

We construct a fast exact algorithm for the simulation of the first-passage time, jointly with the undershoot and overshoot, of a tempered stable subordinator over an arbitrary non-increasing absolutely continuous function. We prove that…

Probability · Mathematics 2024-06-18 Jorge Ignacio González Cázares , Feng Lin , Aleksandar Mijatović

In the past few years considerable progress has been made in Monte Carlo simulations of first-order phase transitions and in the analysis of the resulting finite-size data. In this paper special emphasis will be placed on multicanonical…

High Energy Physics - Lattice · Physics 2007-05-23 Wolfhard Janke

A family of fast sampling methods is introduced here for molecular simulations of systems having rugged free energy landscapes. The methods represent a generalization of a strategy consisting of adjusting a model for the free energy as a…

Computational Physics · Physics 2022-02-07 Pablo F. Zubieta Rico , Juan J. de Pablo

Advances in experimental techniques enable the precise manipulation of a large variety of active systems, which constantly dissipate energy to sustain nonequilibrium phenomena without any equilibrium equivalent. To design novel materials…

Statistical Mechanics · Physics 2025-06-03 Artur Soriani , Elsen Tjhung , Étienne Fodor , Tomer Markovich

We introduce an efficient discretization of a novel fractional-order adaptive exponential (FrAdEx) integrate-and-fire model, which is used to study the fractional-order dynamics of neuronal activities. The discretization is based on…

Biological Physics · Physics 2025-11-13 Alexandru Fikl , Aman Jhinga , Eva Kaslik , Argha Mondal

We propose a method for efficient simulations in extended ensembles, useful, e.g., for the study of problems with complex energy landscapes and for free energy calculations. The main difficulty in such simulations is the estimation of the a…

Statistical Mechanics · Physics 2012-05-29 Jack Lidmar

We report several important observations that underscore the distinctions between the constrained-path Monte Carlo method and the continuum and lattice versions of the fixed-node method. The main distinctions stem from the differences in…

Condensed Matter · Physics 2009-10-31 J. Carlson , J. E. Gubernatis , G. Ortiz , S. Zhang

We present a new method to compute free energies at a quantum mechanical (QM) level of theory from molecular simulations using cheap reference potential energy functions, such as force fields. To overcome the poor overlap between the…

Computational Physics · Physics 2023-11-13 Andrea Rizzi , Paolo Carloni , Michele Parrinello

A simple technique is proposed for numerically determining equilibrium ion distribution functions belonging to free energies of the Poisson-Boltzmann type. The central idea is to perform a conventional Monte-Carlo simulation using the free…

Soft Condensed Matter · Physics 2009-10-31 Markus Deserno
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