Related papers: Simulating rare events in dynamical processes

In this paper, we learn dynamics models for parametrized families of dynamical systems with varying properties. The dynamics models are formulated as stochastic processes conditioned on a latent context variable which is inferred from…

Hard spheres are arguably one of the most fundamental model systems in soft matter physics, and hence a common topic of simulation studies. Event-driven simulation methods provide an efficient method for studying the phase behavior and…

Periodic classical trajectories are of fundamental importance both in classical and quantum physics. Here we develop path integral techniques to investigate such trajectories in an arbitrary, not necessarily energy conserving hamiltonian…

We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…

Models invoking the chemical master equation are used in many areas of science, and, hence, their simulation is of interest to many researchers. The complexity of the problems at hand often requires considerable computational power, so a…

The average time between two occurrences of the same event, referred to as its return time (or return period), is a useful statistical concept for practical applications. For instance insurances or public agency may be interested by the…

For accurate simulations of rarefied gas flows around moving obstacles, we propose a cut cell method on Cartesian grids: it allows exact conservation and accurate treatment of boundary conditions. Our approach is designed to treat Cartesian…

The quasipotential is a natural generalization of the concept of energy functions to non-equilibrium systems. In the analysis of rare events in stochastic dynamics, it plays a central role in characterizing the statistics of transition…

A common problem that affects simulations of complex systems within the computational physics and chemistry communities is the so-called sampling problem or rare event problem where proper sampling of energy landscapes is impeded by the…

The transition from order to chaos has been a major subject of research since the work of Poincare, as it is relevant in areas ranging from the foundations of statistical physics to the stability of the solar system. Along this transition,…

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

Simulating complex gas flows from turbulent to rarefied regimes is a long-standing challenge, since turbulence and rarefied flow represent contrasting extremes of computational aerodynamics. We propose a multiscale method to bridge this…

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Driving a quantum system periodically in time can profoundly alter its long-time dynamics and trigger topological order. Such schemes are particularly promising for generating non-trivial energy bands and gauge structures in quantum-matter…

Stochastic models in which agents interact with their neighborhood according to a network topology are a powerful modeling framework to study the emergence of complex dynamic patterns in real-world systems. Stochastic simulations are often…

Stochastic models of biochemical reaction networks are widely used to capture intrinsic noise in cellular systems. The typical formulation of these models are based on Markov processes for which there is extensive research on efficient…

The large deviation theory has recently been applied to open quantum systems to uncover dynamical crossovers in the space of quantum trajectories associated to Markovian evolutions. Such dynamical crossovers are characterized by qualitative…

The discretization approximation method commonly used to simulate the dynamics of quantum system coupled to the environment in continuum often suffers from the periodically partial recovery of initial state because of the effect of finite…

In many dynamical systems there is a large separation of time scales between typical events and "rare" events which can be the cases of interest. Rare-event rates are quite difficult to compute numerically, but they are of considerable…

Simulating rare events, such as the transformation of a reactant into a product in a chemical reaction typically requires enhanced sampling techniques that rely on heuristically chosen collective variables (CVs). We propose using…