Related papers: Escorted free energy simulations
Using quantum Monte Carlo, we study the non-equilibrium transport of magnetization in large open strongly correlated quantum spin $\frac{1}{2}$ systems driven by purely dissipative processes that conserve the uniform or staggered…
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…
We present a detailed analysis of the non-analytic structure of the free energy for the itinerant ferromagnet near the quantum critical point in two and three dimensions. We analyze a model of electrons with an isotropic dispersion…
We have developed a new simulation algorithm for free-energy calculations. The method is a multidimensional extension of the replica-exchange method. While pairs of replicas with different temperatures are exchanged during the simulation in…
We present a Monte Carlo simulation technique by which the free energy of disordered systems can be computed directly. It is based on thermodynamic integration. The central idea is to construct an analytically solvable reference system from…
We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together…
We present and analyse a micro-macro acceleration method for the Monte Carlo simulation of stochastic differential equations with separation between the (fast) time-scale of individual trajectories and the (slow) time-scale of the…
We analyze the efficiency of markets with friction, particularly power markets. We model the market as a dynamic system with $(d_t;\,t\geq 0)$ the demand process and $(s_t;\,t\geq 0)$ the supply process. Using stochastic differential…
Fluctuation theorems (FTs) quantify the thermodynamic reversibility of a system, and for deterministic systems they are defined in terms of the dissipation function. However, in a nonequilibrium steady state of deterministic dynamics, the…
Starting from the recently proposed energy-based deviational formulation for solving the Boltzmann equation [J.-P. Peraud and N. G. Hadjiconstantinou, Phys. Rev. B 84, 2011], which provides significant computational speedup compared to…
This paper develops a comprehensive theoretical framework that imports concepts from stochastic thermodynamics to model price impact and characterize the feasibility of round-trip arbitrage in financial markets. A trading cycle is treated…
We present an exact Monte Carlo algorithm designed to sample theories where the energy is a sum of many couplings of decreasing strength. The algorithm avoids the computation of almost all non-leading terms. Its use is illustrated by…
The use of guidance to steer sampling toward desired outcomes has been widely explored within diffusion models, especially in applications such as image and trajectory generation. However, incorporating guidance during training remains…
Ferromagnetic transition in double-exchange systems is studied by non-equilibrium relaxation technique combined with Monte Carlo calculations. Critical temperature and critical exponents are estimated from relaxation of the magnetic moment.…
We perform an extrapolative analysis of "fast-growth" free-energy-difference (DF) estimates of a computer-modeled, fully-solvated ethane<->methanol transformation. The results suggest that extrapolation can greatly reduce the systematic…
Transport and the approach to equilibrium in interacting classical and quantum systems is a challenging problem of both theoretical and experimental interest. One useful organizing principle characterizing equilibration is the dissipative…
Elastic systems that are spatially heterogeneous in their mechanical response pose special challenges for molecular simulations. Standard methods for sampling thermal fluctuations of a system's size and shape proceed through a series of…
We report a novel Monte Carlo scheme that greatly enhances the power of parallel-tempering simulations. In this method, we boost the accumulation of statistical averages by including information about all potential parallel tempering trial…
The Jarzynski equality allows the calculation of free-energy differences using values of work measured from nonequilibrium trajectories. The number of trajectories required to accurately estimate free-energy differences in this way grows…
We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…