Related papers: Escorted free energy simulations
In this paper we present a complete framework for the energy-stable simulation of stratified incompressible flow in channels, using the one-dimensional two-fluid model. Building on earlier energy-conserving work on the basic two-fluid…
Increasing shares of fluctuating renewable energy sources induce higher and higher power flow variability at the transmission level. The question arises as to what extent existing networks can absorb additional fluctuating power injection…
Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…
In nuclear fusion and fission, fluctuation and dissipation arise due to the coupling of collective degrees of freedom with internal excitations. Close to the barrier, both quantum, statistical and non-Markovian effects are expected to be…
The lifted Heston model is a stochastic volatility model emerging as a Markovian lift of the rough Heston model and the class of rough volatility processes. The model encodes the path dependency of volatility on a set of N square-root state…
Let Delta F be the free energy difference between two equilibrium states of a system. An established method of numerically computing Delta F involves a single, long ``switching simulation'', during which the system is driven reversibly from…
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…
When two isolated system are brought in contact, they relax to equilibrium via energy exchange. In another setting, when one of the systems is driven and the other is large, the first system reaches a steady-state which is not described by…
We introduce a Monte-Carlo algorithm for the simulation of charged particles moving in the continuum. Electrostatic interactions are not instantaneous as in conventional approaches, but are mediated by a constrained, diffusing electric…
We propose a new Monte Carlo method for efficiently sampling trajectories with fixed initial and final conditions in a system with discrete degrees of freedom. The method can be applied to any stochastic process with local interactions,…
The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…
Living systems at the molecular scale are composed of many constituents with strong and heterogeneous interactions, operating far from equilibrium, and subject to strong fluctuations. These conditions pose significant challenges to…
The Phase-Field Method (PFM) is employed to simulate two-phase flows with the fully-coupled Cahn-Hilliard-Navier-Stokes (CHNS) equations governing the temporal evolution. The methodology minimizes the total energy functional, accounting for…
We use trajectory averaging to show that the energy dissipated in the nonequilibrium energy-state transitions of a driven two-state system satisfies a fluctuation-dissipation relation. This connection between the average energy dissipation…
Algorithms to determine transition probabilities in Monte Carlo simulations are tested using a system of classical particles with effective interactions which reproduce Bose-Einstein statistics. The system is appropriate for testing…
We combine theoretical and experimental efforts to propose a method for studying energy fluctuations, in particular, to obtain the related bi-stochastic matrix of transition probabilities by means of simple measurements at the end of a…
We investigate the conditional average and the conditional variance of dissipated energy considering, as a prototypical example, a driven spin-boson system. We follow a measurement protocol in which the spin is prepared in a certain initial…
Thermal fluctuations in non-equilibrium steady states generically lead to power law decay of correlations for conserved quantities. Embedded bodies which constrain fluctuations in turn experience fluctuation induced forces. We compute these…
Iterative trajectory optimization techniques for non-linear dynamical systems are among the most powerful and sample-efficient methods of model-based reinforcement learning and approximate optimal control. By leveraging time-variant local…
This work introduces meta estimators that combine multiple multifidelity techniques based on control variates, importance sampling, and information reuse to yield a quasi-multiplicative amount of variance reduction. The proposed meta…